US vol experts hint at calm before storm in markets
Many buy-siders believe today’s relative tranquility in equities masks underlying fragility
Source: risk.net
Volatility Skew News Today : Breaking News, Live Updates & Top Stories | Vimarsana
Stay updated with breaking news from Volatility Skew. Get real-time updates on events, politics, business, and more. Visit us for reliable news and exclusive interviews.
Top News In Volatility Skew Today - Breaking & Trending Today
Skew this: taking the computational burden off basket options
Dan Pirjol presents a snap formula for estimating implied volatility skew in an instant
Source: risk.net
Decoding the Flattening of Skew in High Volatility Markets
Why does a stock’s skew become flat when markets get volatile? If you’ve ever wondered how the shape of skew changes during turbulent times, this article will provide you with the answers.During periods of high volatility, a slope that is typically associated with skew tends to flatten out. As a result, the implied volatility difference […]
Source: hapblog.com
Podcast: Julien Guyon on volatility modelling and World Cup draws
Academic discusses option pricing, path-dependent volatility and tackling FIFA’s statistical bias
Source: risk.net
'Perfect' VKO trades knock the smile off vol
Dealer hedging of options which profit from ‘spot down, vol down’ may have amplified rare dynamic
Source: risk.net