Selected insights

Below are thought leadership pieces focused on structured products. These accounts provide insights from experts who have played a pivotal role in the field.

Tag: VIX

Analysis: commoditising volatility

Structurers and traders at investment banks involved in structured products are constantly assessing pricing and risk management as part of the issuance program they are involved in.

06 Nov 2023 by Tim Mortimer - FVC

Research: volatility and OTM call returns

Standard option pricing models in finance, like the Black-Scholes model, would suggest that call returns are positive, and that call returns should be higher, the higher the strike of the option.

02 Oct 2023 by Tobias Sichert

Low volatility opportunities

In the early stages of the Covid pandemic in 2020, there was significant economic turmoil and a stock market crash.

03 Aug 2023 by Tim Mortimer - FVC

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Launched in 2003, SRP is the leading provider of intelligence for the global structured product market, trusted by investment banks, hedge funds, product issuers and distributors, exchanges and asset managers.

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