Forum: Traders Hideout
September 20th, 2014, 06:50 PM
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Replies: 32
Views: 16,256
Actually, I'm not sure that paper above is...
Actually, I'm not sure that paper above is exactly what is being talked about in the video.
This one is for sure though:
Implied Volatility Skews in the Foreign Exchange Market
Empirical Evidence...
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Forum: Traders Hideout
September 20th, 2014, 09:24 AM
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Replies: 32
Views: 16,256
Very cool video.
Here is some more on...
Very cool video.
Here is some more on implied skew
http://www.ise.com/assets/files/FX%20Options/ExpiringMonthly_-_Trading_With_or_Against_the_Skew_0410.pdf
Actual code examples though I think...
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