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 ...
Direxion Daily CSI China Internet Bull 2X Shares ETF plunged after new U.S. tariffs on China. Click to learn about CWEB and ...
The Treasury Department has extended a financial lifetime to Argentina in apparent hopes of heading off an emerging market ...
Discover how TBT ETF offers -2x exposure to long-term US Treasuries. Learn key risks, trading strategies, and tips for ...
The average daily trading volume in the global foreign exchange market reached 9.6 trillion US dollars, marking an increase ...
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 ...
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