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The agents we were working with suggested topics of conversation for Oleg to engage Dmitri in, and they had him ask about other schemes in which Dmitri may have been involved. They tried to collect enough details about his life to nd him, prosecute him for this case and prevent him from committing similar ones in the future. Oleg and Dmitri stayed in contact for months. At one point, agents had narrowed down Dmitri s location to one area in Russia and were working with the Russian equivalent of the Secret Service the Federal Security Service of the Russian Federation to gather more evidence. I had to e-mail the Russian agent numerous times to explain the case, details and loss. Honestly, I had not heard of the Russian agency before, so I looked it up online to see if it was legitimate. The Secret Service agent I was collaborating with assured me that they were the good guys. The Secret Service also met with them in Russia to try to bring about the prosecution of Dmitri. The Russian Federation requested formal written letters from Arch Bank to explain the cause, the loss and why they should get involved. Ultimately, they said that although they wanted to prosecute Dmitri, he had a connection to the government, and they could not proceed. They did not explain the situation to us, and it seemed like something out of an old movie. We had hit a wall. In August, only 10 months after the crime began, Oleg pleaded guilty to fraudulent use of an access device. He was sentenced to 12 months of incarceration, ve years of probation and to pay restitution of $20,000. To date, he has paid about $13,000.

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real volatility expectations In that scenario, it might be valid to ascertain that the VIX does re ect implied volatility (and thus, perhaps, volatility expectations) in some manner But not, again, in a reverse-engineered type of manner And who is to assure that traders are using Black-Scholes Or that they are thinking about future volatility when pricing options That is why the best way to view the VIX is as a measure of option costliness (across the full volatility smile), not a measure of implied or future volatility What does all this mean for the reputation of the VIX as a relevant indicator That it probably has been exaggerated, on top of being misunderstood We think that the VIX is about volatility when it most likely isn t, so adopting it as guiding light is bound to be harmfully counterproductive.

is higher than expected. X-ray crystallography and circular dichroism studies of the structure of ribonuclease S show that the protein contains about 25% helix. Thus, this example emphasizes the need to exercise caution in making absolute quantitative determinations.

ffytche, D.H., & Howard, R.J. (1999). The perceptual consequences of visual loss: Positive pathologies of vision. Brain, 122(Pt. 7), 1247 1260.

And volatility forecasting may not be the only power of dubious merit with which the VIX has been endowed The index is also seen by many as capable of signaling market direction According to this logic, if the VIX is so, the markets will move this way, and if the VIX is not so, the markets will move that way It used to be that a low VIX meant that markets were going to be stable (ie, you can buy safely), while a high VIX meant panic-fueled upcoming trouble (you better sell) These days, so-call contrarians send, well, a contrarian message: Low VIX equals dangerous complacency (sell!), high VIX means players bailing out driven by excessive fear-driven conservatism (buy!).

How reliable are such statements Should investors run to the hills in the presence of a sky-high VIX or rather accumulate cheap offerings Is a low VIX an opportunity to get in the market or a dire warning The only message that the VIX indisputably displays, as we stated earlier, concerns the affordability of equity options A high VIX means that options are, on average, dearer A low VIX says that options are, on average, cheaper Can we translate option prices into forecasts for market direction Maybe A high VIX can mean three things: that all the options included in the calculation got more expensive, that the put options got more expensive, or that the call options got more expensive.

This is the same as the 2-D convolution of h x; y with u x; y to yield g x; y . It is often written symbolically as g x; y h x; y u x; y 2:2-11

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