Best of Volatility Views: Busting Skew Myths
Volatility Views
English - August 07, 2012 16:10 - 26 minutes - 24.5 MB - ★★★★ - 15 ratingsInvesting Business option options vix insider skew trading volatility volcontracts volx Homepage Download Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
Previous Episode: Volatility Views 59: A Deep Dive into Variance Swaps
Best of Volatility Views: Busting Skew Myths
Busting Skew Myths! Does the Lottery Effect actually exist? Do flaws in the Black-Scholes model create skew? Were options traders prior to 1987 completely insane? Also, an exploration of the fundamental and psychological causes of Equity/Investment skew.