Ideally, an option pricing model would have the following properties: it would be guaranteed to be free of arbitrage opportunities; it would provide simple (and fast) pricing and hedging formulas; it ...
We extend Gatheral and Jacquier’s surface stochastic volatility-inspired (SSVI) parameterization by making the correlation maturity dependent and obtaining the necessary and sufficient conditions for ...
NEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, releases OptionMetrics IvyDB Europe 3.0. The update ...
Years before Times Square was swept clean and sanitized you were a regular staple as a “Three Card Monte” dealer. While setting up your cardboard box – giving you the ability to set-up and disappear ...
NEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, announces IvyDB Global Indices 3.1. This database ...
As the big VIX linked ETFs and ETNs attract inflows (TVIX, UVXY and VXX all have record amounts of shares outstanding) it is worth examining the world of VIX and whether these funds can act as good ...
Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...
Elvis Picardo is a regular contributor to Investopedia and has 25+ years of experience as a portfolio manager with diverse capital markets experience. Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is ...
Investors in Surface Oncology, Inc. SURF need to pay close attention to the stock based on moves in the options market lately. That is because the Jun 18, 2021 $12.50 Call had some of the highest ...
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