Volatility is a fact of life in financial markets. There’s no way to avoid it. We see it all the time in the day-to-day price ...

When investors think about risk in equity portfolios, the usual suspects come to mind - market risk, sector risk or maybe ...

Volatility measures across asset classes rose on Tuesday as stocks, U.S. long-dated Treasuries, and the ‌U.S. dollar sold off ...

Recent XRP price models from multiple sources are signalling a potential decline, with technical indicators and downside ...

The Black-Scholes model remains the 2026 gold standard for pricing trillions in derivatives. It uses five key data points: stock price, strike, time, interest rates, and volatility. This math-heavy ...

Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

It shows the schematic of the physics-informed neural network algorithm for pricing European options under the Heston model. The market price of risk is taken to be λ=0. Automatic differentiation is ...

It’s been quite the year for CoreWeave. In March, the AI cloud infrastructure provider went public in one of the biggest and most anticipated IPOs of the year that didn’t live up to its hype. Another ...

heston-particle-filter-calibration/ ├── README.md ├── requirements.txt │ ├── heston/ # Main package │ ├── __init__.py │ ├── model ...

A comprehensive implementation of the Heston stochastic volatility model for pricing Bitcoin options. This project includes parameter estimation via Maximum Likelihood Estimation (MLE), Monte Carlo ...