Book of Donmon Teith

Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class. One of the most exciting areas of

We develop a new option pricing framework that tightly integrates with how institutional investors manage options positions. The framework starts with the near-

The research indicates that index option prices incorporate a negative volatility risk premium, thus providing a possible explanation of why Black-Scholes impli

In Volatility Trading, Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in your everyday option trading endeavors. Wit

We use learning in an equilibrium model to explain the puzzling predictive power of the volatility risk premium (VRP) for option returns. In the model, a repres