Volatility surface

Original research

A construction of volatility surfaces for futures markets

20 Mar 2015

Market risk

Cutting Edge introduction: Continuity error

Continuity error

31 May 2013

Equity derivatives

Sponsored statement: Ito33

Which model for equity derivatives?

04 Apr 2012

Credit risk

Cutting Edge: the year of CVA

The year of CVA

08 Dec 2011

Equity derivatives

Filling the gaps

Filling the gaps

23 Sep 2011

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