The U.S. stock market has not just been swinging wildly from highs to lows during the course of daily trading. To help put today's volatility into some historical context, we've updated our long-term ...

The -1x Short VIX Futures ETF offers inverse exposure to short-term implied equity volatility, indirectly targeting the volatility premium through shorting VIX futures. SVIX has historically ...

This analysis is by Bloomberg Intelligence Chief Global Derivatives Strategist Tanvir Sandhu. It appeared first on the Bloomberg Terminal. The current elevated volatility levels of risk assets is ...

For some time, advisors have been trying to harness the power of volatility assets in their clients’ portfolios, oftentimes with disappointing results. Tempted by volatility’s large negative ...

Monte Carlo simulations have become a cornerstone in quantitative finance, particularly in the pricing of complex options and in modelling volatility dynamics. This numerical method employs random ...