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Japanese firm plucks banker from UBS
The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
The derivatives market gathered in London on Thursday night to celebrate its leading players
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Commerzbank has named David Tavadian as head of emerging markets fixed-income and currency sales. Before joining the German bank’s London office,
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The London Stock Exchange has shuffled top management of its Turquoise trading platform after Xavier Rolet, ceo of the LSE, stepped down as chairman of the Turquoise board.
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Prudential Investments has launched a trio of fixed-income funds.
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The Coalition for Derivatives End-Users was planning to blitz Washington, D.C., lawmakers in hopes of getting a broad exemption from margin, central clearing and reporting for end users (DW, 4/9). [A narrow exemption for end users from clearing, but not margining, was written into the final Dodd-Frank Act (DW, 4/16), but the debate hasn't ended as Republican lawmakers recently introduced a new bill that would broaden and solidify that exemption for end users.]
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Vanna is a greatly under-used, higher-order option tool. Apart from being useful in its own right by virtue of its plain definition, it is also a valuable indicator that reveals information about the structure of an option portfolio, as well as the dynamic properties of a portfolio with respect to time. It remains, however, conspicuous by its absence from many traders' and risk managers' typical risk profile matrices. This Learning Curve aims to explain the advantages of vanna and combining it with vomma, another higher-order option.