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...
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...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.