Buying up-variance: If the underlying price is expected to rise or stay above a given level then buying an up-variance swap (with a 95% trigger for example) is a cheaper alternative to a long variance ...

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 ...

CHICAGO, July 22, 2024 /PRNewswire/ — Cboe Global Markets, Inc. (Cboe: CBOE), the world’s leading derivatives and securities exchange network, today announced plans to launch a newly redesigned Cboe S ...

Newly redesigned product aims to bring OTC variance swaps trading to the exchange-listed market Simplifies trading and settlement, while offering benefits of price discovery, central clearing and ...

2023 OCT 03 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- New research on risk management is the subject of a new report. According to news originating from Calgary, ...

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 ...