Implied volatility
Volatility traders wrestle with digital risk of Brexit
Skew on major indexes leaps after market wakes up to risks of UK's referendum
Sliding HSCEI threatens fresh autocallable losses
Banks nervy as index approaches key options barrier
Cutting edge introduction: Monetising out-of-the-money
Out-of-the-money options contain a hidden premium, says one quant
Overcrowding puts low volatility indexes under pressure
Inflows increasing correlations and reducing performance, say traders
Isolating a risk premium on the volatility of volatility
Lorenzo Ravagli shows how to exploit a risk premium embedded in the vol of vol in out-of-the-money options
Quantized calibration in local volatility
Quantization is applied to price vanilla and barrier options
Oil-linked structured products: investors take the plunge
Price drop and volatility spike drives interest in oil-linked structures
Heston model: shifting on the volatility surface
Stochastic volatility model combining Heston vol model and CIR++
'Umbrella revolution' drives 33% spike in Hong Kong vol
Volatility spikes from 15 to 20 points after pro-democracy protests
China to launch series of volatility indexes by year-end
Volatility benchmarks will follow launch of equity options later in 2014
Arcanum profits from volatility with equity index options
But rejects price efficiency of US index options trading
Investors look to profit from record low equity volatility
Hedge funds holding their nerve in game of volatility limbo
Korea retail flows push China volatility to a record low
Volatility is trading at low levels on HSCEI despite China fears
PBoC behind RMB depreciation
China central bank acts to stimulate two-way trading
Launch of India Vix futures driven by institutional investor demand
National Stock Exchange of India about to launch the fourth Asian equity volatility index this week
Local correlation families
Local correlation families
Vix options of limited use in hedging Asia portfolio tail risk
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
Vix challenged by new volatility index
A fix for the Vix?
FX markets in mid-year lull as yen volatility dries up
The yen has become more range-bound following its dramatic fall earlier in the year, creating a lull in FX market activity during the western summer weeks
Hybrid smiles made fast
Hybrid smiles made fast