EPISODE · Aug 17, 2011 · 53 MIN
Volatility Views 13: VIX and More
from Volatility Views
Volatility Views 13: VIX and MoreVolatility Review: Mark, Don, and special guest Bill Luby talk about the roller coaster week of volatility and if premium sellers were artificially keeping the VIX down. They also explore whether the VIX has underperformed given recent market conditions, as well as whether the product should even be promoted as a hedging tool. Euro vol update with an inversion occurring on Wednesday.Volatility Viewpoint: Are VIX futures irrelevant? Inherent differences between realized and implied volatility. VIX as a hedge. VIX futures discussion 2.0: the other side of the coin. VIX changes wish list.Crystal Ball: Europe situation making predictions cloudy. Bill's looking for a binary market. Euro VolContract prognostications.Listener Mail: Excel questions lead to religious discussion.
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Volatility Views 13: VIX and More
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