This fourth article explores the “jump over the barrier and back” strategy specifically within the framework of barrier reverse convertibles (BRCs).
This strategy provides critical elements to understand market behaviours and risk dynamics associated with BRCs. Moreover, it represents a key component of business intelligence at the structured products level, providing valuable insights for risk managers and investors alike. By analysing this strategy in detail, the article aims to enhance comprehension of the underlying mechanics and contribute to more informed decision-making processes when dealing with complex structured products. The ana