Bond options
EU banks’ incremental risk charges soared in volatile H2
Charge for traded-bond default and downgrade risk hit 10-year high at BNP Paribas
Callable repack frenzy opens up new options market in Europe
Demand driven mainly by French life insurers looking for alternatives to low-yielding sovereign bonds
Application of the Heath–Platen estimator in the Fong–Vasicek short rate model
In this paper, the authors construct a Heath-Platen-type Monte Carlo estimator that performs extraordinarily well compared with the crude Monte Carlo estimation.
Liquidity biggest worry for RWE Supply & Trading CRO
Regulation could "kill the markets by trying to make them safer", frets Uwe Schulz
Barcap offers investors access to emerging market currencies
Barcap offers investors access to emerging market currencies
House of the year
Structured Products Europe Awards 2010
Product performance
Product performance