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Derivative Valuation Services
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Blog
A Simple System For Hedging Long Portfolios
A Volatility Trading System-Time Series Analysis in Python
Accounting in Quantitative Finance
Another Misuse of Financial Derivatives
Arbitrage Pricing Theory and Factor Investing
Are Collateralized Loan Obligations the New Debt Bombs?
Are Collateralized Loan Obligations the New Debt Bombs? Part Two
Are Convertible Bonds Really Attractive?
Are Short Out-of-the-Money Put Options Risky?
Are Short Out-of-the-Money Put Options Risky? Part 2: Dynamic Case
Autocorrelation Properties of SP500-Quantitative Trading in Python
Black Swan and Volatility of Volatility
Black-Scholes-Merton Option Pricing Model-Derivative Pricing in Python
Can a Horse Racing System be Applied to the Stock Markets?
Close-to-Close Historical Volatility Calculation – Volatility Analysis in Python
Complex Derivative Linked to Constant Maturity Swap
Convertible Bond Arbitrage Using the Volatility Surface
Convertible Bond Issuance Has Increased
Convertible Bond Pricing, a Derivative Valuation Example
Correlation Between SPX and VIX
Correlation Between the VVIX and VIX indices
Correlation Breakdown
Credit Derivatives-Is This Time Different?
Credit Risk Management Using Merton Model
Differences Between the VIX Index And At-the-Money Implied Volatility
Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets
Do Quantitative Trading Models Work?
Economic Hedging is Not a Trivial Task
Employee Stock Options-Derivative Pricing in Python
Exponentially Weighted Historical Volatility in Excel-Volatility Analysis in Excel
Forecasting Implied Volatility with ARIMA Model-Volatility Analysis in Python
Forecasting Volatility with GARCH Model-Volatility Analysis in Python
Garman-Klass Volatility Calculation – Volatility Analysis in Python
Garman-Klass-Yang-Zhang Historical Volatility Calculation – Volatility Analysis in Python
Goldman Sachs Expressed Concerns About the Growth of Volatility Exchange Traded Products
High Yield Spreads and The Volatility Index
Historical Default Rates Do Not Predict Future Defaults
How Long Will Low Volatility Last?
How Negative Interest Rates Affect Derivative Pricing Models
How to Calculate Stock Beta in Excel-Replicating Yahoo Stock Beta
How to Determine Implied Dividend Yield-Derivative Valuation in Excel
How to Forecast Implied Volatility
Impact of a Low Correlation Trading Strategy
Implied Volatility of Options-Volatility Analysis in Python
Interest Rate Swap-Derivative Pricing in Excel
Interest Rate Swap-Derivative Pricing in Python
Interview with a Co-creator of the Volatility Index
Interview with Robert Shiller, 2017 Truman Medal Recipient
Is a 4% Down Day a Black Swan?
Is Asset Dynamics Priced In Correctly by Black-Scholes-Merton Model?
Is Quant’s Life Hard or Easy?
Is Value at Risk a Good Risk Measure?
Lessons From an Option Seller
Linear Regression in Excel
Liquidity Risk and Exchange Traded Funds
Low Volatility is Not a New Normal
Mark Cuban Created Volatility Derivatives
Mean Reverting and Trending Properties of SPX and VIX
Mean-Reverting Trading System-Quantitative Trading in Python
Merton Credit Risk Model, a Case Study
Modern Portfolio Theory-Effect of Diversification on the Optimal Portfolio-Portfolio Management in Python
Modern Portfolio Theory-Portfolio Management in Python
Modern Portfolio Theory-Searching For the Optimal Portfolio-Portfolio Management in Python
Modern Portfolio Theory-The Efficient Frontier
Most Important Investment Lessons of 2017
Oil Producers Stop Hedging, Who’s Right?
