122 results

Going beyond individual products: Structured ETFs, funds and accounts

Individual structured products (known as notes or CDs in the US, plans and deposits in the UK and certificates in much of Europe)...
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Understanding Greeks: step by step - Theta

Theta is one of the most critical concepts in option and structured product pricing, representing the rate at which an option's value...
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Understanding Greeks: step by step - Vega

The previous articles in this Greek textbook series looked at Delta and Gamma, which are the first and second order sensitivities of...
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Understanding Greeks: step by step - Gamma

The first article in this series examined Delta, which measures the sensitivity of an option or structured product’s price to the...
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Understanding Greeks: step by step - Delta

The role of “Greeks” (or “sensitivities”) derivatives and structured products is very important. Greeks go hand in hand with option...
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Structured product distribution

Structured product distribution patterns vary significantly in different markets around the world. There are many reasons for...
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Exploring structuring with the Product Lab

At the 2024 SRP Americas Conference, a new session format was introduced. Titled “Product Lab”, the panel featured contributions from...
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In search of value for money

Value for money testing as part of investor protection has become a central focus for regulators in recent years.

In...
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Greeks aggregation

In the previous article, we considered the definition and calculation of sensitivities, or “Greeks”, for individual structured...
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Understanding Greeks

The role of “Greeks” in Structured Products and Derivatives is very important. The terminology of the Greeks was first adopted after...
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