Market Measures - February 7, 2023 - Breaches in Theory
Update: 2023-02-07
Description
Actual markets are often much messier than their theoretical counterparts, as indicated by concepts such as skew. Underlyings with skewed price distributions often deviate from Black-Scholes estimates. So today, let’s look at how breach distances change in the presence of skew. Join Tom and Tony as they discuss breaches in theory compared to breaches in practice.
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