Traders turn to ruble NDFs to avoid sanctions trouble
Basis between physical and non-deliverable trades hits record high as users shun local currency
Source: risk.net
Page 19 - Implied Volatility News Today : Breaking News, Live Updates & Top Stories | Vimarsana
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Top News In Implied Volatility Today - Breaking & Trending Today
Rough volatility moves to exotic frontiers
New simulation scheme clears the way for broader application of the rough Heston model
Source: risk.net
EUR/USD Price Analysis: EURUSD Levels to Watch Ahead of US Inflation Data
EUR/USD subdued ahead of the US CPI print. We take a look at current technical levels to watch via a scenario-based approach
Source: dailyfx.com
What quant finance can learn from a 240-year-old problem
Optimal transport theory offers a data-driven way to calibrate derivatives pricing models
Source: risk.net
Forecasting volatility and market returns using the CBOE Volatility Index and its options
This paper examines the CBOE VIX, the VIX options’ implied volatility and the smirks associated with these options.
Source: risk.net