Due to their popularity, NVIDIA and several other “Magnificent” stocks have an easier way to hedge against downside risk like we’re seeing in the market now. In the height of the 2022 bear ...
This paper leverages the equal risk pricing (ERP) framework for the valuation of illiquid financial derivatives. Such a method sets the derivative price as the premium, which leads to equal residual ...
Two Sigma Investments' billionaire founders, John Overdeck and David Siegel, are heading to arbitration after a longstanding feud over the direction of the quant hedge fund, Bloomberg News reported on ...
Though high-yield bonds are more exposed to credit risk, these have less exposure to interest rate risk, making them a differentiated source of return. Despite headwinds faced in the early months ...