equity derivatives
Huge warrant sale has muted impact on vol
The US Treasury auctioned off $1.542 billion of warrants referencing Bank of America’s common stock on March 3. While it is the largest sale of long-dated warrants held under the Troubled Asset Relief Program (Tarp) to date, the impact on options markets was limited, dealers say. The auction...
Daiwa appoints head of structuring for Asia
Japanese investment bank Daiwa Capital Markets has appointed Edouard Hoepffner as head of structuring for Asia excluding Japan, a newly created position. Hoepffner, who will be based in Hong Kong, will...
Exotic equity options trading matches vanilla, says SuperDerivatives
Trading volumes of exotic and vanilla equity options remained highly correlated related in 2009, according to derivatives pricing provider SuperDerivatives. Throughout the first half of last year...
Structured Products Americas awards 2010
The interviews for the fifth annual Structured Products Americas awards will begin on Monday, March 8. Completed entries (see below for how to apply) must reach the editorial team by Friday, March 5...
Di Stasi joins UBS as head of corporate equity derivatives
Salvatore di Stasi has joined UBS as global head of corporate equity derivatives, a new position. Di Stasi was formerly at Goldman Sachs, where he was a partner managing director in the US bank's European...
Alvise Munari joins Morgan Stanley to head equity derivatives
Alvise Munari has joined Morgan Stanley as global head of equity derivatives sales and financial engineering. Munari was formerly at Bank of America Merrill Lynch where he was a managing director in...
Equity derivatives house of the year - Société Générale
The fourth quarter of 2008 will be remembered as one of the trickiest periods ever for equity derivatives dealers. Following the collapse of Lehman Brothers in September that year, global equity markets...
Putting the smile back on the face of derivatives
Cross-asset quadratic Gaussian models have been limited in the scale of their implementation by the difficulty in ensuring the correct drift conditions to omit arbitrage. Here, Paul McCloud shows how...
Low implied vols could hit JP Morgan warrant sale
Low levels of volatility implied by a Treasury auction of Capital One warrants last week could indicate a lower than expected price for JP Morgan’s warrants, say market observers. An auction...
The index artists
The past 12 months have posed a new set of challenges for the indexing and exchange-traded fund markets. But as delegates to the Art of Indexing Summit USA in New York heard on October 28, providers...
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