Implied volatility (IV) is a market's forecast that is often used to help traders determine the correct trading strategies ...

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, ...

Research on income risk typically treats its proxy—income volatility, the expected magnitude of income changes—as if it were unchanged for an individual over time, the same for everyone at a point in ...

Whether the financial markets are turbulent or calm, the subject of volatility has been of great interest to quants for decades. Some of the pioneering research was published in the mid-1990s, ...

Forbes contributors publish independent expert analyses and insights. Dan Irvine is an investment manager covering market trends. In the realm of investing, the low volatility anomaly presents a ...

We propose a methodology for assessing model risk and apply it to the implied volatility function (IVF) model. This is a popular model among traders for valuing exotic options. Our research is ...

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) ...

In today's rapidly changing economic landscape, resilience has become a cornerstone for businesses aiming to thrive amid volatility. I have found that the ability to quickly adapt to market changes, ...