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Cuchulainn
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Volatility Cone and Quanto Triangle 101 Overview

February 9th, 2009, 8:18 am

Any good overviews of these topics?Thanks!
Last edited by Cuchulainn on February 8th, 2009, 11:00 pm, edited 1 time in total.
 
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ACD
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Volatility Cone and Quanto Triangle 101 Overview

February 9th, 2009, 8:43 am

Volatility Cones are over-viewed in the book "Volatility Trading" by Euan Sinclair, I believe there are some examples in the Excel sheets included as well.