Jul 26, 2012
Volatility Views 59: A Deep Dive into Variance Swaps
Volatility Review: VIX has certainly declined since the last show, with a pop happening only recently. NASDAQ vol rundown since last show. Apple's impact on the NASDAQ wasn't as big as expected.
Volatility Viewpoint: Don goes over some of the math of variance...
Jul 16, 2012
Volatility Views: Larry the Legend
In this episode, Mark, Don, and Mark Sebastian are joined by Larry McMillan.
Volatility Viewpoints: Larry McMillan, recent winner of The OIC's Sullivan Award, discusses how volatility derivatives have changed the landscape of vol trading. Larry waxes nostalgic on the days...
Jul 9, 2012
Jul 2, 2012
Another selection from The Best of Volatility Views. In this episode, dated June 20, 2011, Mark and Don chat with Bill Luby, creator of the popular website VIX and More. They discuss the roller coaster volatility of late, whether the VIX has underperformed given current market conditions, whether VIX futures are...