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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SRP Greeks is a comprehensive platform for structured product analysis and risk management that offers daily sensitivities across...
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The JPMorgan Dynamic Blend Index and the Citi Dynamic Asset Selector 5 ER Index are both rules-based, volatility-controlled indices...
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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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Inverse autocallable barrier reverse convertibles are one example of inverse or bearish products that are designed to offer attractive...
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The previous articles in this Greek textbook series explored Delta, Gamma, Theta and Vega, each representing a different sensitivity...
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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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Due to its importance and diverse portfolio of brands (such as Peugeot, Citroen and Alfa Romeo), Stellantis continues to attract the...
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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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