Podcast: Olivier Daviaud on P&L attribution for options
JP Morgan quant discusses his alternative to Greeks decomposition
Source: risk.net
Delta Hedging News Today : Breaking News, Live Updates & Top Stories | Vimarsana
Stay updated with breaking news from Delta Hedging. Get real-time updates on events, politics, business, and more. Visit us for reliable news and exclusive interviews.
Top News In Delta Hedging Today - Breaking & Trending Today
Rethinking P&L attribution for options
A buy-side perspective on how to decompose the P&L of index options is presented
Source: risk.net
Pricing Americans with Finite-Difference
We discuss pricing of American options with Finite-Difference method in C++.
Source: tastyhedge.com
Hedge funds' use of barrier options comes under spotlight
Former traders say Glen Point CEO’s arrest highlights compliance gulf between funds and dealers
Source: risk.net
Cantor to offer equity swap hedges to prime brokers
Provider to enter race with Capitolis and Nearwater as it preps early 2023 launch for ABCP service
Source: risk.net