Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...

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

Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...

Founders think in possibilities; investors think in probabilities. The difference can make or break a relationship. At my ...

We extend the existing small-time asymptotics for implied volatilities under the Heston stochastic volatility model to the multifactor volatility Heston model, which is also known as the Wishart ...

Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...

Financial word of the day: Black-Scholes model — The Black-Scholes model remains the 2026 gold standard for pricing trillions in derivatives. It uses five key data points: stock price, strike, time, ...

Model investors are nearly two times more likely to say they are confident about the state of their finances, and are far more likely to trust their financial advisors than investors not in models.

This is an update to our model portfolio strategy, 33 Stocks for August 2017. Due to the spike in volatility today, with the Volatility S&P 500 Index (VIX) up almost 40% and the VelocityShares Daily ...

In today's rapidly changing economic landscape, resilience has become a cornerstone for businesses aiming to thrive amid volatility. I have found that the ability to quickly adapt to market changes, ...