Equity correlation – explaining the investment opportunity

Sponsored Statement

One of the most talked-about metrics in the world of equity derivatives currently is correlation. While the basic intuition behind the metric is quite straightforward, correlation risks and exposures can be significant. Indeed, dealers have focused much time and effort into managing correlation risk. Moreover, many of these efforts have been aimed at isolating this risk to make it more efficient to trade.

Pdf - Equity correlation – explaining the investment opportunity (PDF, 832KB)

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