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Tuesday, February 16, 2010. Relative valuations in options. Recently, while updating my CV, I was forced to ponder what I have done during my stint at BACS. One thing that came across my mind is charlatanesque relative valuations of options. Universally options are priced using the closed form Black Scholes model. Some of the relative valuation techniques are as follows:. Skew vs. Implied Volatility. Skew vs. Open Interest (OI). Sectoral Volatility Premium (SVP). Credit Default Spread vs. IVOL. Since the...

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Copula | copulam.blogspot.com Reviews

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Tuesday, February 16, 2010. Relative valuations in options. Recently, while updating my CV, I was forced to ponder what I have done during my stint at BACS. One thing that came across my mind is charlatanesque relative valuations of options. Universally options are priced using the closed form Black Scholes model. Some of the relative valuation techniques are as follows:. Skew vs. Implied Volatility. Skew vs. Open Interest (OI). Sectoral Volatility Premium (SVP). Credit Default Spread vs. IVOL. Since the...

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Copula | copulam.blogspot.com Reviews

https://copulam.blogspot.com

Tuesday, February 16, 2010. Relative valuations in options. Recently, while updating my CV, I was forced to ponder what I have done during my stint at BACS. One thing that came across my mind is charlatanesque relative valuations of options. Universally options are priced using the closed form Black Scholes model. Some of the relative valuation techniques are as follows:. Skew vs. Implied Volatility. Skew vs. Open Interest (OI). Sectoral Volatility Premium (SVP). Credit Default Spread vs. IVOL. Since the...

INTERNAL PAGES

copulam.blogspot.com

1

Copula: A critique of Credit Suisse Fear Barometer (CSFB) index (uptd)

http://copulam.blogspot.com/2010/01/critique-of-credit-suisse-fear.html

Wednesday, January 6, 2010. A critique of Credit Suisse Fear Barometer (CSFB) index (uptd). For the above italicized assumption the counter could be that when Y% 10% the trader won’t put in a collar trade unless he is bullish since he would be betting 10% upside against Y% downside. We see that the CSFB index peaked before the crisis as the traders were over confident or irrationally exuberant. Hence prima facie the index is not reflective of fear among investors. September 2, 2010 at 5:16 AM.

2

Copula: Relative valuations in options

http://copulam.blogspot.com/2010/02/relative-valuations-in-options.html

Tuesday, February 16, 2010. Relative valuations in options. Recently, while updating my CV, I was forced to ponder what I have done during my stint at BACS. One thing that came across my mind is charlatanesque relative valuations of options. Universally options are priced using the closed form Black Scholes model. Some of the relative valuation techniques are as follows:. Skew vs. Implied Volatility. Skew vs. Open Interest (OI). Sectoral Volatility Premium (SVP). Credit Default Spread vs. IVOL. June 16, ...

3

Copula: VIX – VXO Spread: Risk appetite & diversification (uptd)

http://copulam.blogspot.com/2010/01/vix-vxo-spread-risk-appetite.html

Wednesday, January 6, 2010. VIX – VXO Spread: Risk appetite and diversification (uptd). Subscribe to: Post Comments (Atom). A critique of Credit Suisse Fear Barometer (CSFB) . VIX – VXO Spread: Risk appetite and diversification . View my complete profile.

4

Copula: U to W by Keynes

http://copulam.blogspot.com/2009/10/u-to-w-by-keynes_06.html

Tuesday, October 6, 2009. U to W by Keynes. Keynes and shapes of recession. Subscribe to: Post Comments (Atom). Crudes supposedly demand curves. U to W by Keynes. Am a jack of all trade but master of none – a typical MBA grad. My posts are just doodles and some of them are atrociously nonsensical for instance the post on crude, “Crude’s supposedly demand curves”. (BTW I have posted this chart as I felt it looks good). View my complete profile.

5

Copula: March 2009

http://copulam.blogspot.com/2009_03_01_archive.html

Friday, March 27, 2009. Charts by a 'Ghost'. Chart of the Day: Volatilities and earnings. 168; Today’s chart looks at the 1 month implied volatility and 1 month forward volatility 1 month (1M X 1M forward implied) hence and compares it with the percentage of companies that will be reporting earnings in the first and second months from today. The forward volatility is interpolated from one month and two month implied volatilities. Chart of the Day: SXXP sectors’ risk and return contributions. 168; The dis...

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Copula

Tuesday, February 16, 2010. Relative valuations in options. Recently, while updating my CV, I was forced to ponder what I have done during my stint at BACS. One thing that came across my mind is charlatanesque relative valuations of options. Universally options are priced using the closed form Black Scholes model. Some of the relative valuation techniques are as follows:. Skew vs. Implied Volatility. Skew vs. Open Interest (OI). Sectoral Volatility Premium (SVP). Credit Default Spread vs. IVOL. Since the...

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