Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13
Introduction
00:00 • 5min
Is There Any Similarity With Total Return Swaps?
04:39 • 2min
What Is the Standard Model for the Pricing of Mini Futures?
06:57 • 3min
Mini Futures
10:25 • 4min
The Risk of Mispricing of Mini Futures
14:52 • 4min
How to Write a Valuation Equation for the App Risk
18:46 • 3min
The Fredholm-Interrogate Equation Is a Full Spot Ladder of Prices
21:26 • 2min
The Importance of Stability of the Volatility Surface
23:04 • 3min
Is There a Liquid Volatility Problem for Large Caps?
26:22 • 2min
How to Measure the Liquidity of the Underlying From a Volume Perspective?
28:31 • 2min
How to Extrapolate in Maturities Using a Time Translation Tool
30:47 • 2min
Is This a Risk Management Tool?
32:20 • 3min
Is Your Future a Research Project?
35:16 • 3min