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 ...

Buying up-variance: If the underlying price is expected to rise or stay above a given level then buying an up-variance swap (with a 95% trigger for example) is a cheaper alternative to a long variance ...

The FTSEurofirst 300 has held in a relatively narrow range - 1,018 to 1,056 points - for the past two weeks, as has the U.S. S&P 500, and BNP Paribas suggests that investors can cash in on such a ...

Gift Article 10 Remaining As a subscriber, you have 10 articles to gift each month. Gifting allows recipients to access the article for free. Cboe Global Markets Inc. wants to give traders another way ...

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 ...

CHICAGO, July 22, 2024 /PRNewswire/ — Cboe Global Markets, Inc. (Cboe: CBOE), the world’s leading derivatives and securities exchange network, today announced plans to launch a newly redesigned Cboe S ...

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 ...

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 ...