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 ...

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

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 ...

HONG KONG--(BUSINESS WIRE)--GSR, a global leader in algorithmic digital assets trading and market making, has launched its latest product, the Bitcoin Variance Swap. Investors, traders, and companies ...

NEW YORK, April 6 (Reuters) - A surge in hedging to protect against aggressive Federal Reserve tightening has caused liquidity problems in the interest rate options sector, reflecting a trend that has ...