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GeekySerge


Total Posts: 36
Joined: Apr 2010
 
Posted: 2017-03-20 16:02
@contango_and_cash
@HankScorpio

Skiadopoulos et al. in your inbox.

I've put 2 versions of the paper:
"The Dynamics of Implied Volatility Surfaces" (conference paper)
"The Dynamics of the S&P 500 Implied Volatility Surface" (journal paper)

Enjoy

HankScorpio


Total Posts: 461
Joined: Mar 2007
 
Posted: 2017-03-21 11:25
Thank you very much GeekySerge. Beer

capt


Total Posts: 1
Joined: Mar 2017
 
Posted: 2017-03-22 03:18
@GeekySerge could I also get copies of those two?

thanks

radikal


Total Posts: 252
Joined: Dec 2012
 
Posted: 2017-03-23 01:52
Anyone have JPM's Global Equity Derivatives Outlook for 2017? Always some of my favorite downtime reading.

There are no surprising facts, only models that are surprised by facts

tbretagn


Total Posts: 238
Joined: Oct 2004
 
Posted: 2017-03-23 17:53
sent

Et meme si ce n'est pas vrai, il faut croire en l'histoire ancienne

mtsm


Total Posts: 179
Joined: Dec 2010
 
Posted: 2017-03-23 18:36
Do you mind forwarding that to me please, the JPM derivs outlook I mean. Thanks.

Cheng


Total Posts: 2795
Joined: Feb 2005
 
Posted: 2017-03-25 13:33
Could you also send me a copy? Thanks.

"He's man, he's a kid / Wanna bang with you / Headbanging man" (Grave Digger, Headbanging Man)

GeekySerge


Total Posts: 36
Joined: Apr 2010
 
Posted: 2017-03-25 13:37
@capt
What's your email?
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