Inflation trading - e.g. Morgan Stanley's inflation-linked bond issue for Republic of Italy. You need to understand the concept of "breakeven inflation" to understand how to price these products. There was a very interesting article in Risk magazine in 2003 describing the "derivatives tail wagging the cash market dog".
Hybrids trading - derivatives formed from two or more asset classes e.g. equity and commodity, or equity and interest rate.
Climate Exchange facilitates trading in environmental financial instruments.
Showing posts with label derivatives. Show all posts
Showing posts with label derivatives. Show all posts
Tuesday, 21 July 2009
Monday, 4 August 2008
Online Volatility Management from Imagine
August 2008 - Piper Jaffray signs up to Imagine's derivatives ASP web service providing "real-time portfolio and risk management solutions". NY head trader (options desk) Greg Hurley's fave feature is the monitoring of real-time greeks. LSE-listed Henderson Global Investors has also recently become a client.
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