The Autocall is the most ubiquitous product type and has achieved huge popularity across all structured products markets...
More

This article explains how using backtested data sets can be useful to provide extra insight. For traders evaluating investment...
More

Products linked to strategy and custom indices have long been a niche but important part of the retail structured products market....
More

In this article, we will continue the exploration of different Greeks and examine the interesting second-order Greek known as “Charm”....
More

SRP Greeks is a comprehensive platform for structured product analysis and risk management that offers daily sensitivities across...
More

The JPMorgan Dynamic Blend Index and the Citi Dynamic Asset Selector 5 ER Index are both rules-based, volatility-controlled indices...
More

Analysing the role of individual Greeks in derivatives and structured products is important. In this article, we continue our...
More

Inverse autocallable barrier reverse convertibles are one example of inverse or bearish products that are designed to offer attractive...
More

The previous articles in this Greek textbook series explored Delta, Gamma, Theta and Vega, each representing a different sensitivity...
More

Individual structured products (known as notes or CDs in the US, plans and deposits in the UK and certificates in much of Europe)...
More