Implied volatility (IV) is a market's forecast that is often used to help traders determine the correct trading strategies ...

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 ...

This paper examines the application of various stochastic volatility models to real data and demonstrates their effectiveness in calibrating a wide range of options, including those with short-term ...

Renaissance’s deliberations show how even successful firms are grappling with a stock market that is at record levels, but ...

Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...

It was surely only a matter of time before someone applied the principles of Einstein’s general theory of relativity to options trading. Lyudmil Zyapkov, a senior quantitative analyst at Bank of ...

If you’re a keen follower of the updates in the financial markets these days, especially crypto, you’ve likely seen or heard a lot about the ongoing conversations around volatility, liquidity and the ...