Volatility
Horizons BetaPro unveils US volatility ETFs
Horizons BetaPro has launched the first ETF in Canada to track the S&P Vix 500 Short-Term Futures index
BarCap ETN offers access to volatility
Vying for volatility
Trade of the Month: Volatility as an asset class
Trade of the Month: Volatility as an asset class
Valuation of with-profit insurance policies with interest rate guarantees
Classical with-profit life insurance products are traditionally backed by a buy-and-hold bond investment strategy. Using book-value accounting for such products tends to lead to a design of the guarantee rate based on an average of long-term interest…
Volatility in defined benefit schemes trumps deficit worries
Market exposures to FTSE 100 defined benefit schemes could result in a £100bn spike over one year in their total deficit, reports PensionsFirst
Hedging strategies critical in Asia M&A
Risky strategies
The risks of high cross-asset correlation
Opportunities and threats
Citi launches 10-year Vix ETNs in the US
Citi Funding is offering a hedge against the negative correlation between volatility and equity markets as well as an option to take a view on volatility.
Barclays makes its debut in the Italian ETN market
Barclays has listed its first iPath ETN in Italy, hoping to add to the success of its volatility-linked ETNs
Stoxx launches Eurostoxx 50 volatility index
Stoxx launches Eurostoxx 50 volatility index
House of the year
Structured Products Europe Awards 2010
Volatility: the next mainstream asset class?
A volatile time
Correlation dislocation
Macro hedging in disrepair
Product performance
Product performance
Trade of the month: Digital payoffs
Digital options lead to two outcomes and are most commonly used with capital protected structured products.
An active approach to managing index-linked gilts will pay dividends
Active aggressive
Sponsored forum: US inflation derivatives
Developments in the US inflation derivatives market
Eurostoxx 50 investors 'unintentionally making a bet on financials', according to research
Tobam's analysis of financial markets diversification suggests that eurozone indexes might not be as diversified as investors believe
Sponsored statement: Using options to improve portfolio risk/returns
Using options to improve portfolio risk/returns
Risk South Africa Rankings 2010
Neck and neck
Product performance
Product performance
Structural changes behind rise in long-dated skew, say dealers
Reduction in risk appetite and regulatory crackdown causing increase in long-dated skew, say equity derivatives dealers
Putting the smile back on the face of derivatives
Cross-asset quadratic Gaussian models have been limited in the scale of their implementation by the difficulty in ensuring the correct drift conditions to omit arbitrage. Here, Paul McCloud shows how to exploit the symmetries of the functional form to…