Call options
Managing option-trading risk when mental accounting influences prices
This paper explores the implications for risk management of mental accounting of a call option with its underlying.
How autocallable structured products came to dominate the retail market
Products still seen as easier sell than issuer-callables
A new framework for assessing product complexity
A model of complexity
Covered call ETFs bridging the gap between ETFs and structured strategies
Exchange-traded funds that buy call options on the underlying stocks are attracting big inflows in North America
Luxury goods stocks continue to sparkle in Switzerland
Deutsche Bank says the luxury goods sector is especially promising in the current financial climate, while Bank Vontobel in Switzerland has launched its fifth structured product based on a basket of luxury and fashion goods
Credit Suisse offers a knock-in with a low barrier
Prepared for knock-ins
Walker Crips tempts UK investors with commodities exposure
Commodity opportunities
US structurer of the year
US structurer of the year
Variety is the spice of life for La Caixa
Pick ‘n’ mixto
Product performance
Product performance
Kempen's property sector play
Access to property
Americas House of the Year
Structured Products Americas Awards 2010
The callable countdown
JP Morgan has launched a callable countdown constant maturity swap range-accrual certificate of deposit that pays a coupon dependent on the proportion of days the CMS rate is within a 0-6.25% range. The tenor is 15 years and the product benefits from…
Product performance
We compare principal-protected, accelerated growth and reverse convertible products with May 2009 strike dates
Asian basket spreads and other exotic averaging options
Giuseppe Castellacci and Michael Siclari of OpenLink introduce a class of exotic options that simultaneously generalises both Asian and basket options. They develop approximate analytic models for real-time pricing of complex instruments that average…
Rates of skew
Interest rate models