A budding player in the exchange-traded fund field, Garrett Asset Management in the US aims to bring innovation and flexibility to investors. Founder Elliot Noma speaks to Sarah Nowakowska about Finra-friendly...
Education emerged once more as the most vital ingredient for the successful development of the market, according to the majority of speakers at the Structured Products Americas conference. Equal attention...
More Volatility articles
Since the pioneering work of Dupire, the local volatility function can be derived from the implied volatility surface. Calculating implied volatilities from local volatilities is classically done by numerically solving the forward equation for call prices....
Barclays Capital has launched a volatility-based product in Europe that complies with Ucits III requirements and offers a way to buy and hold the burgeoning asset class
There is still good value in owning volatility as a risk management tool, either as an overlay to a long equity portfolio or to replace long equity exposure with the upside strategies, says Deutsche Bank strategist
The indexes are designed to allow investors to benefit from significant outperformance in equity markets while hedging their portfolios in times of market uncertainties
Commodity consumers are under pressure from rising prices and market volatility, leading some to question the affordability of margin-based hedging programmes. Cash-rich participants appear able to absorb these expenses with little discomfort but smaller...
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.
Topics of interest
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Singapore, 22nd - 23rd Jul 2014
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014