Eurostoxx50 – BSIC | Bocconi Students Investment Club

Market Recap 8-05-2016

United States After reaching its weekly high at 2075, following good news from Facebook earnings, the S&P 500 fell to a low of 2033 and finished at a mid 2053 the end of earnings’ season. The Fed Once again proved to be Dovish and incapable of raising rates which drove Read more…

By BSIC, 9 years7 May 2016 ago

Equity Indices Markets Old Articles Trade Ideas

Riding the volatility surface

One of the tools traders have found to cope with the shortcomings of the Black and Scholes models has been to allow for non-flat volatilities, which means that the implied volatility of an option does not depend merely on the historical volatility in the underlying, but also on the strike Read more…

By BSIC, 10 years10 October 2015 ago