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 ...

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 seasoned traders. PTIR's leveraged structure and use of swaps create ...

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 ...