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 ...
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 ...
Volatility trading has been booming in recent years as hedge funds and a growing number of traditional fund managers have turned to volatility products, particularly variance swaps, for trading ...
With most overseas markets outpacing the S&P 500 last year and a significant number of U.S. companies trading at pre-financial crisis valuations, investors and advisors alike may be looking to ...
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 ...
African Development Bank defied a volatile market on Tuesday to price a $2bn 3.625% March 2031 Global bond. The deal secured ...
Recent swings in select European and U.S. stocks have not yet spread to the broader equity benchmarks, reinforcing demand for options strategies that profit from widening gaps between individual ...
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 ...
A collapse in demand for long-dated interest-rate hedges from some of the biggest buyers in Europe is set to ignite volatility in bond markets, the head of fixed income trading at ABN Amro Bank NV ...