The researchers note that the Black-Scholes model was developed in the 1970s to price simple call and put options, and a key point of the model was that market makers could delta hedge – cancel out ...

May’s unexpected increase in equity market volatility, which led to big mark-to-market losses for some hedge funds, has not dented the variance swaps market, according to dealers. No volume figures on ...

Wall Street banks favor dispersion trades, upside volatility bets & VIX call spreads as stocks rally amid AI, policy and ...

The GraniteShares 2x Long PLTR Daily ETF provides 2x daily exposure to Palantir and is highly liquid but only suitable for ...

Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...

In the dynamic global commodity markets, producers and consumers of energy, base metals, precious metals, and soft commodities encounter a multitude of challenges. Volatile prices, geopolitical ...

Sprenkels warns that volatility could still emerge if multiple funds decide to reduce their interest rate hedges ...