Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied ...

Volatility refers to the degree of variation in the price or value of an asset, security, or market over a specific period, typically measured by the standard deviation or variance of returns. It ...

Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

Implied volatility shows how much movement the market is expecting in the future. Options with high levels of implied volatility suggest that investors in the underlying stocks are expecting a big ...

NEW YORK, Feb. 5, 2018 — A trader works at the New York Stock Exchange in New York, the United States, on Feb. 5, 2018. U.S. stocks closed sharply lower on Monday, with the Dow plummeting 4.60 percent ...

Financial markets remained remarkably orderly and liquid during the wild price swings at the height of April’s US tariff tantrum, senior traders told ISDA’s annual general meeting in Amsterdam on ...

WASHINGTON (Reuters) - The Federal Reserve kicked off a sweeping effort to overhaul its annual stress tests of large banks on Thursday, proposing to average results over two years in setting capital ...

Uncertainty around President Donald Trump's new tariff regime has upended the US stock market, triggering a state of extreme volatility in April that is unlikely to settle in the short term. Equities ...