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Live Breaking News & Updates on Xotic options

Stay informed with the latest breaking news from Xotic options on our comprehensive webpage. Get up-to-the-minute updates on local events, politics, business, entertainment, and more. Our dedicated team of journalists delivers timely and reliable news, ensuring you're always in the know. Discover firsthand accounts, expert analysis, and exclusive interviews, all in one convenient destination. Don't miss a beat — visit our webpage for real-time breaking news in Xotic options and stay connected to the pulse of your community

RMB vol returns as hedge funds take barrier trade profits

Unwinds of exotic positions saw vol jump 72% after surprise PBoC move last week

China , Chinese , People-bank , Peoples-bank-of-china-pboc- , Hina , Sia , Oreign-exchange , Hinese-renminbi-rmb- , Edge-funds , Uy-side , Olatility

Digging deeper into deep hedging

Dynamic techniques and gen-AI simulated data can push the limits of deep hedging even further, as derivatives guru John Hull and colleagues explain

Greece , Greeks , Greek , John-hull , Arrier-options , Rownian-motion , Onditional-value-at-risk-cvar- , Elta-hedging , Xotic-options , Xpected-shortfall-es- , Amma

'Perfect' VKO trades knock the smile off vol

Dealer hedging of options which profit from ‘spot down, vol down’ may have amplified rare dynamic

Leicester , United-kingdom , Eric-barthe , Think-foinavon , Leicester-city , Equity-derivatives , Ndex-options , Ptions , Xotic-options , Ut-options , Mplied-volatility

Yen exotics re-hedging fuelled vol surge, say traders

USD/JPY spike forced dealer stampede into call options, pushing FX vol even higher

Japan , Japanese , Credit-suisse , Bs , Oreign-exchange , Apanese-yen , Nited-states-dollar , Urrency-options , Xotic-options , Amma , Mplied-volatility

Rough volatility moves to exotic frontiers

New simulation scheme clears the way for broader application of the rough Heston model

New-york , United-states , Italy , Monte-carlo , Toscana , Italian , Martin-keller , Leif-andersen , Jim-gatheral , Pietro-rossi , City-university-of-new-york , Baruch-college

JP Morgan testing deep hedging of exotics

Neural network trained to hedge complex options using simulated data expected to go live this year

Jason-sippel , Jp-morgan , Euro-stoxx , Eep-hedging , Liquet-options , Uro-stoxx-50 , Quity-options , Xotic-options , Edging , Erivatives ,

Podcast: Antonov on pricing not-so-vanilla rates products

New model makes it easier to coherently price correlated derivatives

Vladimir-piterbarg , Alexandre-antonov , Linkedin , Danske-bank , Facebook , Natwest , Antonov , Natwest-markets , Google-podcasts , Quantcast , Rbitrage , Xotic-options

Podcast: Piterbarg on medians and machine learning

How the Libor transition inspired NatWest quant’s latest paper on exotic derivatives valuation

Vladimir-piterbarg , Alexandre-antonov , Michael-konikov , International-swaps , Linkedin , Derivatives-association , Facebook , Natwest , Natwest-markets , Libor-adjustment-spread , Google-podcasts , Libor