Claire Boyte-White is the lead writer for NapkinFinance.com, co-author of I Am Net Worthy, and an Investopedia contributor. Claire's expertise lies in corporate finance & accounting, mutual funds, ...

In this paper we investigate oil market volatility prediction using a comprehensive data set of 205 variables spanning macroeconomic, financial, energy-related and sentiment indicators. We employ ...

Implied volatility is the most important concept and tool in options trading. It gives you a simple metric to determine how expensive or how cheap an option is relative to other similar options. To ...

We can see the difference between SVI and spline more clearly here. As expected, SVI curves show nice “smiles.” On the other hand, the spline follows the datapoints more closely but can go only as far ...