Insights & Quantitative Research

Explore our latest analysis, from market commentary to deep dives into quantitative finance and derivative pricing models.

Insights

Why Dealer Short Selling is Necessary for a Jamaican Equity Derivatives Market

By: Richard Walcott | Insights

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What Makes a Good FX hedge?

By: Richard Walcott | Insights

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How Options Can Fine Tune FX Risk Managment

By: Richard Walcott | Insights

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Derivative Pricing

Creating an Implied Volatility Surface with Rough Volatility Models

By: Richard Walcott | Research

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Dynamic Replication of European Options on Jamaican Listed Equities

By: Richard Walcott | Research

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Pricing and Hedging a Jamaican Dollar Quanto Option on the S&P 500 Index

By: Richard Walcott | Research

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