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Podcast: Olivier Daviaud on P&L attribution for options - Vimarsana News

Podcast: Olivier Daviaud on P&L attribution for options

Published: May 3, 2024

JP Morgan quant discusses his alternative to Greeks decomposition

Source: risk.net
Related Topics:
Societe GeneraleOlivier DaviaudAbhishek MukhopadhyayJp MorganCross GammaDelta HedgingImplied VolatilityOption PricingP Ampl Attribution TestPerformance AttributionProfit Amp Lossp Ampl Realised VolatilityCutting Edge
Rethinking P&L attribution for options - Vimarsana News

Rethinking P&L attribution for options

Published: April 26, 2024

A buy-side perspective on how to decompose the P&L of index options is presented

Source: risk.net
Related Topics:
France GeneralPoitou CharentesUnited StatesGatheral JacquierOlivier DaviaudDaviaud MukhopadhyayAldous DiaconisGuyon Henry LabordChapman HallCarr WuJpmorgan Chase CoJp MorganBlack Scholes GammaGamma CovarianceMathematical MonthlyVolatility SurfaceRecent AdvancesApplied ProbabilityDelta HedgingImplied VolatilityOption PricingPerformance AttributionProfit Amp Lossp Ampl Realised VolatilityTrading Strategy
Dividend Growth Split : Annual Information Form – 2023 -March 26, 2024 at 04:57 pm EDT - Vimarsana News

Dividend Growth Split : Annual Information Form – 2023 -March 26, 2024 at 04:57 pm EDT

Published: 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...

Source: marketscreener.com
Related Topics:
United StatesNova ScotiaNew Zealand GeneralNew ZealandMyron ScholesFischer BlackExchange Of Tax InformationToronto Stock ExchangeMellon Trust CompanyShareholders Of The CompanyEvaluation ServicesComputershare Trust Company Of CanadaStatus Of The CompanyBrompton FundsDividend Growth Split CorpCanada Revenue AgencyCompany The PreferredServices AgreementCompany Investment ObjectivesTermination Of The Custodial Services AgreementComposition Of The Independent Review CommitteeTax Treatment Of The CompanyServices IncMembers Of The Independent Review CommitteeNational Instrument
FX options traders rethink vol drivers amid macro uncertainty - Vimarsana News

FX options traders rethink vol drivers amid macro uncertainty

Published: February 27, 2024

Market-makers believe more and more events will influence options pricing as political risk bubbles up during 2024

Source: risk.net
Related Topics:
Logan CampbellNikki HayleyJoe BidenDonald TrumpNikki HaleyHenry DrysdaleMarket CommitteeDeutsche BankFederal Open MarketNatwest MarketsJoe BidenFederal Open Market Committee FomcNited States UsCentral BanksChinese Renminbi Rmb Liquet OptionsConsumer Price Index CpiCurrency OptionsForeign ExchangeInterest RatesMexican PesoOption PricingPolitical RiskRealised VolatilityUnited States Dollar
Opra outages cause consternation in options markets - Vimarsana News

Opra outages cause consternation in options markets

Published: November 3, 2023

UBS warned clients they were looking at “bad data” on options screens

Source: risk.net
Related Topics:
Options Price Reporting AuthorityUnited States UsOperational RiskTrading SystemsMarket DataOption Pricing