2min chapter

Quantcast – a Risk.net Cutting Edge podcast cover image

Valer Zetocha – 16/01/23

Quantcast – a Risk.net Cutting Edge podcast

CHAPTER

Is There a Liquid Volatility Problem for Large Caps?

It can be a problem also for large caps with points in those strikes that are not traded frequently. So even for some indices, some trading indices or very liquid underlines, you might have new maturity that appear here. Indication where the level is, but no quality skew information is passing.

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