​EQDerivatives Magazine: Winter Edition Is Live!

The Winter edition of EQDerivatives’ Magazine is live! In this issue, we look at equity/rates hybrid options. In the lead up to the U.S. Federal Reserve’s next policy meeting later in December, hybrid options are aggressively being pitched in the event of a rate hike. For some hedge funds, however, the pricing on the options simply doesn’t stack up. Elsewhere, we provide coverage of the China Access Strategies Forum that was co-hosted with the Singapore Exchange, which brought together senior portfolio managers and asset allocators for an in-depth discussion on topics including the supply of vol, Korean autocallables, fx instruments and the Chinese Economy, among other areas. In our latest buyside profile, we speak with PKA portfolio managers Søren Grooss and Lea Vibeke Nielsen on topics including convexity, correlation and hybrids.