volatility skew
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Vol. Skew (Smirk) - Question
Hi All, perhaps quite a simple question. I just read through the following CFA article http://www.cfapubs.org/doi/full/10.2469/dig.v41.n1.2 and now I am wondering whether Vol. Skew and Vol. Smirk can be used 1:1 interchangeably? Is there any difference between these two terms? Vol Skew = Vol...- emilioalzamora1
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- derman implied volatility volatility skew volatility smile
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- Forum: P2.T5. Market Risk (25%)