Equity derivatives
Uncertain dividends
Dividend Swaps
Of spikes and sell-offs
Equity derivatives - Volatility
Introduction
Equity derivatives
Nowhere to run
Equity derivatives - Non-recourse financing
Passing the test
Equity derivatives - Algorithmic trading
Dresdner poaches equity derivatives sales team from Wachovia
Dresdner Kleinwort has hired a team of equity derivatives sales staff from Wachovia to expand its US equity derivatives operation.
Constant proportion portfolio insurance - Playing on protection
Equity derivatives
Listed options - Model adjustments
Equity derivatives
Volatility - Viva la variance
Equity derivatives
New ways to seek alpha
Sponsor Statement
Event-driven option strategies provide new opportunities
Sponsored Statement
Portable alpha
Sponsor Statement
Portable alpha - Rise of the machine
Equity derivatives
Introduction
Equity derivatives
Follow-up fundamentals
Restructuring
The cost of complexity
Hybrid products
Equity derivatives
Introduction
Trading on fear
Volatility options
Dealers move to tackle equity derivatives operational issues
Equity derivatives dealers are holding discussions on how to deal with operational issues facing their market, with 17 leading banks meeting at the London offices of UBS yesterday to discuss the matter. This was the first meeting of the Equity…
Sydney Futures Exchange to introduce New Zealand equity derivatives
The Sydney Futures Exchange (SFE) has signed an agreement with the New Zealand Exchange (NZX) to develop New Zealand equity derivatives to be listed on the SFE by March 2004.
Open Platform - Not Just An Equity Front-End
The future OMSs will include a stronger fixed income role and maybe even middle- and back-office functions like confirmations and allocations.
Reconstructing volatility
Options on stock baskets have become a mainstay of the equity derivatives business, but pricing and hedging of such products is highly sensitive to implied volatility and correlation assumptions. Here, Marco Avellaneda, Dash Boyer-Olson, Jérôme Busca and…
Reconstructing volatility
Equity derivatives