S&P 500
How Asia’s structured products dodged equities sell-off
Dealers deserve praise for improved structures, greater diversification and better risk transfer
Old dispersion product signals new vol regime
Return of pre-crisis, ‘theta-flat’ trades an early sign of shifting volatility expectations
Volatility trap: how gamma roused a market monster
Rates market is exposed to some of the same factors that caused equity volatility to explode in February
Market mayhem hurts relative-value vol trades
Losses estimated at close to $500 million as US index volatility spikes
History suggests stock market crash not imminent – Goetzmann
Stock market bubbles have seldom burst, says Yale economist
The bald truth about collateral haircut modelling
HSBC’s Wujiang Lou says parametric modelling of haircuts has many advantages over historical VAR
Deal of the year: Credit Suisse
Addition of knock-outs to corridor variance swaps keeps investors happy and helps with risk recycling
Volatility traders wrestle with digital risk of Brexit
Skew on major indexes leaps after market wakes up to risks of UK's referendum
Where the smart money is
Sponsored Q&A: Jane Street, Societe Generale CIB, WisdomTree Europe
Smart beta evolves
Commanding the ground between active and passive strategies, smart beta looks set for expansion
Totally skewed: US annuity hedges magnify S&P volatility
Dealer hedging of popular retirement products affecting index greeks, say traders
When it comes to correlation, cleaning is a chore that pays
Recent trends in research may help firms obtain reliable correlations from limited data
FVC retrospective: RBS income product delivers on rising US market
Investors get 8% coupon as underlying index maintains year-on-year growth
FVC review: HSBC offers exposure to S&P 500 smart beta strategy
Product aims to improve on PowerShares S&P 500 Low Volatility Portfolio ETF using risk reduction
Proportion of smaller hedge funds in industry drops off
Data also shows decreased tendency for funds worth less than $250m to outperform
China derivatives market growth lags economic development
While GDP growth has been spectacular, derivatives growth is muted
Narrow range of index products stifles investor choice
Lack of liquid options on European mid-cap benchmarks leaves investors stuck with the blue chips
FVC review: Meteor’s triple index play
Income plan offers potential coupons of over 40% on FTSE 100, S&P 500 and Euro Stoxx 50
US straddle structure offers dual-directional returns
Morgan Stanley offers returns on the rise and the fall of the S&P 500
S&P launches low-volatility index for structured products
Underlyings' liquidity aids issuers in pricing and hedging
Ireland on a high in Russell Developed Europe Index
Sub-index up 26.6% since start of the year, followed by Norway
Nasdaq and Exceed partner for structured products index
Three indexes offer liquidity and varying levels of protection
Listed single-manager hedge fund performance offers solace
Managers with requisite scale have beaten S&P 500 since 2007
West Coast boutique crafts custom structured products
Denver RIA became engrossed in world of derivatives following financial crisis