Equity Derivatives white papers

Found  42 white papers and resources

Below you will find equity derivative white papers, opinions and analysis reports which consider current issues, thinking and market conditions.

If a derivative is an instrument or security whose worth depends on the value of other underlying variables or financial instruments. Then an equity derivatives value is derived from the values of stocks or equity securities.

Display results per page

Company: Field Fisher Waterhouse LLP

Margin lending has given individuals and corporate borrowers the opportunity to finance investments with the use of asset backed portfolios. This white paper analyses the structure of margin lending and its various risks. VIEW SUMMARY

Category: Credit Risk | Published: 13 May 2013 | Type: White Paper

Rating: + 8

Company: Latham & Watkins LLP

This white paper reviews Law 282-FZ that was recently passed by the Russian State Duma. It introduces important amendments to key laws on the securities market, joint stock companies, banks and banking activity. VIEW SUMMARY

Category: Litigation | Published: 01 May 2013 | Type: White Paper

Company: Freshfields Bruckhaus Deringer

The infrastructure finance market transitioning. As the bank market for long-term finance continues to contract, market players are waiting to see how the new models develop. Under contention includes the mix of bond and bank finance, if projects are greenfield developments or debt refinancings. VIEW SUMMARY

Category: Structured Products | Published: 23 November 2012 | Type: White Paper

Rating: + 1

Company: Russell Investments

This white paper discusses the current state of European small-cap, mid-cap and SMID-cap indexing. It looks at how tracking errors can be reduced and correlations increased using a different choice of index. VIEW SUMMARY

Category: Structured Products | Published: 22 October 2012 | Type: White Paper

Rating: + 4

Company: Davide Avino

It is well known that the capital structure arbitrage strategy generated negative Sharpe ratios between 2005-2009. This white paper introduces four new alternative strategies that exploit the information provided by the time-varying price discovery of the equity and credit default swap markets. VIEW SUMMARY

Category: Credit Derivatives | Published: 03 October 2012 | Type: White Paper

Rating: + 2

Company: EDHEC-Risk Institute

The EDHEC-Risk North American Index Survey 2011 analyses the current uses of and opinions on stock, bond and equity volatility indices. The survey elicited responses from 139 North American investment professionals. VIEW SUMMARY

Category: Equity Derivatives | Published: 08 June 2012 | Type: White Paper

Company: EDHEC-Risk Institute

This research was produced as part of "The Benefits of Volatility Derivatives in Equity Portfolio Management" strategic research project at EDHEC-Risk Institute, in partnership with Eurex. VIEW SUMMARY

Category: Credit Derivatives | Published: 06 June 2012 | Type: White Paper

Rating: + 8

Company: EDHEC-Risk Institute

This research was produced as part of the "Core-Satellite and ETF Investment" research chair at EDHEC-Risk Institute, in partnership with Amundi ETF. VIEW SUMMARY

Category: Equity Derivatives | Published: 10 May 2012 | Type: White Paper

Company: Ito33

Local volatility was, for a long time, seen as being a universal panacea. However, cracks appeared and we have been forced to look elsewhere for a new framework. Philippe Henrotte, co-founder, partner and head of financial theory and research at Ito33, explores the alternatives. VIEW SUMMARY

Category: Equity Derivatives | Published: 04 April 2012 | Type: Article

Rating: + 4

Company: EDHEC-Risk Institute

This research was produced as part of the "Solvency II Benchmarks" research chair at EDHEC-Risk Institute, in partnership with Russell Investments. VIEW SUMMARY

Category: Equity Derivatives | Published: 24 February 2012 | Type: White Paper

Display results per page

As a member you receive free access to our constantly updated library of white papers, analyst reports, web casts and legal briefings.

  • Stay informed
  • Compare services
  • Save documents
  • Receive email alerts

As a member you receive free access to our constantly updated library of white papers, analyst reports, web casts and legal briefings.

Categories related to Equity Derivatives