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 ...

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 ...

Roundhill PLTR WeeklyPay ETF is a tactical income fund leveraging Palantir volatility for high weekly cash distributions, not traditional dividends. PLTW employs weekly-reset 120% leveraged exposure ...

African Development Bank defied a volatile market on Tuesday to price a $2bn 3.625% March 2031 Global bond. The deal secured a record order book for AfDB, helping the issuer to achieve its tightest ...

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 ...