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Stochastic volatility
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
Bank of America Merrill Lynch offers tradable volatility index for tail risk hedging
Bank of America Merrill Lynch (BAML) has developed a liquid volatility index for institutions seeking a systematic tail risk hedge and aimed meeting institutional demand in the US.
Hedge Funds Review | 28 Jul 2010
Risk needs new clothes
It is not often the financial markets are compared to fairytales but that is how economist Roger Nightingale sees the way risk has been sold over the past few decades.
Hedge Funds Review | 10 Oct 2009
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