Quantcast – a Risk.net Cutting Edge podcast cover image

Julien Guyon – 01/08/23

Quantcast – a Risk.net Cutting Edge podcast

CHAPTER

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.

00:00
Transcript
Play full episode

Remember Everything You Learn from Podcasts

Save insights instantly, chat with episodes, and build lasting knowledge - all powered by AI.
App store bannerPlay store banner