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.

Well-constructed low-volatility stock funds should offer better downside protection, a smoother ride and better risk-adjusted performance than the market over the long term. But not all low-volatility ...

“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. ...

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 ...

New Delhi, Jan 27 () Markets regulator Sebi on Monday rationalised margin framework for the commodity derivatives segment, wherein clearing corporations will have to categorise commodities as per ...

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 ...

Are you surprised by choppy stock trading, attention-grabbing swings in the Dow (^DJI), and heightened volatility in other segments of the financial markets, including US Treasuries? You shouldn't be.

The Centre for the Promotion of Private Enterprise [CPPE] on Sunday said the Nigerian monetary authorities should come up with a sustainable intervention framework to ensure the moderation of the ...

The framework, called the strategic asset allocation framework, uses “robust optimisation” techniques to help clients build resilient, long-term investment portfolios. The Bank of Singapore has ...