Overnight Index Swap Discounting
Parkinson Historical Volatility Calculation – Volatility Analysis in Python
Performance Share Units-Derivative Valuation in Python
Potential Black Swans and How to Hedge Against Them
Risks Can Only Be Managed, But Cannot Be Eliminated
Simple Hedging System With Time Exit
Stationarity and Autocorrelation Functions of VXX-Time Series Analysis in Python
Statistical Analysis of an ETF Pair-Quantitative Trading In Python
Statistical Distributions of the Volatility Index
The Volatility Index VIX is Mispriced Because of Too Many Passive Investors
The Willow Tree Method, an Advanced Option Pricing Model
Trading Performance of an ETF Pair Strategy-Quantitative Trading In Python
Trend-Following Trading System, Quantitative Trading in Python
Using a Market Timing Rule to Size an Option Position, A Static Case
Valuation of Callable Puttable Bonds-Derivative Pricing in Python
Valuation of European and American Options-Derivative Pricing in Python
Valuation of Executive Stock Options Using a Closed-Form Formula
Valuation of Warrants-Derivative Pricing in Python
Value At Risk – Financial Risk Management in Python
Valuing a Convertible Bond-Derivative Pricing in Python
VALUING A EUROPEAN OPTION
Valuing a Fixed Rate Bond-Derivative Pricing in Python
Valuing American Options Using Monte Carlo Simulation –Derivative Pricing in Python
Valuing an American Option Using Binomial Tree-Derivative Pricing in Excel
Valuing an American Option-Derivative Pricing in Excel
Valuing European Options Using Monte Carlo Simulation-Derivative Pricing in Python
VIX Futures and Volatility Exchange Traded Notes Drive Volatility
VIX Futures Leads Cash Market: Tail Wags Dog
VIX Mean Reversion After a Volatility Spike
VIX Options: Should We Buy Them When Volatility is Low?
Volatility of Volatility Increasing – The Story Continues
Volatility Trading Strategies, a Comparison of Volatility Risk Premium and Roll Yield Strategies
Volatility, Skew, and Smile Trading
VSTOXX European Volatility Exchange Traded Products: EVIX and EXIV
Weighted Average Cost of Capital (WACC)-Business Valuation Calculator in Excel
What Do Creators of the VIX Think of Volatility?
What is Stock Beta and How to Calculate Stock Beta in Python
What It Takes to Win at Quantitative Investing
Products/Services
Derivative Valuation Services
News
Home
About Us
Articles
Blog
A Simple System For Hedging Long Portfolios
A Volatility Trading System-Time Series Analysis in Python
Accounting in Quantitative Finance
Another Misuse of Financial Derivatives
Arbitrage Pricing Theory and Factor Investing
Are Collateralized Loan Obligations the New Debt Bombs?
Are Collateralized Loan Obligations the New Debt Bombs? Part Two
Are Convertible Bonds Really Attractive?
Are Short Out-of-the-Money Put Options Risky?
Are Short Out-of-the-Money Put Options Risky? Part 2: Dynamic Case
Autocorrelation Properties of SP500-Quantitative Trading in Python
Black Swan and Volatility of Volatility
Black-Scholes-Merton Option Pricing Model-Derivative Pricing in Python
Can a Horse Racing System be Applied to the Stock Markets?
Close-to-Close Historical Volatility Calculation – Volatility Analysis in Python
Complex Derivative Linked to Constant Maturity Swap
Convertible Bond Arbitrage Using the Volatility Surface
Convertible Bond Issuance Has Increased
Convertible Bond Pricing, a Derivative Valuation Example
Correlation Between SPX and VIX
Correlation Between the VVIX and VIX indices
Correlation Breakdown
Credit Derivatives-Is This Time Different?
Credit Risk Management Using Merton Model
Differences Between the VIX Index And At-the-Money Implied Volatility
Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets
Do Quantitative Trading Models Work?
Economic Hedging is Not a Trivial Task
Employee Stock Options-Derivative Pricing in Python
Exponentially Weighted Historical Volatility in Excel-Volatility Analysis in Excel
Forecasting Implied Volatility with ARIMA Model-Volatility Analysis in Python
Forecasting Volatility with GARCH Model-Volatility Analysis in Python
Garman-Klass Volatility Calculation – Volatility Analysis in Python
Garman-Klass-Yang-Zhang Historical Volatility Calculation – Volatility Analysis in Python
Goldman Sachs Expressed Concerns About the Growth of Volatility Exchange Traded Products
High Yield Spreads and The Volatility Index
Historical Default Rates Do Not Predict Future Defaults
How Long Will Low Volatility Last?
How Negative Interest Rates Affect Derivative Pricing Models
How to Calculate Stock Beta in Excel-Replicating Yahoo Stock Beta
How to Determine Implied Dividend Yield-Derivative Valuation in Excel
How to Forecast Implied Volatility
Impact of a Low Correlation Trading Strategy
Implied Volatility of Options-Volatility Analysis in Python
Interest Rate Swap-Derivative Pricing in Excel
Interest Rate Swap-Derivative Pricing in Python
Interview with a Co-creator of the Volatility Index
Interview with Robert Shiller, 2017 Truman Medal Recipient
Is a 4% Down Day a Black Swan?
Is Asset Dynamics Priced In Correctly by Black-Scholes-Merton Model?
Is Quant’s Life Hard or Easy?
Is Value at Risk a Good Risk Measure?
