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 ...
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, releases OptionMetrics IvyDB Europe 3.0. The update ...
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 ...
Xenomorph has today announced the release of a new implied volatility surface analysis module for Xenomorph's TimeScape data and decision management system. The module has been developed in ...