Alpay Kaya, CFA

La vérité existe. On n'invente que le mensonge. —Braque (Truth exists. One only invents falsehood.)

Interview with Volatility Futures & Options

Some time ago I had the opportunity to discuss some of the finer statistical points of Quantitative Finance in an interview with Volatility Futures & Options. Highlights of the discussion include

 • A novel representation of the log-normal distribution;
 • What is wrong with many statistical graphs parametrized on volatility; and
 • Transparency into common assumptions contradicting causality.

Much of the interview’s content was taken from my book LEVERAGED ETFs.
 

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This entry was posted on December 17, 2013 by in Authored Books, Finance and tagged , , , , .

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