Volatility news

I was starting typing a post about volatility (you’ve understood that it will come later) but getting some material I got into quite a few articles about the expected rise of volatility for 2015.

For instance CNBC  or here .

It’s important in our line of work to keep updated about these articles as they’re often going to translate into concerns or demands from customers. For instance, the interest rates going down led to requests for shifted lognormal volatilities and normal volatilities.

I’ll try to keep posting whenever I see some articles of interest and feel free to do so too!