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Volatility Cone and Quanto Triangle 101 Overview
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Cuchulainn
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Volatility Cone and Quanto Triangle 101 Overview
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#1
February 9th, 2009, 8:18 am
Any good overviews of these topics?Thanks!
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Cuchulainn
on February 8th, 2009, 11:00 pm, edited 1 time in total.
https://www.datasim.nl/
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ACD
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April 19th, 2004, 8:09 am
Volatility Cone and Quanto Triangle 101 Overview
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#2
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.
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