Lessons From an Option Seller
Linear Regression in Excel
Liquidity Risk and Exchange Traded Funds
Low Volatility is Not a New Normal
Mark Cuban Created Volatility Derivatives
Mean Reverting and Trending Properties of SPX and VIX
Mean-Reverting Trading System-Quantitative Trading in Python
Merton Credit Risk Model, a Case Study
Modern Portfolio Theory-Effect of Diversification on the Optimal Portfolio-Portfolio Management in Python
Modern Portfolio Theory-Portfolio Management in Python
Modern Portfolio Theory-Searching For the Optimal Portfolio-Portfolio Management in Python
Modern Portfolio Theory-The Efficient Frontier
Most Important Investment Lessons of 2017
Oil Producers Stop Hedging, Who’s Right?
Overnight Index Swap Discounting
Parkinson Historical Volatility Calculation – Volatility Analysis in Python
Performance Share Units-Derivative Valuation in Python
Potential Black Swans and How to Hedge Against Them
Risks Can Only Be Managed, But Cannot Be Eliminated
Simple Hedging System With Time Exit
Stationarity and Autocorrelation Functions of VXX-Time Series Analysis in Python
Statistical Analysis of an ETF Pair-Quantitative Trading In Python
Statistical Distributions of the Volatility Index
The Volatility Index VIX is Mispriced Because of Too Many Passive Investors
The Willow Tree Method, an Advanced Option Pricing Model
Trading Performance of an ETF Pair Strategy-Quantitative Trading In Python
Trend-Following Trading System, Quantitative Trading in Python
Using a Market Timing Rule to Size an Option Position, A Static Case
Valuation of Callable Puttable Bonds-Derivative Pricing in Python
Valuation of European and American Options-Derivative Pricing in Python
Valuation of Executive Stock Options Using a Closed-Form Formula
Valuation of Warrants-Derivative Pricing in Python
Value At Risk – Financial Risk Management in Python
Valuing a Convertible Bond-Derivative Pricing in Python
VALUING A EUROPEAN OPTION
Valuing a Fixed Rate Bond-Derivative Pricing in Python
Valuing American Options Using Monte Carlo Simulation –Derivative Pricing in Python
Valuing an American Option Using Binomial Tree-Derivative Pricing in Excel
Valuing an American Option-Derivative Pricing in Excel
Valuing European Options Using Monte Carlo Simulation-Derivative Pricing in Python
VIX Futures and Volatility Exchange Traded Notes Drive Volatility
VIX Futures Leads Cash Market: Tail Wags Dog
VIX Mean Reversion After a Volatility Spike
VIX Options: Should We Buy Them When Volatility is Low?
Volatility of Volatility Increasing – The Story Continues
Volatility Trading Strategies, a Comparison of Volatility Risk Premium and Roll Yield Strategies
Volatility, Skew, and Smile Trading
VSTOXX European Volatility Exchange Traded Products: EVIX and EXIV
Weighted Average Cost of Capital (WACC)-Business Valuation Calculator in Excel
What Do Creators of the VIX Think of Volatility?
What is Stock Beta and How to Calculate Stock Beta in Python
What It Takes to Win at Quantitative Investing
Products/Services
More
News
Home
About Us
Articles
Blog
A Simple System For Hedging Long Portfolios
A Volatility Trading System-Time Series Analysis in Python
Accounting in Quantitative Finance
Another Misuse of Financial Derivatives
Arbitrage Pricing Theory and Factor Investing
Are Collateralized Loan Obligations the New Debt Bombs?
Are Collateralized Loan Obligations the New Debt Bombs? Part Two
Are Convertible Bonds Really Attractive?
Are Short Out-of-the-Money Put Options Risky?
Are Short Out-of-the-Money Put Options Risky? Part 2: Dynamic Case
Autocorrelation Properties of SP500-Quantitative Trading in Python
Black Swan and Volatility of Volatility
Black-Scholes-Merton Option Pricing Model-Derivative Pricing in Python
Can a Horse Racing System be Applied to the Stock Markets?
Close-to-Close Historical Volatility Calculation – Volatility Analysis in Python
Complex Derivative Linked to Constant Maturity Swap
Convertible Bond Arbitrage Using the Volatility Surface
Convertible Bond Issuance Has Increased
Convertible Bond Pricing, a Derivative Valuation Example
Correlation Between SPX and VIX
Correlation Between the VVIX and VIX indices
Correlation Breakdown
Credit Derivatives-Is This Time Different?
Credit Risk Management Using Merton Model
Differences Between the VIX Index And At-the-Money Implied Volatility
Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets
Do Quantitative Trading Models Work?
