South Korea becomes fifth Asia country to launch volatility futures
Tracking performance of ETFs is examined, with a focus on volatility decay
Volatility seen as positive for financial traders, including banks
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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More Volatility articles
Spread option pricing: importance of forex risk factors illustrated
Volume 7, Issue 2 (2014)
Hedge funds holding their nerve in game of volatility limbo
Correlation of currency and underlying asset militates against hedging
EM volatility remains contained – for now
The deregulation of Australian electricity markets has brought several challenges, including the possibility of price spikes, which expose market participants to significant risks. As Adebayo Aderou...
The use of internal bank models for meeting capital requirements has been approved for some time. Regulators thus face issues of model approval, necessitating some public domain analysis of model performance....
Weather constitutes an important macroeconomic risk that affects a wide range of industries, among them agriculture, energy and tourism. Companies in these sectors are naturally concerned about unfavorable...
Systematic indexes become expensive "just when you need them", portfolio manager
A well-diversified portfolio could be better for controlling risk than volatility investments, according to members of the family office industry.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.