Market Volatility proposes an innovative theory, backed by substantial statistical evidence, on the causes of price fluctuations in speculative markets. It chal

In Volatility Trading, Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in your everyday option trading endeavors. Wit

As OPEC has loosened its grip over the past ten years, the oil market has been rocked by wild price swings, the likes of which haven't been seen for eight decad

This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitat

Written by a number of authors, this text is aimed at market practitioners and applies the latest stochastic volatility research findings to the analysis of sto