Doubts dog equity dispersion as market grows up to five-fold
Some say $500 million vega notional – or more – in popular equity derivatives trades could be dampening volatility
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Some say $500 million vega notional – or more – in popular equity derivatives trades could be dampening volatility
Counterparty Radar: US retail funds continued to add to their positions in Q4
THIS author had a chance, in the late 1990s, to enroll in a Finance class by Robert Merton at Harvard. Merton is well known for his continuous-time finance contribution that led to the Black-Scholes-Merton model in derivative pricing. Together with Myron Scholes, Merton won the Nobel Prize for this model.
In a recent Risk.net webinar, experts discussed the growth and usage of 0DTE options, challenges in modelling their prices and risks, practical risk management
Atul Mehra becomes Axis Capital MD and CEO, with Parag Gude and Dhaval Desai joining. Emphasis on strengthening investment banking and equities. Axis Capital maintains leadership amid global recognition of India's potential.