May’s unexpected increase in equity market volatility, which led to big mark-to-market losses for some hedge funds, has not dented the variance swaps market, according to dealers. No volume figures on ...

HONG KONG--(BUSINESS WIRE)--GSR, a global leader in algorithmic digital assets trading and market making, has launched its latest product, the Bitcoin Variance Swap. Investors, traders, and companies ...

The researchers note that the Black-Scholes model was developed in the 1970s to price simple call and put options, and a key point of the model was that market makers could delta hedge – cancel out ...

Barclays Capital, the investment banking division of Barclays Bank Plc, announced today that it has added equity variance swaps to its award-winning BARX via Bloomberg service. This is the first ...

Hong Kong-based algorithmic crypto trading firm GSR launched cryptocurrency variance swaps, a product for hedging against volatility. The company announced the development in a press release published ...

Gift Article 10 Remaining As a subscriber, you have 10 articles to gift each month. Gifting allows recipients to access the article for free. Cboe Global Markets Inc. wants to give traders another way ...

HONG KONG--(BUSINESS WIRE)--GSR has completed the first ever cryptocurrency variance swap transaction with BlockTower Capital. A variance swap is a type of financial derivative product, common in ...

New exchange-traded solution designed to hedge against and capitalize on U.S. equity market volatility moves Product debuts at a critical time as market participants navigate uncertain macro ...

CHICAGO, July 22, 2024 /PRNewswire/ — Cboe Global Markets, Inc. (Cboe: CBOE), the world’s leading derivatives and securities exchange network, today announced plans to launch a newly redesigned Cboe S ...

Structured products issuers typically hedge the exotic risks of autocallable notes by slicing and dicing these exposures into bite-sized derivatives trades, such as dispersion and corridor variance ...

In a year that has seen markets around the world rocked by US tariffs-related volatility, UBS’s structuring prowess has helped its Australian clients navigate the fallout. “Situations like the one we ...