EPISODE · Nov 17, 2014 · 1H 3M
Volatility Views 136: Oil Volatility and VXST Volume
from Volatility Views
Volatility Views 136: Oil Volatility and VXST Volume Volatility Review: The week in vol VIX Cash: VIX rallies - the market rallies has been a big story of this week. A lot of outlets have been jumping on the train. VIX Options: 2.3/1 call/put VXST: A decent week from a volume perspective. OI now at 10,244 (8,015 Calls/2,229 Puts) Introducing the launch of Treasury VIX futures. Crude Vol: XLE, Brent and WTI Listener Mail: Listener questions and comments Question from Timinc - Hello volatility views hosts. I appreciate your fine program although much of it exceeds my expertise. My question involves the Black-Scholes formula. I’m a student studying quantitative finance and we’re learning about this formula now. My professor stresses the value of this formula but is it still widely used in industry? Do I need to study Black-Scholes in order to get a derivatives quant or modeling job after I graduate? Question from Alan Baxter - What is the best source for data on trading activity in the volatility swaps market? Crystal Ball: Reckless, wild prognostication ensues. Jared flies solo in looking at the year ahead.
NOW PLAYING
Volatility Views 136: Oil Volatility and VXST Volume
No transcript for this episode yet
Similar Episodes
No similar episodes found.
Similar Podcasts
No similar podcasts found.