120 results

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

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...
More

Riding the Gamestop rollercoaster

Just when experienced traders and investors think they have seen everything, something unexpected always comes along. Stockmarket...
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

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...
More

The rise of Actively managed certificates

The investment world continues to offer new solutions driven by technological advances such as new platforms, increased competition...
More

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...
More

US Index linked annuities

The American retirement market remains one of the biggest investment sectors in the world. This is not surprising given the size of...
More