Equity derivatives
Event-driven option strategies provide new opportunities
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Portable alpha
Sponsor Statement
Portable alpha - Rise of the machine
Equity derivatives
Introduction
Equity derivatives
Follow-up fundamentals
Restructuring
The cost of complexity
Hybrid products
Equity derivatives
Introduction
Trading on fear
Volatility options
Dealers move to tackle equity derivatives operational issues
Equity derivatives dealers are holding discussions on how to deal with operational issues facing their market, with 17 leading banks meeting at the London offices of UBS yesterday to discuss the matter. This was the first meeting of the Equity…
Sydney Futures Exchange to introduce New Zealand equity derivatives
The Sydney Futures Exchange (SFE) has signed an agreement with the New Zealand Exchange (NZX) to develop New Zealand equity derivatives to be listed on the SFE by March 2004.
Open Platform - Not Just An Equity Front-End
The future OMSs will include a stronger fixed income role and maybe even middle- and back-office functions like confirmations and allocations.
Reconstructing volatility
Options on stock baskets have become a mainstay of the equity derivatives business, but pricing and hedging of such products is highly sensitive to implied volatility and correlation assumptions. Here, Marco Avellaneda, Dash Boyer-Olson, Jérôme Busca and…
Reconstructing volatility
Equity derivatives
Fighting for survival
Equity derivatives
Macquarie to offer exchange-traded ELIs in HK by month-end
Australia’s Macquarie Bank is looking at listing Equity Linked Instruments (ELIs) on the Hong Kong Exchanges & Clearing (HKEx) by the end of August, according to Matthew Long, Macquarie's Hong Kong-based associate director for equity derivatives sales.