Historical volatilities
Original headline:
Source: Structured Products
Following our analysis of volatility skew in the January issue, we now turn our attention to when to expect a volatility smile.
Published online only
Source: Structured Products
Nasdaq OMX and DWS Investments add volatility control to the Nasdaq 100 index for US investors who want equity exposure with reduced risk
Original headline:
Source: Risk magazine
Allan Malz surveys the behaviour of forward-looking asset prices during market crises, focusing on historical and implied volatilities.The latter are shown to contain useful information for predicting...
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