If the term structure of implied volatility shows a sharp upward slope, would this indicate that short-dated
Question:
If the term structure of implied volatility shows a sharp upward slope, would this indicate that short-dated implied volatilities are much lower or higher than longer-dated implied volatilities?
LO.1
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Option Spread Strategies Trading Up Down And Sideways Markets
ISBN: B003O2SXRI
1st Edition
Authors: Anthony J Saliba ,Joseph C Corona ,Karen E Johnson
Question Posted: