25 results

Inflation and structured products

Inflationary pressures dominated the world economy in the 1970s. This was caused primarily by the sudden rise in oil prices and global...
More

Barriers in structured products

The use of barriers in structured products is very common and has been established as the main way of reducing risk. Barriers can be...
More

The Evergrande story

The Chinese property development company Evergrande has been frequently in the financial press during most of 2021. Since it is also...
More

Market neutral strategies

Within the funds world there are many interesting strategies that are used by managers to provide diversification or outperformance...
More

Facing fear with the VIX

The VIX index is a measure of implied volatility of the S&P-500 index. It was first created in 1993 and uses liquid exchange...
More

Unpicking ESMA's market analysis

In April 2021 the European Securities and Markets Authority (ESMA) published its annual statistical report on the performance and...
More

MPT: going non linear

The importance of diversification in portfolio construction has been well known for many decades and was first formulated in the...
More

MPT: searching for the efficient frontier

Regularly monitoring how a portfolio is performing is how advisers and investors help ensure that the best long-term outcomes are...
More

Dual currency deposits

The Dual Currency deposit is one of the most popular payoffs within Foreign Exchange (FX) linked structured products around the world....
More

Understanding option Greeks: part 2

We conclude here our comprehensive survey on how “Greeks” affect Structured Products and Derivatives pricing and hedging. In the first...
More