57:27Alessio Saretto -- Are Equity Option Returns Abnormal? IPCA Says No
A 57-minute video from Virtual Derivatives: “Alessio Saretto -- Are Equity Option Returns Abnormal? IPCA Says No”.
Virtual Derivatives
1.69K subscribers on YouTube
Shorts, livestreams, trailers and promos are never listed. Unless a curator approved this channel in full, only individually picked videos appear.
57:27
1:07:00Amit Goyal -- Cheap Options Are Expensive
A 67-minute video from Virtual Derivatives: “Amit Goyal -- Cheap Options Are Expensive”.
1:08:13Anders Trolle -- Pricing of risk in credit and equity index options
A 68-minute video from Virtual Derivatives: “Anders Trolle -- Pricing of risk in credit and equity index options”.
56:22Andrea Vedolin -- Demand-Based Expected Returns
A 56-minute video from Virtual Derivatives: “Andrea Vedolin -- Demand-Based Expected Returns”.
49:46Andrea Velodin -- Hansen-Jagannathan Unbound
A 50-minute video from Virtual Derivatives: “Andrea Velodin -- Hansen-Jagannathan Unbound”.
56:01Andrey Ermolov -- The variance risk premium in equilibrium models
A 56-minute video from Virtual Derivatives: “Andrey Ermolov -- The variance risk premium in equilibrium models”.
1:09:20Anna Pavlova -- Strategic Arbitrage in Segmented Markets
A 69-minute video from Virtual Derivatives: “Anna Pavlova -- Strategic Arbitrage in Segmented Markets”.
59:44Antonia Kirilova -- Who Profits from Trading Options?
A 60-minute video from Virtual Derivatives: “Antonia Kirilova -- Who Profits from Trading Options?”.
57:53Asaf Manela -- Perpetual Futures
A 58-minute video from Virtual Derivatives: “Asaf Manela -- Perpetual Futures”.
1:11:33Bjørn Eraker -- Predictability Puzzles
A 72-minute video from Virtual Derivatives: “Bjørn Eraker -- Predictability Puzzles”.
1:18:33Bryan Kelly -- Complexity in Factor Pricing Models
A 79-minute video from Virtual Derivatives: “Bryan Kelly -- Complexity in Factor Pricing Models”.
55:27Catherine Shalen -- The Greatest Moments in VIX
A 55-minute video from Virtual Derivatives: “Catherine Shalen -- The Greatest Moments in VIX”.
55:25Chayawat Ornthanalai -- The Market for 0-Days-to-Expiration
A 55-minute video from Virtual Derivatives: “Chayawat Ornthanalai -- The Market for 0-Days-to-Expiration”.
1:03:02Christian Jensen -- The Cyclicality of Risk and Risk Premia
A 63-minute video from Virtual Derivatives: “Christian Jensen -- The Cyclicality of Risk and Risk Premia”.
58:06Christopher Schwarz -- Some Anonymous Options Trades Are More Equal than Others
A 58-minute video from Virtual Derivatives: “Christopher Schwarz -- Some Anonymous Options Trades Are More Equal than Others”.
56:48Chukwuma Dim -- Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks
A 57-minute video from Virtual Derivatives: “Chukwuma Dim -- Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks”.
59:31Darrell Duffie -- Reserves Were Not So Ample After All
A 60-minute video from Virtual Derivatives: “Darrell Duffie -- Reserves Were Not So Ample After All”.
1:05:06David Bates -- Stock Market Volatility and the VIX
A 65-minute video from Virtual Derivatives: “David Bates -- Stock Market Volatility and the VIX”.
54:15David Schreindorfer -- Volatility and the Pricing Kernel
A 54-minute video from Virtual Derivatives: “David Schreindorfer -- Volatility and the Pricing Kernel”.
50:00Davide Tomio -- Real Cost of Free Trades
A 50-minute video from Virtual Derivatives: “Davide Tomio -- Real Cost of Free Trades”.
48:02Dmitriy Muravyev -- Market Return Around the Clock: A Puzzle
A 48-minute video from Virtual Derivatives: “Dmitriy Muravyev -- Market Return Around the Clock: A Puzzle”.
54:17Donghwa Shin -- Extrapolation and Complexity
A 54-minute video from Virtual Derivatives: “Donghwa Shin -- Extrapolation and Complexity”.
1:02:49Donghwa Shin -- The Impact of Derivatives on Cash Markets
A 63-minute video from Virtual Derivatives: “Donghwa Shin -- The Impact of Derivatives on Cash Markets”.
1:04:13Eben Lazarus --- Forward Return Expectations
A 64-minute video from Virtual Derivatives: “Eben Lazarus --- Forward Return Expectations”.
48:41Esen Onur -- Risk Appetite and Intermediation by Swap Dealers
A 49-minute video from Virtual Derivatives: “Esen Onur -- Risk Appetite and Intermediation by Swap Dealers”.
1:06:43Esen Onur -- Who Trades Bitcoin Futures and Why?
A 67-minute video from Virtual Derivatives: “Esen Onur -- Who Trades Bitcoin Futures and Why?”.
1:04:07Fabio Trojani (University of Geneva & SFI) -- Smart Stochastic Discount Factors
A 64-minute video from Virtual Derivatives: “Fabio Trojani (University of Geneva & SFI) -- Smart Stochastic Discount Factors”.
1:09:27Fousseni Chabi-Yo -- A Decomposition of Conditional Risk Premia
A 69-minute video from Virtual Derivatives: “Fousseni Chabi-Yo -- A Decomposition of Conditional Risk Premia”.
1:00:05Fousseni Chabi-Yo -- Intertemporal Equity Risk Premium
A 60-minute video from Virtual Derivatives: “Fousseni Chabi-Yo -- Intertemporal Equity Risk Premium”.
1:02:15Francis Longstaff (UCLA) -- Renting Balance Sheet Space
A 62-minute video from Virtual Derivatives: “Francis Longstaff (UCLA) -- Renting Balance Sheet Space”.
50:37Gang LI -- Forecasting Option Returns with News
A 51-minute video from Virtual Derivatives: “Gang LI -- Forecasting Option Returns with News”.
1:07:17Gurdip Bakshi -- A New Formula for the Expected Excess Return of the Market
A 67-minute video from Virtual Derivatives: “Gurdip Bakshi -- A New Formula for the Expected Excess Return of the Market”.
59:28Gurdip Bakshi -- Economic Drivers of Gold
A 59-minute video from Virtual Derivatives: “Gurdip Bakshi -- Economic Drivers of Gold”.
50:31Gurdip Bakshi -- The Dark Matter in Equity Index Volatility Dynamics
A 51-minute video from Virtual Derivatives: “Gurdip Bakshi -- The Dark Matter in Equity Index Volatility Dynamics”.
1:06:23Gurdip Bakshi -- Volatility Uncertainty and VIX Futures Contango
A 66-minute video from Virtual Derivatives: “Gurdip Bakshi -- Volatility Uncertainty and VIX Futures Contango”.
46:58Heiner Beckmeyer -- Fed Tails: FOMC Announcements and Stock Market Uncertainty
A 47-minute video from Virtual Derivatives: “Heiner Beckmeyer -- Fed Tails: FOMC Announcements and Stock Market Uncertainty”.