Volatility Views 50: Listener Mail Extravaganza
Volatility Review: NASDAQ (aka Apple+) is starting to see a rise in realized volatility, as had been anticipated. VIX looks like it is settling back into a range, so we will have to see if it holds where it is or moves yet again. We seem to be in flux; there's no real trend here.
Listener Mail: Via email from Tim Siffron, Lansing, MI.I love your show and the great guests you guys manage to wrangle, but I was a little out of my depth with last week's guest. It's been a while since I took a stats course, so your discussion of jump frameworks and stochastic volatility models for pricing OTC variant swaps was a tad out of my league. Can you give a quick, plain English summary of the take-aways from that discussion, for those of us who may have had trouble following along? Thanks and looking forward to the NASDAQ contracts.
Via Twitter from Joe X4.Mark and Don: Who is your favorite Vol Views guest so far? Love the show.
Via email from Aston