Many finance teams treat variance analysis as a box-checking exercise: Set a threshold, flag the swing, move on. That’s why so many controllers spend days chasing noise while risks slip through. It’s ...

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 ...

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 ...

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 ...

A common model for security price dynamics is the continuous-time stochastic volatility model. For this model, Hull and White (1987) show that the price of a derivative claim is the conditional ...

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 ...

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 ...