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Uploaded DBK, AAPL pics of volsurface fits today. Aggregated fitting pics in their own folder.
"Trading realised variance using listed vanillas" recently published - see more and download here
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The extensive knowledge and experience we acquired while working on the sell-side are our main strengths. Our expertise is in:

  • Derivatives: especially equity derivatives, with niche value in exotic and structured products.
  • Software and Math: pricing, valuation, volatility surfaces, etc
  • Risk Management: stress testing, scenario, jump and gap risk, "the human factor"
  • Investment and Trading: hedging, proprietary, strategies, execution (especially large scale)

Please note that we are too busy to update this website frequently: see our page on LinkedIn for recent news.

eurostoxx implied vol 

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