AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
34min chapter
Dean Curnutt - The Reflexivity of Equity Volatility (S6E16)
Flirting with Models
The Influence of Banks in the Volatility Space
This chapter discusses the changes in implied volatility of financial products, the impact of leverage in banks, and the role of regulatory initiatives in reducing risk appetites. It explores the shift towards electronification in intermediation and the provision of liquidity by mathematical engines. The chapter also examines the concept of endogenous reflexivity in markets and its role in financial crises throughout history.
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode