May’s unexpected increase in equity market volatility, which led to big mark-to-market losses for some hedge funds, has not dented the variance swaps market, according to dealers. No volume figures on ...

Volatility trading has been booming in recent years as hedge funds and a growing number of traditional fund managers have turned to volatility products, particularly variance swaps, for trading ...

Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...

The GraniteShares 2x Long PLTR Daily ETF provides 2x daily exposure to Palantir and is highly liquid but only suitable for seasoned traders. PTIR's leveraged structure and use of swaps create ...

We introduce downward volatility jumps into a general non-affine modeling framework of the term structure of variance. With variance swaps and S&P 500 returns, we find that downward volatility jumps ...

New exchange-traded solution designed to hedge against and capitalize on U.S. equity market volatility moves Product debuts at a critical time as market participants navigate uncertain macro ...

As equities push higher despite mounting geopolitical and policy uncertainty, derivatives strategists at major Wall Street banks are leaning into trades designed to profit from a rare mix of rising ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...