calls are able to reduce volatility and drawdown of a pure S&P GSCI Crude Oil position in a variety of market environments …

day-to-day volatility of currency prices that should be driven by slow-moving macro fundamentals …

The term "volatility" applies to changeability: both that which can be measured, such as temperatures and stock prices …, and that which cannot be easily measured, such as affects and emotions. Quantitative financial volatility has typically … between volatility in dance and finance, was a notable exception. Martin focused on derivatives, which played a critical role …

straddles; second, we estimate the PVR in a Heston (1993) stochastic-volatility model. In both cases, the estimation is … more negative and its term structure is steeper when volatility is high. These findings are inconsistent with calibrations …