Implied volatility
'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
SABR spreads its wings
SABR spreads its wings
Cutting Edge introduction: Continuity error
Continuity error
Japan dealers pitch volatility swap trade to keep up with demand for Topix options
Institutions are creating demand for Topix options, outweighing supply
Demand for Topix options gives dealers hedging headache
Institutional demand for Topix options outweighs supply and is creating basis risk for dealers hedging their positions
Advent Capital debunks convertible arbitrage myths
Myths and reality
Rational shapes of local volatility
Rational shapes of local volatility
Expanded forward volatility
Expanded forward volatility
Index roundup
Index roundup
The beta stochastic volatility model
The beta stochastic volatility model
Index innovation: Société Générale
Structured Products Asia Awards 2012