Top quant explains why XVA desks need a neighbour and a reverend
Latest job news across the industry
JP Morgan executive wins plaudits for spearheading fix to flawed US tax rules
CCP failed to properly capture vega, strike and wing risk, expert report claims
Losses manageable now but if the Nikkei goes under 13,000, "there will be panic"
Dealers are left unable to hedge ELS positions as liquidity dries up in Korea’s warrant market
Analysts have been stunned by reports that Delta Air Lines is considering the purchase of an idled ConocoPhillips refinery on the US east coast. The unprecedented deal would provide Delta with an in-house source of jet fuel, but the problems inherent in…
Bank of America Merrill Lynch has done away with the global delta one strategy role that was due to be filled by leading ETF specialist Deborah Fuhr, formerly of Blackrock
Requiem for a probabilist
New algorithm is designed to automatically hedge gamma sensitivity of foreign exchange options
Structured Products Europe Awards 2010
Morgan Stanley has issued Jump Securities, a structured products based on the performance of a basket composed of the iShares MSCI Emerging Markets Index Fund and the Dow Jones Eurostoxx 50. Principal is not protected and the upside above the target…
The debt crisis in Greece has brought volatility to the eurozone and given global markets the jitters. For many private banking accounts the affair has further underlined the attractiveness of emerging markets, where budget deficits are often lower and…
Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month
Airlines with fleets of unencumbered aircraft are starting to use them instead of cash as collateral required for large margin calls in derivatives trades, such as fuel hedges.