The dividend divide

Cover story

Whether a company pays a dividend is one crucial factor in the performance of derivatives-based structured investment products linked to the stock. But there’s little consensus on how to model this so-called dividend risk. Dividends are typically labelled a ‘second-tier’ parameter (a causally weaker independent variable) in classical options theory. But most leading structured products houses now believe dividends modelling often outweighs correlation and volatility modelling as the most

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here