Quanto product
Rising rates lead to greater interest in structured products
Trading volumes ‘could increase fivefold’ as a result of short-term rates rise
Skewing quanto with simplicity
George Hong presents an analytical method for pricing quanto options
The Garch linear SDE: explicit formulas and the pricing of a quanto CDS
A new closed-form approximation is applied to quanto CDS pricing
South Africa structured product boom raises concerns
Issuance gallops ahead amid higher rates and weak rand, but some are wary
Structured product hedgers shun Eurex quanto futures
Maturities too short to hedge autocallable books, say dealers
Locking in returns using quanto structured products
Hedges required to lock in performance on constant currency terms impact product pricing
Latin America house of the year: BBVA
Bank has made the Latin America quanto structured products market its own
Rand volatility jolts South Africa's quanto stock futures market
Currency controls in South Africa limit the ability of domestic investors to build stakes in big overseas companies. Listed quanto futures are one way round that, but the users remain exposed to currency risk – so some banks are now pushing an options…
Cutting Edge introduction: Hedging dependence
Hedging dependence
Quanto adjustments in the presence of stochastic volatility
Quanto adjustments in the presence of stochastic volatility
Avatar Capital adds CCDS brokerage team
Broker-dealer hires former Icap credit hybrids team
Icap closing credit hybrids business
Closure of quanto and contingent CDS desk triggers departures
Americas house of the year
House of the year, Americas
Two ways to win
Two ways to win
Citi Eurostoxx 50 product courts currency risk
Currency risk included
Trade of the month: Non-domestic underlyings
When investors are seeking diversification that includes foreign currencies, there is a choice of methods for approaching currency risk
Hedging the hard way
Quanto options have stung dealers' equity derivatives books after the unexpected spikes in volatility and correlation that followed the Lehman Brothers collapse, while structured product issuers have been hit by plummeting dividend expectations and…