Tumultuous foreign exchange market in September has left some hedging strategies in disarray and led to more timely exposure monitoring in one treasury department, say corporate treasurers speaking at...
More Volatility articles
Over the past 20 years, financial modelling increased in complexity to better describe complex market behaviours and allow market-makers to stay competitive in a maturing world. This maturity led, for example, to the proper handling of volatility surfaces...
Calibrating a local volatility model to options prices is a complicated process requiring both interpolation of liquid prices and extrapolation beyond them. Recently focus has turned to efficient numerical methods. Here, Alex Lipton and Artur Sepp show...
The latest exchange-traded notes from Barclays, Credit Suisse and RBS offer alternative strategies aimed at making the most of market volatility or hedging against tougher conditions
What is the future for ETFs that provide exposure to hidden assets such as hedge funds, private equity and volatility?
The revelation of rogue trading at UBS follows a period of market volatility. That is nothing new, say risk managers
The shake-up at Citi now incorporates a new group, which will specialise in providing indexes and strategies
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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