Aug 17, 2011
Volatility
Views 17: Busting Volatility Skew Myths
VOLATILITY REVIEW: The debt ceiling deal and
its effect on the market. Euro VolContracts trading on the CME.
VOLATILITY VIEWPOINT: 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.
CRYSTAL BALL: An outlook on the
weekend risk- What could happen? PLUS: Mark Sebastian
gives his forecast for the coming week.