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…
Quantpedia·Jun 13, 2024Quantpedia Composite Seasonality in MesoSimIn one of our older posts titled ‘Case Study: Quantpedia’s Composite Seasonal / Calendar Strategy,’ we offer insights into seasonal trading…
Staney Joseph 🎖️·Nov 20, 2023Volatility and Price Stability: Making Cryptocurrencies Practical for Everyday UseCryptocurrencies have been a hot topic in the financial world for the past decade. Their decentralized nature, potential for high returns…
Leon Cai·Oct 4, 2023The Infamous Smirk — Pricing Options (I)In this article, I will use vanilla European call to illustrate the different models used to describe the stock price process. The…
InDev GeniusbyRobinaiqbal·Dec 4, 2022Volatility Modeling with R :: ARCH and GARCH ModelsEstimation of ARCH and GARCH Models with normal and no-normal Innovations using rugrach() packageA response icon3A response icon3
Gilbert Teklevchiev·Aug 7, 2022Characteristic of VolatilityThe main characteristic of volatility is imperceptibility. Volatility is not observable — however, volatility is an estimate of different…
