Harbourfront Technologies·Nov 3, 2025Volatility vs. Volatility of Volatility: Conceptual and Practical DifferencesVolatility and volatility of volatility are highly correlated and share many similar characteristics. However, there are subtle but…
Hasan Mohamed Husain Alaali | حسن محمد حسين العالي·Oct 4, 2025DFAS and Global Crises — Stress-Testing the Future of Finance✍️ By Hasan Mohamed Husain Alaali (حسن محمد حسين العالي)
Navnoor Bawa·Mar 19, 2025Enhanced Local Volatility Surface Calibration for Quantitative Derivatives ResearchEnhanced Dupire local volatility implementation with 5.8× better accuracy. Robust numerics ensure 99.7% convergence for skewed markets.
Ameya Abhyankar·Dec 26, 2024Fundamentals of Volatility SmileVolatility smile is a fundamental concepts used in options. Its a 2-D chart of vols vs strike(delta)
Harbourfront Technologies·Dec 16, 2024Option Pricing Models and Strategies for Crude Oil MarketsFinancial models and strategies are usually universal and can be applied across different asset classes. However, in some cases, they must…
