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 GraniteShares 2x Long PLTR Daily ETF provides 2x daily exposure to Palantir and is highly liquid but only suitable for ...
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 ...
For most of the last cycle, crypto perpetual swaps were a remarkably forgiving market. Funding rates rewarded passive ...
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 ...
IT IS A CRUEL twist that the product developed to allow dealers and hedge funds to trade volatility as an asset class has come to be paralyzed by volatility itself. The extreme moves in stocks and ...
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 ...
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