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Black-scholes model
Unprecedented volatility set to continue into 2013
The world is a volatile place. Sovereign debts, government interference in markets, risk-on/risk-off moments plus a myriad of other factors are combining to keep volatility in place for some time.
Hedge Funds Review | 30 Apr 2012
Black-Scholes creator predicts 'golden age' for quantitative modelling
Quantitative analyst and co-creator of the Black-Scholes option pricing formula Myron Scholes sees a bright future for mathematical finance as it tackles problems thrown up by the financial crisis.
Hedge Funds Review | 25 Aug 2011
Option pricing and hedging in the presence of cross-hedge risk
Dynamic hedging as an option is a possibility when the underlying asset is not available for trading and some other asset or portfolio is used as a substitute, although this may not always happen.
Hedge Funds Review | 31 Oct 2010
Interview with Paul Britton, founder and CEO of Capstone Holdings Group
In 2007 Paul Britton decided to transform his proprietary trading operation into an asset management business open to external investors. Three years on Capstone Holdings Group and its affiliates manage......
Hedge Funds Review | 01 Mar 2010
Performance of passive hedge fund replication strategies
Following initiatives by major investment banks, the financial industry has expressed renewed interest in passive hedge fund replication.
Hedge Funds Review | 11 Nov 2009
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