WASHINGTON — The federal bank regulators have proposed to update the methodology banks use to calculate their derivative exposures when determining capital requirements. Large banks typically use an ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Rho Calculation and Rho in Practice The exact formula for rho is complicated. But it is calculated as the first derivative of the option's value with respect to the risk-free rate.

Quantum algorithm of the direct calculation of energy derivatives developed for molecular geometry optimization A significant step toward social implementation of chemical quantum calculations on ...