“By bringing our Defined Volatility framework to the sector level, we’re introducing additional options for investors seeking to manage risk more precisely,” said Ben Fulton, CEO of WEBs Investments. ...

This work generalizes existing one- and two-dimensional pricing formulas with an equal number of barriers to a setting of n dimensions and up to two barriers in the presence of stochastic volatility.

The recent volatility in the gilt market showed the framework for managing liability-driven investment risk recommended by the Financial Policy Committee is functioning as intended, Sarah Breeden, the ...

Markets regulator Sebi on January 27 rationalised margin framework for the commodity derivatives segment, wherein clearing corporations will have to categorise commodities as per their realised ...