The Consumer Composite Investments (CCI) regime is the UK's coming replacement for the European Union PRIIPs (Packaged Retail and...
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The Autocall is the most ubiquitous product type and has achieved huge popularity across all structured products markets...
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In this article, we will continue the exploration of different Greeks and examine the interesting second-order Greek known as “Charm”....
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Analysing the role of individual Greeks in derivatives and structured products is important. In this article, we continue our...
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Individual structured products (known as notes or CDs in the US, plans and deposits in the UK and certificates in much of Europe)...
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Theta is one of the most critical concepts in option and structured product pricing, representing the rate at which an option's value...
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The previous articles in this Greek textbook series looked at Delta and Gamma, which are the first and second order sensitivities of...
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The first article in this series examined Delta, which measures the sensitivity of an option or structured product’s price to the...
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The role of “Greeks” (or “sensitivities”) derivatives and structured products is very important. Greeks go hand in hand with option...
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