Middle East tensions are driving volatility in EM local debt, primarily through higher energy prices and shifting risk sentiment. Foreign exchange (FX) has borne the brunt of the move, with currencies ...

Quantitative thinking has become essential in the world of financial markets. Professionals managing portfolios or working with investment mandates often depend on structured methods to bring ...

Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...

The volatility of Australia’s main stock index – the S&P/ASX 200 – has come down since earlier this year. Interest in volatility indices has, however, remained high “across markets and within ...

Bitcoin [BTC] continues to show strong momentum, with its price trading above $63k as of today. The current market data suggests that BTC has the potential to move even higher. However, market ...

Abstract: As an open source programming language, python has been widely used in the field of data analysis and machine learning in recent years, especially in the financial field. It can solve almost ...

Estimating the distribution of realized volatility is vital for formulating options trading strategies as well as for other portfolio risk management purposes. The main contribution of this paper is ...

This paper concerns a local volatility model in which volatility takes two possible values, and the specific value depends on whether the underlying price is above or below a given threshold value.