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Results for “skew” · papers 0 · wiki 5
Academic Papers · 0arXiv q-fin live 0 · desk corpus 0
No academic papers matched yet. Try a more specific finance query (e.g. “volatility risk premium”).
Wiki Entities · 5
Derivatives

Risk Reversal

Risk Reversal — Call-put spread package measuring directional skew in FX and equity options.

Derivatives

Skew

Skew measures the relative richness of downside versus upside implied volatility, helping track hedging demand and asymmetry in market risk pricing.

Derivatives

Volatility Smile

Volatility Smile — Strike-dependent implied vol pattern reflecting crash and demand premia.

Strategies

MAX Effect / Lottery Stocks

Short last-month’s extreme daily winners (lottery names) and long the boring residual — Bali–Cakici–Whitelaw MAX.

Strategies

Skewness Effect in Commodities

Prefer commodity futures with more attractive skewness (or fade lottery-like positive skew) — a moment factor in the curve complex.

Option Blackboard · 1
vol-structure

IV Rank & Surface Filter

Vol-structure note for classifying rich vs cheap ATM IV and surface dispersion before choosing credit or debit templates.

Encyclopedia · 3
Derivatives · Foundations

Risk Reversal

Risk Reversal — Call-put spread package measuring directional skew in FX and equity options.

Derivatives · Foundations

Skew

Skew measures the relative richness of downside versus upside implied volatility, helping track hedging demand and asymmetry in market risk pricing.

Strategies · Foundations

Skewness Effect in Commodities

Prefer commodity futures with more attractive skewness (or fade lottery-like positive skew) — a moment factor in the curve complex.

Cards · 0
No cards matched.
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