Volatility Views 69: Unlocking the Secrets of the Vol Surface

Volatility Views

English - November 12, 2012 19:34 - 57 minutes - 52.9 MB - ★★★★ - 15 ratings
Investing 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 68: The Dark Art of Futures Options

Next Episode: Volatility Views 70: Stop Worrying about Black Swans

Volatility Views 69: Unlocking the Secrets of the Vol Surface

Volatility Review: The post-election selloff seems to be over for now. A bit of politics, plus a two-week rundown of S&P and NASDAQ vol.

Volatility Viewpoint: Today's guest is Alberto Cherubini, the founder of EQ Finance, who discusses volatility surface models, exotic trades, as well as OTC vol and how it is impacting that of listed products.

Crystal Ball: We are hoping for a major announcement, any day now, concerning VolX. Stay tuned. Assets with inelastic demand and sensitivity to the US dollar will rally.