Technical Analysis of STOCKS & COMMODITIES
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Article Archive For Keyword: Skews
DownloadRebuilding Skews
ARTICLE SYNOPSIS...In this second of a two-part series, find out how constantly calibrating a skew model will result in a more timely and accurate volatility curve.
Volatility skews by Andrew Sterge
ARTICLE SYNOPSIS...Volatility skews by Andrew Sterge It is inevitable that relative mispricings occur among many different options on a single underlying instrument. It is possible to exploit these mispricings using the Black-Scholes theory of option valuation, despite ri
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