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Derivatives -- the View from the Trenches October 2003 Jesper Andreasen Head of Product Development Nordea Markets, Copenhagen Outline · Background · The first fundamental…

Documents Derivatives > Advanced Option Risk Management

Option Risk Management Copyright © 2000 – 2006 Investment Analytics 1 Agenda Option sensitivity factors Delta Delta hedging Option time value Gamma and leverage Volatility…

Business Alpha matters mar2014

1. Quant Research APR 2014 2. Introducing AlphaMatters Quantitative Research services and products for market participants Proven offerings in Key Expertise the market in:…

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February 3, 2014 The Buzz: Equity and vol market response to EM pressure Options Research Global equity performance on prior EM pullbacks EM pressure unlikely to spill over…

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DISCLOSURE APPENDIX AT THE BACK OF THIS REPORT CONTAINS IMPORTANT DISCLOSURES AND ANALYST CERTIFICATIONS. CREDIT SUISSE SECURITIES RESEARCH & ANALYTICS BEYOND INFORMATION®…