Gamma refers to second-order properties of market price action. While technical, the size of the options market has become so big that it reversely affects prices in the spot market. We believe that market participants that do not acknowledge this are playing a yesterdays' game.
As reverse convertibles become increasingly attractive for our clients, we present the way we approach the structuring of these products. While prior knowledge is required this presentation will give a better understanding of the product, the main risks and most importantly our methodology.
As reverse convertibles become increasingly attractive for our clients, we present the way we approach the structuring of these products. While prior knowledge is required this presentation will give a better understanding of the product, the main risks and most importantly our methodology.
