Options
Equity derivatives house of the year
Equity derivatives house of the year
A new framework for assessing product complexity
A model of complexity
Demystifying digital options
Demystifying digital options
Risk reaches 25-year anniversary
In celebration of our 25th anniversary this year, Risk re-publishes a landmark article by Fischer Black, offering a critique of the Black-Scholes model
Asian hedge funds looks for volatility opportunities
Still waters
Adjoint Greeks made easy
Adjoint Greeks made easy
Taking the macro view
Taking the macro view
Stressed VAR will hit forex options, dealers warn
Certain forex options and exotics penalised by Basel 2.5, including emerging market currencies and double no-touches
Korea transaction tax could halve number of derivatives transactions
Proposal for a transaction tax on futures and options could have a dramatic impact on Korea's derivatives market
Indian corporates turn to forex options
Increasing their options
Indian corporates head for forex options markets as rupee volatility continues
Indian firms move away from using forwards in a bid to grab upside benefits of future rupee appreciation
Rethinking client-money protection
Segregation games
Sponsored forum: Inflation
Growth in an era of austerity
Managing Solvency II's equity capital charge
The volatility challenge
CPSS-Iosco lifts cloud on forex options clearing
CCPs do not have to guarantee settlement, CPSS-Iosco rules - but issue could still have some way to run
Cutting Edge introduction: requiem for a probabilist
Requiem for a probabilist
Corporates fear move to platform trading for forex options
Despite being exempt from clearing and exchange trading requirements in the US and Europe, some corporate treasurers fear they might have little choice but to execute forex options on electronic platforms
Asian institutional investors take aggressive stance on volatility
Taking on the tail
Political crisis in Europe brings volatility back to forex options
Volatility returned to eurodollar last week, as forex traders priced further downside risk into euro options
Filling the gaps
Filling the gaps
FX Week Asia: Options clearing on hold, prime brokers confirm
Forex clearing will be restricted to non-deliverable forwards as US authorities discuss whether settlement risk can be properly managed for cleared forex options, according to speakers at the FX Week Asia conference in Singapore
Dealers tout dividends despite slide
The recent collapse in the value of dividends is a reminder of painful 2008 losses for dealers – but the industry says long positions will make money in any scenario short of catastrophe. Mark Pengelly reports
Q&A: Myron Scholes on LTCM, crisis lessons and the value of intermediation
Quants' golden age