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.

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Credit products – alternatives for the private investor

Company: UniCredit

After the cut in the prime lending rate to 1.25% by the European Central Bank, and with the inflation rate in Germany at 2.4% in November 2011, real returns are clearly negative. Consequently, investors are searching for products that are less affected by capital market fluctuations, but still VIEW SUMMARY

Category: Structured Products | Published: 07 December 2011 | Type: Article

Rating: + 1

Hybrids: Diversifying by unifying

Company: Royal Bank of Scotland (RBS)

Volatility is emerging as the norm for markets as analysts debate the interdependence of emerging markets and developed economies. Investors and risk managers who can gauge correlation between multiple asset classes correctly and unify them through hybrid products will find they are best prepared to VIEW SUMMARY

Category: Structured Products | Published: 18 November 2011 | Type: Article

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Potential impact of Solvency II on equity derivatives markets

Company: Royal Bank of Scotland (RBS)

Solvency II is a major regulatory theme for financial markets through 2011 and beyond. It will not only have an impact on insurance companies, but may also have wider repercussions across financial markets. VIEW SUMMARY

Royal Bank of Scotland (RBS)

Category: Equity Derivatives | Published: 03 October 2011 | Type: Article

Rating: + 4

Regulatory reform – The shape of things to come

Company: BNY Mellon

The Bank of New York Mellon (BNY Mellon) is currently the only financial institution in the US with a triple A rating from Moody’s. With the firm’s representatives actively engaged in industry and public policy forums, as well as advising regulators, its derivatives and risk expertise is exemplary. VIEW SUMMARY

Category: Compliance | Published: 03 February 2011 | Type: Article

Rating: + 2

Shipping freight derivatives - theory and practice

Company: Risk Books

As an inherently volatile industry, shipping is characterised by a high risk-high return profile, making its rates and prices difficult to forecast, and as a consequence business projects less accurately budgeted. The identification and management of any such business risks is imperative. VIEW SUMMARY

Category: Commodity Derivatives | Published: 01 February 2011 | Type: White Paper

Rating: + 2

Yield enhancement on Asian equity indexes through call overwriting

Company: Royal Bank of Scotland (RBS)

Call overwriting (selling calls against stocks one holds) can both increase returns and lower risk, and is a common investment strategy in the US, Europe and Australia. RBS provides evidence why investors should also seriously consider covered call strategies on Asian equity indexes. VIEW SUMMARY

Category: Equity Derivatives | Published: 29 January 2011 | Type: Article

Using options to improve portfolio risk/returns

Company: Royal Bank of Scotland (RBS)

How can investors use options to improve the overall risk/return of a portfolio? Knowing that implied volatility has empirically exceeded realised levels, how do they choose between various yield-enhancement and risk-reduction strategies? Our analysis shows that systematic call overwriting is VIEW SUMMARY

Category: Equity Derivatives | Published: 13 October 2010 | Type: Article

The problems with generally used interpolation spaces

Company: Murex

In a world increasingly focused on effective enterprise-level risk management, there are notable discrepancies in volatility management techniques. Murex proposes a cross-asset interpolation space with potentially significant risk management impacts. VIEW SUMMARY

Category: Equity Derivatives | Published: 30 April 2010 | Type: Article

Rating: + 1

Recovery Positions

Company: ICAP

Russia was hit hard by the financial crisis, but market participants say there is plenty to be optimistic about in 2010. At a roundtable discussion in December, industry experts discussed Russia’s economy, the development of market infrastructure and the growth of the derivatives sector. VIEW SUMMARY

Category: Credit Derivatives | Published: 13 January 2010 | Type: Article

The implied volatility surface in the presence of dividends

Company: Standard Bank

Standard Bank quantitative analyst Roelof Sheppard shows how absolute and proportional dividend payments give rise to arbitrage constraints on the implied volatility surface. VIEW SUMMARY

Category: Equity Derivatives | Published: 05 October 2009 | Type: Article

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