A plot of implied volatility (ie, the volatility that forces the BSM model option price to equal the observed market price) against strike price. The...
questoptions.com This video goes into defining the volatility smile as well as exploring some different skew shapes with see in commodity options. Find out why...
demonstrations.wolfram.com The Wolfram Demonstrations Project contains thousands of free interactive visualizations, with new entries added daily. The plot shows the volatility surface generated by the...
Emanuel Derman - POWs: Physicists on Wall Street. 10/30/2006 Abstract: Quantitative financial modeling seems to employ both the language and techniques of physics, but how...
In the final episode, we talk about how Vertical Skew and volatility analysis can be used to position trades that incorporate the multi-dimensionality of time...
