August 22nd, 2010, 10:16 pm
Thank you everyone for the suggestions. I looked at the book Inside Volatility Arbitrage, I covered around 100 pages so far and I liked the breadth of the models and techniques covered by the book. That was very useful, but I think I've not learnt a lot about skew. I want to be able to answer some questions:1. Origins of skew and kurtosis 2. Estimation of skew - different methods and drawbacks3. Relation between skew and Vega4. Trading Strategies for skew (I will read the Euan Sinclair book - Vol Trading)And more questions like these. Thanks!