Volatility Views 6: Volatility Discussion with Nobel Laureate Robert EngleMark and Don have the honor of speaking with Professor Engle on various aspects of volatility, including:

• Professor Engle's move from physics to economics
• ARCH and GARCH models, and how the ARCH model was born
• The Volatility Institute
• Vlab
• SoFiE
• Professor Engle's work with the SEC's Flash Crash Advisory Committee
• The Professor's viewpoint on Dodd-Frank, particularly as it applies to derivatives & counterparty risk.