Implied volatility
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
Trade of the month: volatility smiles
Trade of the month: volatility smiles
Volatility has become affordable again, says Deutsche Bank
Volatility has become affordable again, says Deutsche Bank
Sponsored statement: Royal Bank of Scotland
Yield enhancement on Asian equity indexes through call overwriting
Derivatives research house of the year: Deutsche Bank
Risk awards 2011
Hong Kong to get volatility index ‘early next year’
Hong Kong will get a real-time VIX index in the first quarter next year, according to Hang Seng Indexes.
Curbing dispersion exposure
Dispersion tactics
A Libor market model with a stochastic basis
A Libor market model with a stochastic basis
Barclays Capital’s VXX is bleeding volatility, analysts claim
An upwardly sloping term structure of volatility is dragging on the performance of the popular exchange-traded note.
Eurostoxx 50 investors 'unintentionally making a bet on financials', according to research
Tobam's analysis of financial markets diversification suggests that eurozone indexes might not be as diversified as investors believe