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EPISODE · Aug 7, 2012 · 26 MIN

Best of Volatility Views: Busting Skew Myths

from Volatility Views

Best of Volatility Views: Busting Skew Myths Busting Skew Myths! Does the Lottery Effect actually exist? Do flaws in the Black-Scholes model create skew? Were options traders prior to 1987 completely insane? Also, an exploration of the fundamental and psychological causes of Equity/Investment skew.

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Best of Volatility Views: Busting Skew Myths

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How long is this episode of Volatility Views?

This episode is 26 minutes long.

When was this Volatility Views episode published?

This episode was published on August 7, 2012.

What is this episode about?

Best of Volatility Views: Busting Skew Myths Busting Skew Myths! Does the Lottery Effect actually exist? Do flaws in the Black-Scholes model create skew? Were options traders prior to 1987 completely insane? Also, an exploration of the fundamental...

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