Nov 12, 2012
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.