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by pompeida9
October 8th, 2021, 12:49 pm
Forum: Trading Forum
Topic: Rates Curve Construction from Eq Options
Replies: 1
Views: 6675

Rates Curve Construction from Eq Options

hi, I try to back out the implied rates curve out of US options. by doing this I see premium over Libor rates in the US. I am using non-div underlyings and repo market is not explaining the difference. 
What do I miss out? Thanks
by pompeida9
August 18th, 2020, 6:59 am
Forum: General Forum
Topic: Equity correlation skew
Replies: 2
Views: 2915

Re: Equity correlation skew

Interested in this one as well. Any views?
Thanks