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Volatility Views

Volatility Views is the premier radio program for volatility traders. From interviews with leading industry guests to detailed analysis of volatility products, this program takes you inside the world of volatility trading like never before. If you are an experienced options trader looking to expand your understanding of volatility, or if you are simply curious about VIX and other volatility products, then this is the program for you.

Jun 27, 2012

Best of Volatility Views: Volatility Discussion with Nobel Laureate Robert Engle

Mark and Don have the honor of speaking with Professor Engle on various aspects of volatility, including:
  • Professor Engle's move from physics to economics
  • ARCH and GARCH models, and how the ARCH model was born
  • The Volatility Institute
  • Vlab
  • SoFiE
  • Professor Engle's work with the SEC's Flash Crash Advisory Committee
  • The Professor's viewpoint on Dodd-Frank, particularly as it applies to derivatives & counterparty risk.