Market sentiment around euro/ US dollar FX options has shifted dramatically with geopolitical events. For example, after US ...

The authors investigate return barrier options and how failing to capture the market’s implied volatility surface can lead to ...

Investigating systemic risk, the authors build an interbank network based on tail dependence and suggest typical network ...

Justin Lars Kirkby is currently a Quantitative Researcher at a larger multi-manager hedge fund. He has held various positions in the financial industry, with research interests including Option ...

The European Commission is preparing a legal act that will introduce temporary changes to future trading book capital rules, according to four industry sources familiar with the plans.

Capital One recorded a net loss of $4.3 billion in the second quarter, its first since the Covid-19 pandemic, after booking $11.4 billion in provisions for credit losses – its highest level since at ...