12.08.2013

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.

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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.

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