Structured products
Follow the bear
Merrill Lynch has launched an 18-month bear market review note linked to the Dow Jones US Real Estate Index offering a premium of 14.8% and a potential early return as well as a known underlying
Hoax hedges
Currency derivatives
Too hot to handle?
Special Report - Hedge funds
Taiwan clamps down on overseas investment
Markets watchdog concerned about exposure to US government agencies
Riding out the turmoil
Special Report - Volatility
Mastering mismatches
Insurance
South Korea moves to shore up fragile banking sector
Government drive to guarantee $100bn of bank debt and $30bn swap facility set up
A brave new world
Structured Products Asia 2008
Aging tigers
Pensions
Catching the wave
Special Report - Volatility products
Ripe for overwriting
Special Report - Options
South Korean banks set up database to curb use of currency derivatives
New financial services law to enhance investor protection
Remodelling required?
Economic capital
Oiling the wheels
Profile
HK SFC puts structured product approvals under the microscope
Regulator conducts review of sales practices after minibond fiasco
Weathering the storm
Risk Australia 2008
Parameter estimation with k-means clustering
Ever since the pioneering work of Cox, Ross & Rubinstein (1979), tree models have been popular as an asset pricing method. However, statistical estimation of the parameters of tree models has been less studied. In this article, Kiseop Lee and Mingxin Xu…
Hedging in a spin
Editor's letter
Isda applauds $25 trillion reductions in CDS notionals
Daily news headlines
Cuomo demands remuneration details from nine US Tarp banks
Daily news headlines
Demand for FX-linked structured products slows
Appetite for FX-linked structured products has waned over the past two months as investors have sought to unwind existing products, particularly structures based on carry trades. Meanwhile today’s decision by the Bank of Japan to cut interest rates from…