Aug 17, 2011
Views 17: Busting Volatility Skew Myths
VOLATILITY 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.