Realised volatility
Surge in volatility in markets reminiscent of 1970s, says Barclays Capital
Surge in volatility in markets reminiscent of 1970s, says Barclays Capital
Volatility has become affordable again, says Deutsche Bank
Volatility has become affordable again, says Deutsche Bank
Curbing dispersion exposure
Dispersion tactics
Eurostoxx 50 investors 'unintentionally making a bet on financials', according to research
Tobam's analysis of financial markets diversification suggests that eurozone indexes might not be as diversified as investors believe
Equity derivatives
Equity derivatives special report
Equity investors struggle with high correlation
Dealing with a break-up
Sponsored statement: Controlling volatility to reduce uncertainty
Controlling volatility to reduce uncertainty
Cross-market valuation
This article takes the guesswork out of what credit margin to use when valuing credit-risky derivatives, and also sheds light on how relative value trading and capital structure arbitrage may be analysed quantitatively.
Great realisations
Volatility estimation