Colpiti e affondati
Nei primi mesi dell'anno gli operatori in derivati su azioni hanno dovuto far fronte a una difficile situazione sui mercati globali, caratterizzata da aumenti improvvisi della correlazione e della volatilità, oltre che da un crollo delle attese sui dividendi, che hanno decimato i portafogli esotici. Come hanno reagito gli operatori? Mark Pengelly
Nella prima metà del 2008, i ricavi dell'attività in derivati su azioni sono stati decimati dalle perdite. Nei primi mesi dell'anno il malessere che ha investito l'attività del credito, causato dalla perdite eccessive sul mercato americano dei subprime, si è diffuso sui principali mercati azionari. Le successive impennate della volatilità e della correlazione, unite a un crollo delle attese sui
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