Dec 10, 2012
Volatility
Views 72: Closing the Book on Black Swans
Volatility
Review: It was a very slow week in volatility, with the
VIX sticking close to 16. Near-term VIX futures were trading at
0.50 below the cash contract at one point this week.
Listener Mail:
Mark, Andrew, and Don answer listener questions.
The Crystal Ball: We're still waiting for a settlement in Washington on "the fiscal cliff."
The Crystal Ball: We're still waiting for a settlement in Washington on "the fiscal cliff."