Volatility skew
Brexit drama muddies water for FX options market
Traders focusing on new dates – and scenarios – after domestic UK criticism of proposed deal
Tail risk premiums versus pure alpha
Tail-risk skewness, rather than volatility, is correlated with risk premiums
SABR spreads its wings
SABR spreads its wings
A year of market movement and trading opportunities
Sponsored forum: US inflation derivatives
Stochastic volatility’s orderly smiles
Stochastic volatility’s orderly smiles
Market-consistent equity risk premiums
Market-consistent equity risk premiums
Filling the gaps
Filling the gaps
Investors turn to hybrid equity strategies as volatilities descend to three-year lows
Investors turn to hybrid equity strategies as volatilities descend to three-year lows