Investopedia

Black-Scholes Model: What It Is, How It Works, and the Options Formula

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Investopedia

How Is Implied Volatility Used in the Black-Scholes Formula?

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Thomas J Catalano is a CFP and Registered ...
Bloomberg L.P.

Exotic derivatives and Local Stochastic Volatility (LSV)

The ability to compute exotic greeks is important in explaining profit and loss statements, but what is the best way to calculate them effectively? In a virtual talk for the Bloomberg Quant (BBQ) ...
Finextra

Optimize Your HFT and Portfolio Strategies with Volatility Insights

Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...