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Home > Volatility Views > Best of Volatility Views: Busting Skew Myths
Podcast: Volatility Views
Episode:

Best of Volatility Views: Busting Skew Myths
Category: Business
Duration: 00:26:40
Publish Date: 2012-08-07 11:10:08
Description: Best of Volatility Views: Busting Skew Myths Busting Skew Myths! Does the Lottery Effect actually exist? Do flaws in the Black-Scholes model create skew? Were options traders prior to 1987 completely insane? Also, an exploration of the fundamental and psychological causes of Equity/Investment skew.

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