New products, new buyers

Equity derivatives

0804-equity-taieb-gif

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net 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 Risk.net? 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 Risk.net 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: