use of computational methods and techniques for modelling financial asset prices, returns, and volatility, and on the use … of numerical methods for pricing, hedging, and risk management of financial instruments. …

hedging in markets for futures and higher-order derivatives. We supplement the vast statistical analysis of volatility …We explain the evolution of the volatility market and present the infamous day of 'Volmageddon' as an insightful case … study. Our survey focuses on the pricing and trading of volatility linked assets, highlighting the impact of mechanical …