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Black Monday

Analysis
Greeks: beyond the unknown future volatility

19 Dec 2025

Greeks: beyond the unknown future volatility

How fat tails, volatility surfaces and exotic payoffs reshape option pricing

Products
Swiss investors brace themselves, US$4.58bn at risk

16 Apr 2020

Swiss investors brace themselves, US$4.58bn at risk

March saw the global stock market crash at a scale reminiscent of the great economic crises. This was promptly felt in the structured product world with US$4.58bn worth of products put at risk.