In Washington D.C. the plans were set in advance for the evacuation of the government employees, if a catastrohic event occurred. Will and Maggie find themselves hustled away from thier Whitehouse offices to a promised safe location, headed for an unknown destination and uncertain future. In the days after the complete power grid failure, will the couple find haven or will they and their fellow refugees find an intolerable existance? Will the protected environment of the distant and secret government bunker be a true sanctuary and will America be restored?
Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. While the methodology for options-based "model-free" pricing of equity volatility has been known for some time, little is known about analogous…
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