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May 3, 2024
JP Morgan quant discusses his alternative to Greeks decomposition
April 26, 2024
A buy-side perspective on how to decompose the P&L of index options is presented
March 26, 2024
FORWARD-LOOKING STATEMENTS Certain statements contained in this annual information form constitute forward-looking statements. The use of any of the words...
February 27, 2024
Market-makers believe more and more events will influence options pricing as political risk bubbles up during 2024
November 3, 2023
UBS warned clients they were looking at โbad dataโ on options screens
September 4, 2023
Dan Pirjol presents a snap formula for estimating implied volatility skew in an instant
August 22, 2023
An analytic approximation for the implied volatility surface of basket options is introduced
March 24, 2023
The following discussion and analysis of our financial condition and results of operations should be read in conjunction with our accompanying consolidated financial statements and the related notes... | March 24, 2023
January 26, 2023
Paris, 26 January 2023 โ Crรฉdit Agricole CIB and European quantum companies Pasqal and Multiverse Computing have announced results on two quantum computing [...]