Arbitrage
China looks to offshore ETFs
Original headline:
Source: Structured Products
China’s vast pool of domestic savings has so far been invested internally, but the launch of exchange-traded funds linked to international shares could be a sign that this is about to change. Justin...
Original headline:
Source: Structured Products
As investors shy away from equities, the creators of structured products are trying to replicate exposure to different markets using foreign exchange and attract a wider pool of investors who want to invest...
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More Arbitrage articles
Spread options, Farkas's lemma and linear programming
Original headline:
Source: Asia Risk
Vladimir Piterbarg derives necessary and sufficient conditions for the existence of a joint distribution consistent with given marginals and the distribution of the spread in terms of no-arbitrage conditions among certain payouts. He also proposes a generic...
Spread options, Farkas's lemma and linear programming
Original headline:
Source: Life & Pension Risk
Vladimir Piterbarg derives necessary and sufficient conditions for the existence of a joint distribution consistent with given marginals and the distribution of the spread in terms of no-arbitrage conditions among certain payouts. He also proposes a generic...
OTC flash crash: Dealers consider risks of HFT invasion
Original headline:
Source: Risk magazine
Regulators want over-the-counter markets to be traded more like equities and futures, which could mean opening the door to high-frequency trading, more volatility – and the threat of a rates flash crash. By Laurie Carver
Spread options, Farkas's lemma and linear programming
Original headline:
Source: Risk magazine
Vladimir Piterbarg derives necessary and sufficient conditions for the existence of a joint distribution consistent with given marginals and the distribution of the spread in terms of no-arbitrage conditions among certain payouts. He also proposes a generic...
New central securities company to facilitate short selling in China
Published online only
Source: Asia Risk
One of China's leading securities houses sees a bright future for domestic investment banks developing hedge fund-like trading businesses, once securities short-selling is further liberalised on the mainland through the establishment of a central securities...
US structurer of the year
Original headline:
Source: Structured Products
Credit Suisse
Simplistic nature of Solvency II standard formula gives regulatory arbitrage...
Published online only
Source: Life & Pension Risk
As the industry calls for less complexity in Solvency II, some are arguing the directive is already dangerously simplistic
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