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June 5, 2008:
Trader’s Quiz on Volatility: Quiz #2 |
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May 1, 2008:
Trader’s Quiz on Volatility: Quiz #1 |
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Dec 18, 2007:
Zero Volatility of Assets - Reality or Excursions in the abstract space? |
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Dec 06, 2007: What volatility to use for pricing Barrier Options |
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Nov 11, 2007: Trading Volatility - Strategies to buy and sell volatility of stocks |
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Oct 20, 2007: Relationship between Asset Volatilities and Spread Volatility - II |
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Oct 16, 2007: Relationship between Asset Volatilities and Spread Volatility - I |
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Jun 11, 2006: Hedging Error due to Volatility Smile - the first lesson of a trainee Trader |
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Nov 18, 2006: Local Volatility using Jump to Ruin - An option trader tale |
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Oct 05 , 2006: Leland Formula for Volatility Adjustment |
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Sep 10 , 2006: Straddle Options - A New Volatility Product |
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Aug 25 , 2006: Implied Volatility from Market Jumps: a Trader's Choice |
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Aug 08 , 2006: The High and Low of Asset Prices - Parkinson's Approach |
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Mar 14, 2006: Volatility Trading Using Vanilla Options |
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Feb 24, 2006: Volatility as an Inverse Problem ?A Very Simple Explanation |
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Dec 30, 2005: Quiz on Volatility & Correlation |
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Oct 21, 2005: Estimating Implied Volatility on back of an envelope |
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Oct 17, 2005: Volatility Insensitivity |
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Sep 22, 2005: Estimating long term volatility regimes with Markov chains |
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Sep 07, 2005: Thirty Five Years of Volatility |
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Jul 21, 2005: Spiking
Equity Implied Correlation - A Rare Dispersion
Trade |
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Jul 06, 2005: Barriers
and Volatility |
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May 27, 2005: From
Volatility to Downside Risk: Perspectives on
Financial Risk - Part I |
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May 05, 2005: KOSPI
Derivatives - A Recipe for Disaster? |
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Mar 07, 2005: Volatility
and Long Term Options |
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Feb 14, 2005: Why
Hong Kong Stocks should Fall? – Indications
from the Volatility Index |
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Feb 07, 2005: Hong
Kong Volatility Index at record low! |
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Jan 26, 2005: Options
on Variance Swaps |
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Dec 21, 2004: Management
Of Negative Gamma - Part I |
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Oct 14, 2004: Asian
FX Volatilities - Turning Point? |
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May 07, 2004: Ripples
in the Regional Currency Options Market |
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Mar 29, 2004: Exotic
Structures Weighing on USD/YEN Options Market |
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Mar 09, 2004: AUD/USD |
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Feb 24, 2004: Has
the USD Rebounded? |
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Feb 05, 2004: G7
Meeting, Long Gammas and Event Risk in FX Options
Market |
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Jan 25, 2004: Hedge
Funds Shorting USD/YEN and Buying USD Calls:
A Case of Skew Inversion |
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Jan 13, 2004: Butterflies
and Convexity Risks in AUD/USD Options Market
- National Bank of Australia
Case Study |
a d v e r t i s e m e n t
