How to Arbitrage Volatility

This video derives from the chapter 12 of the Book Quantitative Finance by Paul WIlmott. The video explains how to make money by trading on the differences between actual and implied volatility. One choice you have to make is whether to hedge using implied or actual volatility; they have different consequences in final profits and how you get there.

https://www.youtube.com/watch?v=oNXayfuxjzw

Buy from Amazon - Quantitative Finance by Paul Wilmott

Membership
Learn the skills required to excel in data science and data analytics covering R, Python, machine learning, and AI.
I WANT TO JOIN
JOIN 30,000 DATA PROFESSIONALS

Free Guides - Getting Started with R and Python

Enter your name and email address below and we will email you the guides for R programming and Python.

Saylient AI Logo

Take the Next Step in Your Data Career

Join our membership for lifetime unlimited access to all our data analytics and data science learning content and resources.