UBS-全球市场动态与SMP对冲策略分析
全球碳捕集与封存研究院·2024-10-11 13:12
Hello and thank you for joining this week's Global Markets Vol weekly discussion call. So we've seen a decent repricing in implied volatilities almost across asset classes over the last couple of months. The chart on the top right corner of this first slide here is showing you two months implied vols for the S&P in purple alongside dollar, yen, euro, dollar and oil. So each of those vol measures is now back into its top decile versus the last year, but it's crude oil that really stands out as having the sha ...