Barrier risk
Podcast: Zetocha on mini-futures (not those) and illiquid options
Julius Baer equity quant revels in solving problems for the trading desk
Product performance
Product performance
RBS digital product caters to multiple outlooks
The rule of three
An innovative barrier
An innovative barrier
Product performance: reverse convertibles
Reverse convertibles are highly sensitive to volatility, which is one of the reasons that the coupons promised can be so high, but it is also why capital is very much at risk. FVC compares the virtues and workings of three such products from the US
Product review: JP Morgan's first quarter call
First quarter call
Defining risk and return
Defining risk and return
Protecting against inflation
Protecting against inflation
Product performance
The products reviewed this month include full principal protection and an accelerated growth product that has no downside risk, alongside a three and a six-month reverse convertible
Kempen's property sector play
Access to property
Barclays offers choice of barriers
Barrier picking