Equity derivatives

• Technology

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.

• 11 Feb 2003

• Equity markets

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…

• 01 Oct 2002

• Equity markets

Reconstructing volatility

Equity derivatives

• 01 Oct 2002

• Equity markets

Fighting for survival

Equity derivatives

• 02 Sep 2002

• Exchanges

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.

• 06 Aug 2002