Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Bookmarks inbookmarks:mine
inbookmarks:1234
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options answers only user 31191
2
votes
In this case, as the index started to fall and large banks started to hedge their positions, the skew got flatter (positive spot-skew correlation). … Single Stocks dynamics Short term skew vs. long term skew (skew often flattens in the long term) Correlations to other asset classes (check the CDS example above) Literature and empirical results pre- …
answered Mar 10 '20 by SI7
11
votes
You say that -based on the skew term structure- this should have a "roll-down" effect in the sense that the skew for 29 should be steeper than for 30d. … It may work well if markets are rising (getting you long gamma and skew tends to flatten). …
answered Nov 21 '20 by SI7