Articles
Introduction to Variance Swaps
The purpose of this article is to introduce the properties of variance swaps, and give insights into the hedging and valuation of these instruments from the particular lens of an option trader. Section 1 gives […]
News
Weather Forecast Data and Analytics on ICE Connect Platform
ICE customers can now see how changing weather patterns influence market prices […]
Wilmott Inner Circle
Option Pricing Under Stochastic Volatility With Incomplete Information
You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]