Implied volatility
House of the year
House of the year
Filling the gaps
Filling the gaps
Market-consistent equity risk premiums
Market-consistent equity risk premiums
Filling the gaps
Filling the gaps
Volatility of volatility spike drives options liquidity squeeze
Volatility of volatility spike drives options liquidity squeeze
Market volatility sees potential payouts rise and interest in gold and volatility ETNs intensify
Market volatility sees potential payouts rise and interest in gold and volatility ETNs intensify
Product performance: reverse convertibles
Reverse convertibles are highly sensitive to volatility, which is one of the reasons that the coupons promised can be so high, but it is also why capital is very much at risk. FVC compares the virtues and workings of three such products from the US
From spot volatilities to implied volatilities
From spot volatilities to implied volatilities
BarCap offers medium-term volatility in Ucits III form
BarCap offers medium-term volatility in Ucits III form
Selling volatility and correlation remains popular, but is it safe?
Making way for the money-spinner
Invesco Powershares launches low-volatility and high-beta S&P 500 ETFs
Invesco PowerShares has responded to investor requests for a different take on equity-based investments with low-volatility and high-beta index-based ETFs
Morgan Stanley VolNet index series dynamically goes long volatility
Morgan Stanley VolNet index series dynamically goes long volatility
BNP Paribas sees surge in demand for forex volatility structures
BNP Paribas sees surge in demand for forex volatility structures
From spot volatilities to implied volatilities
From spot volatilities to implied volatilities
Hedge funds play dangerous volatility game
A dangerous game
General short-rate analytics
General short-rate analytics
The art of harnessing volatility
Harnessing volatility
Short volatility exposures pose risks
A dangerous game
Volatility remains muted in face of Japanese tsunami, says Deutsche Bank
Volatility remains muted despite unrest in Asia, says Deutsche Bank
Artradis collapse a failure of judgement, not risk management, says co-founder Diggle
Artradis was one of Asia’s most successful hedge funds until it hit difficulties in 2009 and 2010 that resulted in losses of $700 million and culminated in its closure in late February. But the fund’s co-founder says error of judgement and a lack of…
Increased correlation with equities poses dividend dilemma
Ahead of the curve
Volatility interpolation
Volatility interpolation
Surge in volatility in markets reminiscent of 1970s, says Barclays Capital
Surge in volatility in markets reminiscent of 1970s, says Barclays Capital
Risk and Energy Risk commodity rankings 2011: Energy
All shook up