Danny Sullivan of Google posted an update to the local search volatility from late last month through early this month - saying it was a bug that was resolved about two weeks ago. The fix Google ...

The ability to compute exotic greeks is important in explaining profit and loss statements, but what is the best way to calculate them effectively? In a virtual talk for the Bloomberg Quant (BBQ) ...

Estimating the distribution of realized volatility is vital for formulating options trading strategies as well as for other portfolio risk management purposes. The main contribution of this paper is ...

Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...