Equity derivatives
Gambling on dividends
Dividends have caused sizeable losses for dealers and investors over the past few months, as a precipitous fall in expectations has hit structured product issuers and those who participated in dividend swaps. Mark Pengelly investigates
Higher and higher
Volatility
Stock responses
Exotics
Right time to overwrite
Call overwriting
Introducing the consumption option
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Sunk by correlation
Equity Derivatives
Sunk by correlation
Equity derivatives dealers faced a grim picture across global markets earlier this year, with steep rises in correlation and volatility together with a slump in dividend expectations decimating exotic books. How have dealers responded? By Mark Pengelly
Room for skew
Skew
Non-recourse redoubt
Non-recourse financing
Paying for dividends
Dividend risk
The equity volatility-credit link
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Reversal of fortunes
Equity-linked notes
Riding the waves – how to achieve low correlation in volatile equity markets
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A retail focus
Retail market
The creative hedge
Equity derivatives
A return to simplicity
Structured products
Cash-settled swaptions and no-arbitrage
Brief Communication
The ups and downs
Exotic products
A risk unspoken
Structured products
Parisian barrier option applied to convertible bonds
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Investing in company directors' insight
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Equity derivatives – a 'new' old volatility regime?
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