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雷达卡
【出版时间及名称】：2010年全球衍生品市场展望
【作者】：摩根大通
【文件格式】：PDF
【页数】：79
【目录或简介】：
Table of Contents
Global Equity Derivatives Outlook ........................................................................................3
Derivatives Market and Volatility in 2009 ...............................................................................................................................3
2010 Global Volatility Outlook ................................................................................................................................................6
Americas Derivatives Market and Volatility........................................................................11
Market Environment ...............................................................................................................................................................11
Volatility and Correlation .......................................................................................................................................................11
Skew and Term Structure .......................................................................................................................................................17
Derivatives Usage...................................................................................................................................................................21
Selected Topics: Systematic Protection Strategies ..................................................................................................................22
European Derivatives Market and Volatility .......................................................................24
Dividends................................................................................................................................................................................29
Short Volatility Strategies Update ..........................................................................................................................................31
Protection Strategies Update...................................................................................................................................................33
Trends in Derivatives Usage...................................................................................................................................................34
Emerging Market Volatility....................................................................................................................................................37
Asia ex-Japan Derivatives Market and Volatility................................................................39
Market and Volatility Outlook................................................................................................................................................39
Volatility Supply and Demand................................................................................................................................................40
Term Structure and Skew .......................................................................................................................................................46
Correlation ..............................................................................................................................................................................48
Japan Derivatives Market and Volatility..............................................................................50
Market Environment ...............................................................................................................................................................50
Implications for Market Volatility ..........................................................................................................................................51
Structured Products.................................................................................................................................................................52
Skew .......................................................................................................................................................................................53
Trade Ideas for 2010 .............................................................................................................55
Global Trade Ideas..................................................................................................................................................................55
US Trade Ideas .......................................................................................................................................................................58
European Trade Ideas .............................................................................................................................................................60
Emerging Markets Trade Ideas...............................................................................................................................................62
Asia ex-Japan Trade Ideas ......................................................................................................................................................64
Japan Trade Ideas ...................................................................................................................................................................69
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