12.08.2013
Updates
Updated resources (probabilities and vols): skews keeps on flattening, longer vols creep up despite spots up.
Also updated: feedback, and touched up the software pages.
Recent Blog Entries
In the big scheme of things...No summer panic in the major volsurfacesOptions traders... the last of the perma-bears?Implied Probabilities and Structured Products – a rational approachDavid Rosenberg investment outlook
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August 2013
No summer panic in the major volsurfaces
Posted by Alberto Cherubini - 28 Aug 2013
Summer 2013 - What EM crisis?
Europe and US equity markets are flat or small down on a month ago.
Implied vols and skews have reacted a tad more, but nothing scary... more worrying is the persistently low volumes.