Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...

Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...

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

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, ...

We extend the existing small-time asymptotics for implied volatilities under the Heston stochastic volatility model to the multifactor volatility Heston model, which is also known as the Wishart ...

Forbes contributors publish independent expert analyses and insights. Dan Irvine is an investment manager covering market trends. In the realm of investing, the low volatility anomaly presents a ...

Explaining the fundamental rules for managing a Sector BPI portfolio. Examples of how recent buy and sell decisions performed. How to set up asset allocation percentages based on annualized volatility ...

Prices of cryptocurrencies have shown large fluctuations. However, they have been progressively adopted as an asset class by financial institutions. A question naturally arises: is the crypto class ...