Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13
Introduction
00:00 • 2min
The Role of the Black Sholes Model in Option Pricing and Risk Management
02:04 • 2min
The Black Sholes Model and the Importance of Intuition
04:29 • 2min
The Law of One Price and the Black and Sholes Model
06:33 • 3min
The Importance of Implied Volatility
09:40 • 4min
The Importance of Earnings Days in Stock Volatility
13:21 • 2min
The Importance of Expired Volatility in the Market
15:47 • 3min
The Cost of Renting an Umbrella During a Downpour
18:41 • 2min
The Inverted Volatility Surface
21:03 • 3min
The Stock Market's Fat Tails
23:40 • 3min
The Strike Skew and the Cost of Implementing Specific Trade Structures
26:14 • 3min
The Skew on the SPX
29:14 • 2min
The Black Scholes Framework: A Language to Speak
30:54 • 2min