Banks and investors were hammered on short single-stock variance positions during the crisis, causing many dealers to pull back from the variance swap market altogether. Instead, some have been pushing...
Some bankers say hedge funds are behind the dramatic fall in dividends on May 7
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Equity derivatives articles
Renaissance Capital, the Moscow-based emerging markets investment bank, has appointed hedge fund manager Christopher Carter to the new post of global head of equity derivatives, equity finance, convertibles and delta one. Carter will be responsible...
Implementing models with stochastic as well as deterministic local volatility can be challenging. Here, Jesper Andreasen and Brian Huge describe an expansion approach for such models that avoids the high-dimensional partial differential equations usually...
Investors in Chinese stocks have been given more flexibility, with the launch of the country's first stock futures and a rule-change allowing short-selling of cash shares.
Short selling has long been viewed by politicians and some regulators with suspicion. Considered by many to be the root cause of any devastating sell-off, there is a long history of the practice being curtailed or banned altogether in some jurisdictions....
The US Securities and Exchange Commission revealed a revised uptick rule in February, eliminating a key exemption for options market-makers. But some participants say these new rules will impede liquidity and price efficiency in US options markets. Peter...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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