Options
Cutting edge introduction: Funding holes in Black-Scholes
HSBC quant builds funding costs and haircuts into Black-Scholes option pricing formula
Iron ore depreciation boosts options market
Options now account for 60% of total open interest on SGX's iron ore derivatives
RBI says India corporates need to increase forex hedging
Potential US rate rise puts rupee depreciation back on the table
FVC review: Investec’s five-year FTSE growth plan
Capital-protected product will use averaging to calculate final returns
Trading error spooks China ETF options traders
Abnormally low premiums cause exchange to shut down, but market participants are unclear about the reason for the error
Risk recycling issues stall China forex option market
Onshore corporates yet to take advantage of increased hedging options
Primes re-pricing and exiting their tails
Start-ups struggling to establish multiple PB relationships
Hedge funds pile into Japan dispersion trade
Rise in single stock uridashi issuance drives trade
CFTC's Wetjen urges fix to commodity options problem
Energy firms need clarity on 'seventh prong', commissioner says
CFTC close to fixing Dodd-Frank commodity option woes
Agency said to be exploring solution for embedded volumetric options
West Coast boutique crafts custom structured products
Denver RIA became engrossed in world of derivatives following financial crisis
China options market faces margin and settlement challenges
China exchange developing technique to reduce margin requirements
Ethics and moral standards are as crucial to finance as ever
Carney’s words echo work of Émile Zola on the value of social capital
Deal of the Year: BP
Quick BP options deal salvages North Sea oil producer’s acquisition
Investors look to profit from record low equity volatility
Hedge funds holding their nerve in game of volatility limbo
Smile transformation for price prediction
Prediction of arbitrage-free option prices that outperform existing models
Energy firms beg CFTC for clarity on commodity options
Power and gas traders bemoan ‘seventh prong’ in Dodd-Frank rules
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
Classic cutting edge: Swing options and the quest for valuation
Energy Risk presents a classic paper on swing options pricing by Patrick Jaillet, Ehud Ronn and Stathis Tompaidis, which was first published in 1998. It introduced the so-called binomial forest method, which was influential in the development of pricing…
FX clearing a priority for 2014, vows CLS chief
Working with banks and CCPs to facilitate central clearing of OTC forex options is 'high priority strategic initiative' for CLS this year, says chief executive David Puth
'Patchy' liquidity in FX a concern for the future
Concentration in the number of liquidity providers and the reliability of HFT market-making raises concerns for senior industry officials
Corporate hedging demand drives growth in offshore RMB options market
A rapid expansion in type and amount of RMB structures traded in 2013 signals how the Chinese currency is going mainstream. But dealers say the real test will come when the US starts to raise interest rates
Oil market faces tight deadline for Ice Brent protocol
As Ice prepares to shift Brent expiry calendar on December 6, Isda releases protocol to enable orderly transition of OTC market