Alireza Javaheri
Жанры и тэги:
Inside Volatility Arbitrage. The Secrets of Skewness
Today?s traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a po…
ПодробнееInside Volatility Arbitrage. The Secrets of Skewness
Today?s traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a po…
ПодробнееInside Volatility Filtering. Secrets of the Skew
A new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimat…
Подробнее
