Ideally, an option pricing model would have the following properties: it would be guaranteed to be free of arbitrage opportunities; it would provide simple (and fast) pricing and hedging formulas; it ...

Years before Times Square was swept clean and sanitized you were a regular staple as a “Three Card Monte” dealer. While setting up your cardboard box – giving you the ability to set-up and disappear ...

NEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, releases OptionMetrics IvyDB Europe 3.0. The update ...

Alexandre Antonov, Michael Spector and Michael Konikov describe a new parametric volatility surface that is arbitrage free, is extremely rich and flexible, and has closed-form expressions for both ...

Jeff Kohler has 20+ years of experience as a trader/analyst. He currently runs TradingAddicts.com, providing market insight and analysis to investors. Michael Boyle is an experienced financial ...

NEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, announces IvyDB Global Indices 3.1. This database ...

As the big VIX linked ETFs and ETNs attract inflows (TVIX, UVXY and VXX all have record amounts of shares outstanding) it is worth examining the world of VIX and whether these funds can act as good ...

Investors in Surface Oncology, Inc. SURF need to pay close attention to the stock based on moves in the options market lately. That is because the Jun 18, 2021 $12.50 Call had some of the highest ...

Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...

Volatility trading is different from other types of trading, yet it can be a profitable form of playing the stock market for those interested in pursuing it. Everyday trading tends to focus on the ...