Arbitrage
Full implications for CMS convexity
Full implications for CMS convexity
Disenchantment with equities boosts attractions of forex
Tapping the power of forex
Spread options, Farkas's lemma and linear programming
Spread options, Farkas's lemma and linear programming
Spread options, Farkas's lemma and linear programming
Spread options, Farkas's lemma and linear programming
OTC flash crash: Dealers consider risks of HFT invasion
The fixed-income flash crash
Spread options, Farkas's lemma and linear programming
Spread options, Farkas's lemma and linear programming
GLG Market Neutral Fund: GLG Partners
Eleventh European Performance Awards 2011
Aviva Investors Index Opportunities Fund: Aviva Investors Global Services
Eleventh European Performance Awards 2011
CQS Convertible and Quantitative Strategies Fund: CQS
Eleventh European Performance Awards 2011
Structura – Equity Style Arbitrage I(C): Amundi
Eleventh European Performance Awards 2011
New central securities company to facilitate short selling in China
One of China's leading securities houses sees a bright future for domestic investment banks developing hedge fund-like trading businesses, once securities short-selling is further liberalised on the mainland through the establishment of a central…
US structurer of the year
US structurer of the year
Simplistic nature of Solvency II standard formula gives regulatory arbitrage potential
As the industry calls for less complexity in Solvency II, some are arguing the directive is already dangerously simplistic
Volatility interpolation
Volatility interpolation
EU plans to standardise sanctions welcomed, but 'impractical'
EU plans to standardise sanctions welcomed, but 'impractical'
Asian regulators ease cross-border depository receipt rules
Cross-border listings through fungible depository receipts is seen as one way for corporates to diversify funding sources and promote investor interest by exploiting equity arbitrage opportunities
GAM Trading II: GAM
Ninth European Fund of Hedge Funds Awards 2010
Generali Hedge Fund Sicav Arbitrage Opportunities A: Thalia
Ninth European Fund of Hedge Funds Awards 2010
Carbon trading to rival crude markets: CCX head
Carbon trading set to become the biggest commodity market in the world
CQS Convertible and Quantitative Strategies Feeder Fund: CQS
Tenth European Performance Awards 2010
The IKOS Hedge Fund: IKOS
Tenth European Performance Awards 2010
CQS Asia Feeder Fund: CQS (UK)
Tenth European Performance Awards 2010
Individual names in top-down CDO pricing models
The Gaussian copula collapsed as a means of pricing collateralised debt obligations in the crisis of 2008, as to match prices and deltas nonsensical correlation parameters were required. By adapting the traditional framework to cater for more general…