Model free implied volatility

Risk-Neutral Skewness and Kurtosis: See this post for R code to calculate model free implied volatility. Let stock price return for period     is given by: (1)   The price of the volatility contract: (2)   The price of the cubic contract: (3)   The price of the quadratic contract: (4)   Define : (5)   For -period model-free implied volatility (MFIV) is: (6) […]

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Good resources for research papers

General Working Papers: Arxiv  Vixra   SSRN (Huge collection) Ideas  Econoacademics EconPapers: Very large collection of economics working papers Look at Repec too University wise working paper series: Harvard Working Paper 1 Harvard Business School Working Paper Archive  London Business School Working Papers Sloan School of Management Working Papers Index University of Chicago Center for Research in Security Prices (CRSP) University of Michigan Business School Yale School of Management International […]

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