Template:M summ Equity Derivatives 1.46: Difference between revisions
Jump to navigation
Jump to search
Amwelladmin (talk | contribs) No edit summary |
Amwelladmin (talk | contribs) No edit summary |
||
| Line 1: | Line 1: | ||
Eine kleine uberengineering from {{icds}} — for we [[delta-one]] [[synthetic equity swap]] simpletons, at any rate, it is hard to see why, if you are referencing an {{eqderivprov|Underlier}} A, that your {{eqderivprov|Knock-in/out Event}} might reference another share or index altogether — I mean, why would you? — but remember this document is a product of its time, and its time was the heady early noughties, where everyone (bar Warren Buffett) thought that [[derivatives]] had ''solved'' the problem of systemic risk in the financial markets, rather than aggravating it, and super complex packages teasing apart and allocating correlation risks were all the rage — mainly in the [[credit derivatives]] world, to be fair — but look, you never know. | [[Knock-ins and Knock-outs - Equity Derivatives Provision|Eine kleine uberengineering]] from {{icds}} — for we [[delta-one]] [[synthetic equity swap]] simpletons, at any rate, it is hard to see why, if you are referencing an {{eqderivprov|Underlier}} A, that your {{eqderivprov|Knock-in/out Event}} might reference another share or index altogether — I mean, why would you? — but remember this document is a product of its time, and its time was the heady early noughties, where everyone (bar Warren Buffett) thought that [[derivatives]] had ''solved'' the problem of systemic risk in the financial markets, rather than aggravating it, and super complex packages teasing apart and allocating correlation risks were all the rage — mainly in the [[credit derivatives]] world, to be fair — but look, you never know. | ||