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    Volatility Smile

    Re: Crashophobia and Put/Call Parity I think the below extract from the ft blog sheds some light on vol skew and why implied vols on calls of equal strikes to that of OTM puts are lower. http://ftalphaville.ft.com/blog/2011/02/10/484911/skewed-the-cboes-new-fear-indicator/ "Skew is not...
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    LMM, SABR, Model Calibration

    Hi David, I have been following your excellent youtube videos and am thinking of subscribing to bionicturtle. I would be keen on your FRM level 1 material however was wondering if you have any materials which are more pertinent to use in my everyday job, like a worked example on materials on...
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