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 ...

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 ...

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

Volatility refers to the degree of variation in the price or value of an asset, security, or market over a specific period, typically measured by the standard deviation or variance of returns. It ...

For most of the last cycle, crypto perpetual swaps were a remarkably forgiving market. Funding rates rewarded passive ...

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

The -1x Short VIX Futures ETF offers inverse exposure to short-term implied equity volatility, indirectly targeting the volatility premium through shorting VIX futures. SVIX has historically ...