Volatility has become affordable again, says Deutsche Bank

Volatility has become affordable again, says Deutsche Bank

pam-finelli
Pam Finelli, Deutsche Bank

The equities market has returned to a lower volatility environment, according to Deutsche Bank’s 2011 global equity volatilities outlook.

“If you look at the environment that we are in, and the fact that overall market volatility has dropped considerably, our expectation is that implied volatility and realised volatility for most equity indexes should be muted next year,” says Pam Finelli, managing director, head of European equity derivatives strategy at Deutsche in London.

Deutsche expects S&P

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