Equity derivatives
Cutting edge intro: history in the modelling
Bloomberg quant Guyon delivers an alternative to stochastic local volatility
FTSE vol and skew fell prior to Scottish vote
Positions unwound before independence vote, traders say
Aussie firms use derivatives to build hidden M&A positions
Lack of disclosure in stake-building process raises questions
Banks to launch Asia multi-dealer structured products platform
Five dealers to launch Asia-focused platform in drive to boost margins
BAML's Asia head of structured product sales departs
Mansuri departure adds to senior exits in Asia equity derivatives
Thomson Reuters survey puts BBVA top for sales and research
BBVA's equity derivatives rebuild includes 'strong conviction' index
India-focused hedge funds up 17% on Modi election victory
US funds expected to start investing heavily into Indian markets
Munari and Mendelsohn exit Morgan Stanley
Global retail structured products head departs US investment bank
Investors look to profit from record low equity volatility
Hedge funds holding their nerve in game of volatility limbo
Baml hires Hines for Emea flow equity derivatives sales role
Paul Baron moves to the US as head of US flow equity derivatives sales
Risk Espana rankings 2014
Funding spreads halve, growth slows in non-performing loans
SocGen creates synthetic access to Alibaba IPO
SocGen structure allows investors to say 'open sesame' to Alibaba IPO
BNPP makes first big options trade on Nikkei 400 index
Hedging remains an issue until futures are launched in November
Japan insurers look to hedge out legacy VA positions
Rise in equity markets makes it less costly for insurers to de-risk
Cross-currency basis causes pricing headache for dealers in Japan
Yen and dollar funding discrepancies hit Nikkei options market
Korea clearing structure in question after HanMag trading error
Korea trading snafu casts doubt on KRX's default fund structure
Launch of India Vix futures driven by institutional investor demand
National Stock Exchange of India about to launch the fourth Asian equity volatility index this week
Plunging Nikkei brings $40m vega losses to Japan dealers
Losses manageable now but if the Nikkei goes under 13,000, "there will be panic"
Dealers reassess Korea ELS market as equity risk builds up
Equity-linked underlyings moving to Euro Stoxx 50
Risk awards 2014: HSBC wins top house
The UK bank wins for the growing ambition of its OTC capabilities, as Risk publishes its fifteenth annual awards
Equity derivatives house of the year: Morgan Stanley
Equity derivatives house of the year: Morgan Stanley
Crédit Agricole transfers equity derivatives portfolio to BNP Paribas
'Normal service’ to resume in January 2014 following the transfer of the €12.5 billion portfolio to BNP Paribas
Equity Derivatives House of the Year – Credit Suisse
Asia Risk awards 2013 winner: Credit Suisse – Equity Derivatives House of the Year