Quantcast – a Risk.net Cutting Edge podcast cover image

Julien Guyon – 01/08/23

Quantcast – a Risk.net Cutting Edge podcast

00:00

The Four Parameters of the Aduminous Q

There's a lot of interesting new findings there. So I was wondering what is normally used to capture to model the aduminous Q? What are the specification models used in practice or are common? All the parametric shapes that we look at, they come from pricing models with term structure of volatility which will generate a term structure of aduminousQ.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app