Equity options
PHLX Rigs Database For Contingency
When its internally developed database began showing signs of strain from rising options volumes, the exchange sought a new disaster recovery solution. Its choice: an in-memory database.
Finessing fixed dividends
Equity options
A discrete question
How should discrete dividend options be modelled in an equity option pricing framework? As Volf Frishling warns, unthinking use of certain models to solve this problem can lead tosignificant mispricing in some situations
Hong Kong plans to extend derivatives trading hours
The Hong Kong Exchange (HKEx) is consulting the industry on whether to extend the trading hours of Hong Kong stock-related derivatives and their underlying assets. Currently, stock options and futures contracts are traded for a total four and a half…