Zero-coupon bonds
Analytic risk-free rates option pricing with smile and skew
An arbitrage-free short-rate model for backward-looking compounded rates is presented
Asia’s private wealth giants shift gears to market-neutral
With interest rates low, structured product investors bypass capital-protected products for market-neutral strategies
Looking forward to backward‑looking rates
Interbank offered rates are critical in the world of contracts and derivatives, acting as reference rates in millions of financial contracts and with a total market exposure in the hundreds of trillions of dollars. Bloomberg explores why offering…
Asia investors eye fund-linked structures amid US rate rises
Principal-protected fund-linked products on the rise as fixed-income investors seek safety
The credit market – Still many opportunities
Sponsored video: Societe Generale
Taiwan insurers turn to foreign bonds after rule change
Relaxation of foreign asset classification drives increase in demand
Cooking with collateral
Cooking with collateral
Trade of the month: the impact of RDR on structured products
Trade of the month: the impact of RDR on structured products
Trade of the month: reverse convertibles
Trade of the month: reverse convertibles
Raffeisen Centrobank offers low-barrier reverse convertible
Low barrier to entry
General short-rate analytics
Alexandre Antonov and Michael Spector present an analytical approximation of zero-coupon bonds and swaption prices for general short-rate models. The approximation is based on regular and singular expansions with respect to low volatility and contains a…
Credit Suisse offers a knock-in with a low barrier
Prepared for knock-ins
Walker Crips tempts UK investors with commodities exposure
Commodity opportunities
General short-rate analytics
General short-rate analytics
Trade of the month: Counterparty risk
Trade of the month: Counterparty risk
FVC custom indexes
FVC custom indexes
Product performance
Product performance