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  • 7 years ago
Volatility Views 17: Busting Volatility Skew Myths

Volatility Views 17: Busting Volatility Skew Myths

Volatility Views 17: Busting Volatility Skew MythsVOLATILITY 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.

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