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Bounds for VIX Futures Given S&P 500 Smiles

September 29, 2016 @ 6:00 pm - 7:30 pm UTC+0

Bounds for VIX Futures Given S&P 500 Smiles

With Julien Guyon, senior quantitative analyst in the Quantitative Research group at Bloomberg L.P.

Details

Date:
September 29, 2016
Time:
6:00 pm - 7:30 pm UTC+0

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Collaborative events organized by Bloomberg LP, Global Risk Institute, Cornell Financial Engineering Manhattan, International Association of Quantitative Finance (IAQF), NYU Courant Institute of Mathematical Sciences, and NYU Tandon School of Engineering.