Harbourfront Technologies

DERIVATIVES

Determining Implied Volatilities of American Options Using the Willow Tree Method

Posted on May 24, 2022 By Harbourfront Technologies

An option’s implied volatility is a measure of the option’s expected price fluctuation. It is a forward-looking, market-based estimate of volatility and is determined by the market price of the option. Implied volatility is a key ingredient in options pricing models such as the Black-Scholes …

RISK MANAGEMENT

Is Gold Still a Good Diversifier?

Posted on March 19, 2022 By Harbourfront Technologies

It’s commonly believed that Gold is a good diversifying asset, and for many years, this was true. Gold is often seen as a safe-haven asset, which means that investors turn to it when they are worried about the stock market. However, Gold has not always …

TRADING

Forecasting Earnings and Returns

Posted on May 21, 2022 By Harbourfront Technologies

Data science and machine learning have made great progress in the past few years. They are being applied successfully in many areas such as computer vision, natural language processing, and predictive analytics. In the financial market, however, there are still many uncertainties and risks that …

Latest Post

How to Calculate Credit Risk: An Overview

Posted on May 26, 2022 By John Ng

Do you need to calculate credit risk for a business loan or line of credit? Are you curious about what goes into this calculation? In this step-by-step guide, we will teach you how to do just that! We will cover …