Equity derivatives house of the year: Bank of America Merrill Lynch
Risk Awards 2017: Innovation helped bank get closer to originate-to-distribute model Bank of America Merrill Lynch (BAML) has been part of the chasing pack in
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Equity Autocalls and Vanna Negative Carries: Pricing and Hedging with a Simple Add-On
10 Pages Posted: 30 May 2019Gregory SalonQuantik Trading ConsultingDate Written: May 5, 2019 Abstract Autocall products: a toxic best-seller. Over the past twenty years, the
Autocalls hit peak vega, where hedging costs mount
Eurostoxx and Nikkei losses flip structured product dealers into painful short vol territory Jitters are growing among structured product issuers as the stock indexes underlying
Equity derivatives house of the year: Bank of America
Risk Awards 2020: Focus on risk spurred invention and made space for $2 billion Natixis deal Bouts of intense volatility in 2018 left dealers and
Derivatives Are Replacing Bonds as Some Fund Managers’ New Hedge
Derivatives helped trigger some of the most disastrous episodes in the history of finance. Now risk-averse institutional investors are increasingly turning to them for protection
Changing formulas: Why the 60-40 stock-bond split is likely outdated
The 60-40 stock-to-bond ratio is quickly falling out of favor. The old-line investment strategy’s appeal has worn off as investors turn to new areas of
