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 ...

Implied volatilities fell across asset classes last week on softer than expected CPI and easing trade tensions. Equity volatility led the way, with the VIX® index down 4.4 pts wk/wk to 16.4%, falling ...

Bitcoin (BTC), the largest cryptocurrency by market capitalization, hit a record-high above $109,000 on Monday, sending both implied volatility and realized volatility to the highest levels since ...