Economic Hedging is Not a Trivial Task
Employee Stock Options-Derivative Pricing in Python
Exponentially Weighted Historical Volatility in Excel-Volatility Analysis in Excel
Forecasting Implied Volatility with ARIMA Model-Volatility Analysis in Python
Forecasting Volatility with GARCH Model-Volatility Analysis in Python
Garman-Klass Volatility Calculation – Volatility Analysis in Python
Garman-Klass-Yang-Zhang Historical Volatility Calculation – Volatility Analysis in Python
Goldman Sachs Expressed Concerns About the Growth of Volatility Exchange Traded Products
High Yield Spreads and The Volatility Index
Historical Default Rates Do Not Predict Future Defaults
How Long Will Low Volatility Last?
How Negative Interest Rates Affect Derivative Pricing Models
How to Calculate Stock Beta in Excel-Replicating Yahoo Stock Beta
How to Determine Implied Dividend Yield-Derivative Valuation in Excel
How to Forecast Implied Volatility
Impact of a Low Correlation Trading Strategy
Implied Volatility of Options-Volatility Analysis in Python
Interest Rate Swap-Derivative Pricing in Excel
Interest Rate Swap-Derivative Pricing in Python
Interview with a Co-creator of the Volatility Index
Interview with Robert Shiller, 2017 Truman Medal Recipient
Is a 4% Down Day a Black Swan?
Is Asset Dynamics Priced In Correctly by Black-Scholes-Merton Model?
Is Quant’s Life Hard or Easy?
Is Value at Risk a Good Risk Measure?
Lessons From an Option Seller
Linear Regression in Excel
Liquidity Risk and Exchange Traded Funds
Low Volatility is Not a New Normal
Mark Cuban Created Volatility Derivatives
Mean Reverting and Trending Properties of SPX and VIX
Mean-Reverting Trading System-Quantitative Trading in Python
Merton Credit Risk Model, a Case Study
Modern Portfolio Theory-Effect of Diversification on the Optimal Portfolio-Portfolio Management in Python
Modern Portfolio Theory-Portfolio Management in Python
Modern Portfolio Theory-Searching For the Optimal Portfolio-Portfolio Management in Python
Modern Portfolio Theory-The Efficient Frontier
Most Important Investment Lessons of 2017
Oil Producers Stop Hedging, Who’s Right?
Overnight Index Swap Discounting
Parkinson Historical Volatility Calculation – Volatility Analysis in Python
Performance Share Units-Derivative Valuation in Python
Potential Black Swans and How to Hedge Against Them
Risks Can Only Be Managed, But Cannot Be Eliminated
Simple Hedging System With Time Exit
Stationarity and Autocorrelation Functions of VXX-Time Series Analysis in Python
Statistical Analysis of an ETF Pair-Quantitative Trading In Python
Statistical Distributions of the Volatility Index
The Volatility Index VIX is Mispriced Because of Too Many Passive Investors
The Willow Tree Method, an Advanced Option Pricing Model
Trading Performance of an ETF Pair Strategy-Quantitative Trading In Python
Trend-Following Trading System, Quantitative Trading in Python
Using a Market Timing Rule to Size an Option Position, A Static Case
Valuation of Callable Puttable Bonds-Derivative Pricing in Python
Valuation of European and American Options-Derivative Pricing in Python
Valuation of Executive Stock Options Using a Closed-Form Formula
Valuation of Warrants-Derivative Pricing in Python
Value At Risk – Financial Risk Management in Python
Valuing a Convertible Bond-Derivative Pricing in Python
VALUING A EUROPEAN OPTION
Valuing a Fixed Rate Bond-Derivative Pricing in Python
Valuing American Options Using Monte Carlo Simulation –Derivative Pricing in Python
Valuing an American Option Using Binomial Tree-Derivative Pricing in Excel
Valuing an American Option-Derivative Pricing in Excel
Valuing European Options Using Monte Carlo Simulation-Derivative Pricing in Python
VIX Futures and Volatility Exchange Traded Notes Drive Volatility
VIX Futures Leads Cash Market: Tail Wags Dog
VIX Mean Reversion After a Volatility Spike
VIX Options: Should We Buy Them When Volatility is Low?
Volatility of Volatility Increasing – The Story Continues
Volatility Trading Strategies, a Comparison of Volatility Risk Premium and Roll Yield Strategies
Volatility, Skew, and Smile Trading
VSTOXX European Volatility Exchange Traded Products: EVIX and EXIV
Weighted Average Cost of Capital (WACC)-Business Valuation Calculator in Excel
What Do Creators of the VIX Think of Volatility?
What is Stock Beta and How to Calculate Stock Beta in Python
What It Takes to Win at Quantitative Investing
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