Financial derivatives, Exotic options and Structured products

StructuredProducts.net is a website about financial derivatives and structured products. The idea is not to provide an extensive list of payoff descriptions but rather to explore how those products work, how they are hedged, what makes them expensive or cheap , and how they can also impact other markets. Although they are widely used for a wide range of purposes, exotic derivatives and structured products are not understood enough, even by professionals. I hope this website will contribute in filling the knowledge gap.

Last articles

๐—˜๐—ค๐—จ๐—œ๐—ง๐—ฌ ๐—˜๐—ซ๐—ข๐—ง๐—œ๐—– ๐—ฅ๐—œ๐—ฆ๐—ž๐—ฆ ๐—ฆ๐—˜๐—ฅ๐—œ๐—˜๐—ฆ: ๐—–๐—ข๐—ฉ๐—”๐—ฅ๐—œ๐—”๐—ก๐—–๐—˜

๐—˜๐—ค๐—จ๐—œ๐—ง๐—ฌ ๐—˜๐—ซ๐—ข๐—ง๐—œ๐—– ๐—ฅ๐—œ๐—ฆ๐—ž๐—ฆ ๐—ฆ๐—˜๐—ฅ๐—œ๐—˜๐—ฆ: ๐—–๐—ข๐—ฉ๐—”๐—ฅ๐—œ๐—”๐—ก๐—–๐—˜

The life of an exotic trader often involves selling cheap calls and buying expensive puts. A strategy to make the put more expensive and the call cheaper is to write options not on a single equity,...

๐—˜๐—ค๐—จ๐—œ๐—ง๐—ฌ ๐—˜๐—ซ๐—ข๐—ง๐—œ๐—– ๐—ฅ๐—œ๐—ฆ๐—ž๐—ฆ ๐—ฆ๐—˜๐—ฅ๐—œ๐—˜๐—ฆ: ๐——๐—œ๐—ฉ๐—œ๐——๐—˜๐—ก๐——๐—ฆ

๐—˜๐—ค๐—จ๐—œ๐—ง๐—ฌ ๐—˜๐—ซ๐—ข๐—ง๐—œ๐—– ๐—ฅ๐—œ๐—ฆ๐—ž๐—ฆ ๐—ฆ๐—˜๐—ฅ๐—œ๐—˜๐—ฆ: ๐——๐—œ๐—ฉ๐—œ๐——๐—˜๐—ก๐——๐—ฆ

As almost every structured product issued globally is bullish, the flow from retail investors is essentially "long forward." This results in banks becoming short forward and consequently long...

Other Articles

US Presidential Election, VIX and OPTION MARKET

ย On Monday, October 7, the ๐—ฉ๐—œ๐—ซ ๐—ท๐˜‚๐—บ๐—ฝ๐—ฒ๐—ฑ ๐—ฏ๐˜† ๐Ÿฏ ๐—ฝ๐—ผ๐—ถ๐—ป๐˜๐˜€, seemingly without cause. However, the reason is purely 'technical':...

ATTENTION: NEGATIVE SKEW ON HANG SENG INDEX

The rush into Chinese equities has propelled the ๐—›๐—ฎ๐—ป๐—ด ๐—ฆ๐—ฒ๐—ป๐—ด ๐—œ๐—ป๐—ฑ๐—ฒ๐˜… ๐—ฏ๐˜† +๐Ÿฏ๐Ÿฑ% over the last month! ๐—ง๐—ต๐—ฎ๐˜ ๐—ฟ๐˜‚๐˜€๐—ต ๐—บ๐—ฎ๐—ป๐—ถ๐—ณ๐—ฒ๐˜€๐˜๐˜€...

about me

Eric Barthe

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Experience

years of experience in the field of derivatives and structured products.