Documents Implied Volatility Correlations Robert Engle, Stephen Figlewski and Amrut Nashikkar Date: May 18,...

Slide 1 Implied Volatility Correlations Robert Engle, Stephen Figlewski and Amrut Nashikkar Date: May 18, 2007 Derivatives Research Conference, NYU Slide 2 IMPLIED VOLATILITY…

Documents Implied Volatility Correlations

Implied Volatility Correlations Robert Engle, Stephen Figlewski and Amrut Nashikkar Date: May 18, 2007 Derivatives Research Conference, NYU IMPLIED VOLATILITY Implied volatilities…