Forums  > Pricing & Modelling  > And now for some fun with implied densities… (or, the coming Tesla crash?)  
     
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c10


Total Posts: 11
Joined: Jul 2015
 
Posted: 2018-08-01 20:55
As you know, not just many quants, but also the Fed and ECB love playing with options-implied densities, for what they might reveal about future underlier evolution (and various other reasons). So take a look at this:

https://www.linkedin.com/pulse/options-implied-probability-tesla-crash-january-2020-part-klassen/
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