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Home > Volatility Views > Volatility Views Episode 2: The Shadowy World of Volatility Swaps
Podcast: Volatility Views
Episode:

Volatility Views Episode 2: The Shadowy World of Volatility Swaps
Category: Business
Duration: 01:00:03
Publish Date: 2011-08-16 15:51:00
Description:

Volatility Views Episode Two: The Shadowy World of Volatility SwapsMark and Don are joined by Mark Sebastian from Option Pit.  There is no shortage of opinions on volatility this week.

  • Volatility Week in Review: VIX cash down, but how much does the weekend take out of it? Review of the new skew index; Euro VolContracts (TM) show a sharp volatility decline over March; VolX adds RSJ as a market maker.
  • Volatility Viewpoint:  Exploring the shadowy world of volatility & variance swaps; Using OTC volatility and variance swap markets to capture vol.  The nature of the payoffs. Realized volatility options in the cards. Inferred vol.
  • Crystal Ball: Sebastian thinks that vol has hit a bottom and that it will be ticking up.  Don wonders if that means that the market will fall? Not necessarily...
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