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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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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In February 2019, a year before COVID-19, in a relatively stable low-interest rate environment IDAD launched their first Callable...
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In 2023 and 2024 the European Union launched its Retail Investment Strategy (RIS) and Value for Money (VfM) requirements. Building on...
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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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The Structured Edge service offers coverage of both active and matured products. This platform powered by FVC gives significant...
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The role of “Greeks” (or “sensitivities”) derivatives and structured products is very important. Greeks go hand in hand with option...
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Credit-linked structured products offer investors the opportunity to pursue significantly higher yields compared to the risk-free rate...
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Structured product distribution patterns vary significantly in different markets around the world. There are many reasons for...
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Most equity structured products are linked to indices, often using well-known benchmarks such as the S&P-500, Eurostoxx-50 or...
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