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 ...

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 ...

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 ...

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 ...

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 ...

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

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 ...

Gift Article 10 Remaining As a subscriber, you have 10 articles to gift each month. Gifting allows recipients to access the article for free. Cboe Global Markets Inc. wants to give traders another way ...