20 results

The cliquet payoff

Many investors need long term solutions for capital growth or income with controlled risk. This is particularly true for investors...
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Hedging structured products

The hedging process is one of the most important aspects of creating structured products. One of the key differences between...
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A survey of Equity pricing models

Equity linked products remain dominant in most structured products markets around the world. This is because equities are considered...
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Value at risk - watching the tail

The risk management concept of Value-at-Risk (VaR) is a well-known and accepted framework which has importance in all aspects of...
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The importance of independent valuations

Structured products offer investors clearly stated target capital or income returns with a specified degree of capital protection,...
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Interplay between derivatives and structured products

Derivatives and structured products are very closely related and have overlapping uses and purposes within the world of financial...
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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...
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Understanding option Greeks: part 1

This article is the first of two pieces to look at the importance and role of “Greeks” in Structured Products and Derivatives. In this...
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The rise of Actively managed certificates

The investment world continues to offer new solutions driven by technological advances such as new platforms, increased competition...
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Autocalls: thanks for the memory

Investor demand for yield paying investments remains as high as ever with interest rates at near zero levels and equity markets in a...
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