Trade of the month: Autocallables

cogs

Autocallables remain popular in just about every structured product market in the world. With interest rates stuck at historically low levels, principal-protected products continue to look unattractive. Yet, because volatility levels are moderate compared to their historical highs, reverse convertibles and other traditional short-volatility structures do not look exceptional either. It should be remembered that for any product type, the pick-up in yield or other advantages must be in excess of

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