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Ark To Model News Today : Breaking News, Live Updates & Top Stories | Vimarsana

A new approach to marking volatility of illiquid options

Julius Bear quant’s arbitrage-free solution overcomes challenge of sparse data

Valer zetochaJulius baerAnaging illiquid assets bookImplied volatilityVolatility surfaceVolatility smileOption pricingArk to modelRbitrage free model

Bailed-out Uniper suffered €14bn derivatives markdown in H1

Company cut value of gas forwards contracts due to risk of reduced deliveries from Russia

Nord streamRisk quantumCommodity derivativesCommodity futuresEnergy derivativesEnergy marketsArk to market valuationArk to modelEvel 3 assetsRussia ukraine conflictNatural gasBalance sheetFair valueIsk quantum

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