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Inside Volatility Arbitrage - Info and Reading Options

The Secrets of Skewness

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The cover of “Inside Volatility Arbitrage ” - Open Library.

"Inside Volatility Arbitrage " is published by Wiley in September 14, 2005 - New Jersey, the book is classified in bibliography genre, it has 272 pages and the language of the book is English.


“Inside Volatility Arbitrage ” Metadata:

  • Title: Inside Volatility Arbitrage
  • Author:
  • Language: English
  • Number of Pages: 272
  • Publisher: Wiley
  • Publish Date:
  • Publish Location: New Jersey
  • Genres: bibliography
  • Dewey Decimal Classification: 332.63/222/0151922
  • Library of Congress Classification: HG4636 .J38 2005HG4636.J38 2005

“Inside Volatility Arbitrage ” Subjects and Themes:

Edition Specifications:

  • Number of Pages: ➤  xxiv, 247 pages : illustrations ; 24 cm.

Edition Identifiers:

AI-generated Review of “Inside Volatility Arbitrage ”:


"Inside Volatility Arbitrage " Table Of Contents:

  • 1- The volatility problem
  • 2- The inference problem
  • 3- The consistency problem.

Snippets and Summary:

It is widely accepted today that an assumption of a constant volatility fails to explain the existence of the volatility smile as well as the leptokurtic character (fat tails) of the stock distribution.

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