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 ...

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 ...

Discover how to harness volatility measurements like standard deviation and beta to enhance your investment strategy and ...

When most traders start out with options, they feel overwhelmed. And I get it. Options move fast. They have their own language. They’re volatile. The wrong advice can mean the difference between a ...

Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

Austin, Texas (April 24, 2013)–After three years of declining sales of uninterruptible power supplies (UPS) into the Middle East and Africa region, the market returned to growth in 2012 and is ...

New exchange-traded solution designed to hedge against and capitalize on U.S. equity market volatility moves Product debuts at a critical time as market participants navigate uncertain macro ...

Cboe Global Markets announced that its new Cboe S&P 500 Variance Futures are expected to begin trading on Monday 23 September on the Cboe Futures Exchange. The new futures aim to provide market ...