Bond options
Zero-day hedging takes root in new asset classes
Option users move beyond equity indexes in search of cheaper, sharper hedging tools
Application of the Heath–Platen estimator in the Fong–Vasicek short rate model
In this paper, the authors construct a Heath-Platen-type Monte Carlo estimator that performs extraordinarily well compared with the crude Monte Carlo estimation.
Liquidity biggest worry for RWE Supply & Trading CRO
Regulation could "kill the markets by trying to make them safer", frets Uwe Schulz
Barcap offers investors access to emerging market currencies
Barcap offers investors access to emerging market currencies
House of the year
Structured Products Europe Awards 2010
Product performance
Product performance