We can see the difference between SVI and spline more clearly here. As expected, SVI curves show nice “smiles.” On the other hand, the spline follows the datapoints more closely but can go only as far ...

Learn how dividend arbitrage works to potentially earn risk-free profits by buying stock and put options pre-ex-dividend date. Discover the strategy, steps, and a profit example.

A United Nations mandate on the shipping industry to remove up to 85% of the sulfur content from its fuel to cut 3% of global carbon dioxide emissions could throw the industry into massive disruption.

Days before Thanksgiving, Kris Sidial, a co-founder at volatility arbitrage fund The Ambrus Group, told investors the firm was betting that extreme price moves in some volatility-tracking exchange ...

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, ...

In a nation where fixed deposits have long been the cornerstone of conservative investing, India's debt market is evolving, offering sophisticated avenues for investors seeking stability without ...

Nuveen Dow 30 Dynamic Overwrite Fund aims to provide attractive total returns with less volatility than the Dow Jones Industrial Average. DIAX has delivered below market returns historically but has ...

NEW YORK (Reuters) – Days before Thanksgiving, Kris Sidial, a co-founder at volatility arbitrage fund The Ambrus Group, told investors the firm was betting that extreme price moves in some ...