Volatility was at the heart of the conversation at the Structured Products Europe conference in Frankfurt on November 21. Though whether volatility-based structured products will ever be sold in large...
The potential for another systemic meltdown is a clear and present danger given the precarious state of eurozone public finances plus global debt and credit imbalances. But Asian investors are not rushing...
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
More Volatility articles
Volatility returned to eurodollar last week, as forex traders priced further downside risk into euro options
The index business used to be very straightforward and dominated by a relatively small number of third-party providers. Those well-known index creators provided benchmark indices, and some taste of exotica, and sometimes delved into a little light calculation...
Morgan Stanley quant tells Risk's annual European quantitative finance event that modelling assumptions should be considered in light of calibration needs - even if this leads to discrepancies
Volatility and anticipated quantitative easing have left commodity players struggling to make sense of the markets. Frederic Hervouet, head of commodity derivatives for Asia at BNP Paribas in Singapore, sheds light on what we can expect from Asian commodity...
Delegates at FX Invest conference in Dubai discuss Japanese intervention, the value of emerging market currencies and their outlook on volatility
For most investors and advisers, structured products are about risk control, which explains the appeal of capital-protected notes and super-tracker products. Reverse convertibles, by contrast, are an aggressive, high-yield product that includes significant...
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.
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014