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Home > Volatility Views > Volatility Views 36: The VIX vs. Black Swan: Analyzing Tail Risk in the VIX
Podcast: Volatility Views
Episode:

Volatility Views 36: The VIX vs. Black Swan: Analyzing Tail Risk in the VIX

Category: Business
Duration: 00:52:13
Publish Date: 2012-01-17 14:14:20
Description: Volatility Views 36: The VIX vs. Black Swan: Analyzing Tail Risk in the VIX Volatility Review: Another interesting week in general volatility. Although predicted to settle around the new mean of 23-25, VIX is down to 19. Where will it go next? CBOE has finally put out an adjustment to their settlement process. Euro VolContract review. Volatility Viewpoint: This week's guest, Nikunj Kapadia from UMass, sits down with Mark and Bob to discuss Black Swans, volatility pricing, tail risk, and buy-writes. Crystal Ball: VIX may be headed towards 19 from heavy pressure on VIX Jan and Feb futures. Could we really see an explosion to the upside? Big news at VolX!
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