What means the skew ? skew = asymetric smile ? - wilmott.com

Serving the Quantitative Finance Community

Post Reply


bretagne: Posts: 0; Joined: July 15th, 2005, 4:32 pm

What means the skew ? skew = asymetric smile ?

Quote
#1

August 16th, 2005, 4:35 pm

Thku for giving a simple answer to a young beginner on financial mkts...... Regards,


Optron: Posts: 1; Joined: October 10th, 2004, 1:21 am

What means the skew ? skew = asymetric smile ?

Quote
#2

August 17th, 2005, 4:07 am

Yes


Optron: Posts: 1; Joined: October 10th, 2004, 1:21 am

What means the skew ? skew = asymetric smile ?

Quote
#3

August 17th, 2005, 4:10 am

Well that was really a quick reply - ok - u can have a look at "What is the volatility smile?" under FAQ forum.