Scholes for options to futures spot pricing. Understand pricing mechanisms for better financial decision-making.

What was the purpose of Murex’s research into machine learning derivatives models? Pascal Tremoureux: The industry faces substantial challenges directly related to increasing computational demands and ...

Derivatives have a huge impact on modern finance as the financial markets are benefited by them in several ways. Derivative contract is a financial instrument whose value is determined from the price ...

Trading in over-the-counter financial derivatives is a high-risk, high-pressure venture. SciComp, an Austin, Texas-based company, has a high-tech derivatives software solution to shorten the ...

Stochastic volatility models have revolutionised the field of option pricing by allowing the volatility of an asset to vary randomly over time rather than remain constant. These models have ...

In this special guest feature, Ian Finder from Microsoft Azure writes that GPU VMs with Riskfuel’s derivatives models based on artificial intelligence are much faster than previous methods.

LONDON (Reuters) - The rise of credit derivatives in the leveraged loan market may cause changes in the pricing for underlying loans as investors grow more discriminating about credit quality, a ...

SuperDerivatives, an online provider of option pricing, trading and risk management, is expanding its pricing capabilities on Latin American interest-rate derivatives products, a move that should help ...