Derivatives Theory and Practise
December 9, 2022
The industry practise is to build BRCs or autocallables on the worst of 3 assets. Rarely do we see worst of 2. But it is
The HSCEI Index (Hang Seng China Enterprise Index) is having a horrible start of 2022. The combination of the early regulatory crackdown, new lockdowns in
Thematic investing has been one of the greatest successes of the past years. It consists in picking a theme that is doomed to be disruptive
For investors looking for yield, autocallables on indices have been a blockbuster for years. The principle of the autocallable payout is simple: the investor gets
The VIX (for Volatility Index) is an index published by the Chicago Board of Exchange. Often called the “fear index“, it is used in newspapers
Spot dispersion or Palladium products have proven successful this year. The payoff is not totally straightforward and the risks associated with that product even less
Sharp declines in value across asset classes triggered by the Covid-19-related turmoil have had an impact on structured products. As financial engineering expert Eric Barthe discusses, widespread
I started my career at Goldman Sachs in London as an Equity Exotics Trader, trading Index exotics, single stock exotics and dispersion.