Technology
At the flick of a switch
Jesper Andreasen and Martin Dahlgren present a regime-switching model for electricity derivatives that incorporates spiky spot-price dynamics and allows for closed-form pricing of forwards, options and swaptions
Market graphic - The argument for short mezz/long index
Anticipating a sharp correction to spreads over the next few years, Andrew Feldstein, senior portfolio manager at BlueMountain Capital Management, puts forward a case for a short mezzanine tranche/long index position
GFI group - The 'dequity' house
Debt and equity arbitrage is a hot topic at the moment and inter-dealer broker GFI believes it has established a head start in this area by merging its debt and equity brokerage and data businesses. Saskia Scholtes talked to three senior executives from…
Can STP answer the avian flu threat?
REMOTE TRADING
Norse implements IM Manager
COMPLIANCE TOOLS
Briefs
BUSINESS CONTINUITY
TSE suspends trading
BUSINESS CONTINUITY
HSBC prepares for flu pandemic
BUSINESS CONTINUITY
Briefs
COMPLIANCE TOOLS
The VA challenge
Variable annuities
Technology: Unravelling the tech trends
Special report: Focus on Technology
BarCap extends Barx to variance swaps
Barclays Capital seeks to increase price transparency and speed of trades
Deciding on a future
Information markets
A flexible friend
Structured products
A golden touch
Energy and commodity rankings 2006
Deutsche trader dismissed
New angles
RiskNews
RiskNews