A new dawn
Naive treatment of interaction between skew and correlation means writers of best-middle-worst options will face huge hedging losses, says top quant
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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Always leave them wanting more
Structured Products magazine presents: "Distributing and supporting structured products via a non-traditional channel." Robert Chamberlain - General Manager, Global Banking, BMW
International derivatives exchange Eurex plans to extend the terms of certain German and Swiss equity options.
Credit default swap levels for the European corporate sector are tightening again, according to London-based traders. In relatively light flows, the cost of protection for industrials, retailers and...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.