Modeling Volatility Risk in Equity Options: A Cross Sectional Approach

Quiet Alpha: Risk Adjusted Yield Optimization in Low Volatility Equity Portfolios

Quiet Alpha: Risk Adjusted Yield Optimization in Low Volatility Equity Portfolios

Derivatives Engineering in Rust: Option Pricing, Volatility Modeling, and Risk Architecture

Macro Volatility Regimes: Modeling Inflation Cycles, Term Structure Dynamics, and Cross Asset Risk