New products, new buyers

Risk magazine
01 Aug 2004

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Beyond traditional dispersion

Traditional dispersion trades, while still popular, have significant drawbacks, according to Sofiène Haj-Taieb (right) of Société Générale. Combining dispersion trading with a position on smile could be the way forward

IN THE EQUITY DERIVATIVES WORLD , correlation has proved an increasingly popular strategy over the past few years. While there are several ways to trade this strategy, the most widely used is index dispersion trades. Recently, new approaches to this

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]