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Lorenzo Ravagli, 09/07/2024 episode artwork

EPISODE · Jul 12, 2024 · 44 MIN

Lorenzo Ravagli, 09/07/2024

from Quantcast – a Risk.net Cutting Edge podcast · host Quantcast – a Risk.net Cutting Edge podcast

JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium

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JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium

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Lorenzo Ravagli, 09/07/2024

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Frequently Asked Questions

How long is this episode of Quantcast – a Risk.net Cutting Edge podcast?

This episode is 44 minutes long.

When was this Quantcast – a Risk.net Cutting Edge podcast episode published?

This episode was published on July 12, 2024.

What is this episode about?

JP Morgan quant Lorenzo Ravagli proposes a unified framework for trading the volatility skew premium

Can I download this Quantcast – a Risk.net Cutting Edge podcast episode?

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