Equity derivatives
Dispersion tactics
Many dealers were badly hurt by short single-stock variance positions at the end of 2008. Despite this, a number of banks have reopened dispersion desks this year to tap into renewed investor interest...
Many dealers were badly hurt by short single-stock variance positions at the end of 2008. Despite this, a number of banks have reopened dispersion desks this year to tap into renewed investor interest...
LSE officials say they plan to create and list new derivative products, as well as challenge market share in existing contracts on other exchanges
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More Equity derivatives articles
Daiwa moves for Korea derivatives licence and reaffirms Asia expansion...
Daiwa Capital Markets finalised its purchase of the Asian equity derivatives and global convertible business of KBC today, and reaffirmed its Asian expansion drive with a bid to secure licences in South Korea
Equity correlation and volatility move out of sync
Correlation in the equity markets has traditionally moved in tandem with volatility, but since June the relationship between the two has broken down. What has caused the rupture and how have investors been affected? Peter Madigan reports
Barclays Capital’s VXX is bleeding volatility, analysts claim
An upwardly sloping term structure of volatility is dragging on the performance of the popular exchange-traded note.
Morgan Stanley adds SG’s Mehrez to EQD team
Morgan Stanley has continued its recent spate of equity derivatives hires and appointed Selim Mehrez as global head of financial engineering.
Correlations in asynchronous markets
Lorenzo Bergomi addresses the issue of pricing multi-asset options in the context of asynchronous markets. Using the criterion that the carry profit and loss (P&L) vanishes, he derives the expression of the correlation estimator for the asynchronous case....
Global OTC derivatives widely dispersed, Isda survey finds
Five largest US-based dealers hold 37% of total notional, trade association says
Boyle leaves equity derivatives team at Citadel
James Boyle leaves co-head of equity derivatives position at Citadel, to be replaced by Brad Kurtzman
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