Equity markets
Shedding the correlation ‘axe’
Equity derivatives
A natural standard 1
Commodities trading
SIA announces business continuity guidelines for "Unexpected Market Close"
The Securities Industry Association's Data Management Division has announced guidelines to direct the industry in order routing, clearing and settling equities and options during an unexpected market close.
Dollar distress
Scottish Power has announced a £400 million cash windfall through its currencyhedging programme. Others have not been so lucky – but everyone is nowwaking up to currency trading. By James Ockenden
The future's exchanges
Exchanges
Mixed signals
Global credit
The correlation conundrum
Credit Defaults
Shaking the money tree
Salary survey
KSE looks to warrant market
New angles
Shining a light on NAB’s losses
NAB fallout
Eurex’s big US gamble
Exchanges
Making thesystem workfor you
Zbigniew Hermaszewski,co-founder of AltisPartners, explains thestrategy of the firm'sglobal futures portfolio
Sophisticated yet simple
Derivatives
Unifying volatility models
This article introduces a method for building analytically tractable option pricing models that combine state-dependent volatility, stochastic volatility and jumps. The eigenfunction expansion method is used to add jumps and stochastic volatility to…
Dabbling in hedge funds
Asset allocation
On the Fritz
Columnist
Correlation conflict
Default correlation
On the level
convertibles
On the Fritz
martin fridson
from alpha to omega
Omega function
funds look east as euro rises
As the global economy strengthens, Hedge Funds Review's survey of fund managers suggests they are switching European long/short for similar strategies in Asia and the US
on target
Profile