Equity derivatives house of the year - Société Générale

christophe-mianne

The fourth quarter of 2008 will be remembered as one of the trickiest periods ever for equity derivatives dealers. Following the collapse of Lehman Brothers in September that year, global equity markets experienced unprecedented volatility alongside increased correlation and crumbling dividend expectations. A few equity derivatives desks incurred losses north of €1 billion in the last three months of the year alone, with barely any avoiding substantial losses (Risk December 2008, pages 20–23). 

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here