In this, the first episode of a new series of Energy Risk podcasts, we explore the impact of negative oil prices on the world of options trading. In particular, we look at the increased interest in the Bachelier model as an alternative to the Black (1976) options pricing model.

Risk.net Podcasts

Risk.net Podcasts

Energy Risk Podcast Episode 3 – Vince Kaminski & Ehud Ronn

MAY 14, 202024 MIN
Risk.net Podcasts

Energy Risk Podcast Episode 3 – Vince Kaminski & Ehud Ronn

MAY 14, 202024 MIN

Description

In this, the first episode of a new series of Energy Risk podcasts, we explore the impact of negative oil prices on the world of options trading. In particular, we look at the increased interest in the Bachelier model as an alternative to the Black (1976) options pricing model.