Analysis
03 Oct 2023
Research: volatility and OTM call returns
Standard option pricing models in finance, like the Black-Scholes...
Products
08 Dec 2021
Hedging structured products: the role of equity pricing models
Equity linked products remain dominant in most structured products...
Products
23 Jun 2021
Valuations: navigating market conditions and portfolio management
In this article, we look at the role of independent valuations in...
Products
26 May 2021
The VIX ‘fear’ index: a justified nickname
The VIX index is a measure of implied volatility of the S&P 500 index....
Products
01 Dec 2020
Analysis: options valuation – the performance of put options over calls
In the last part of our analysis, our goal shifted towards analysing...
Products
25 Nov 2020
Meet the ‘Greeks’: first order sensitivities
This article is the first of two pieces looking at the importance and...