Deutsche Bank
Deals of the Year: Deutsche Bank
Deutsche Bank advises for Premier Oil acquisition of ONSL
US commodity ETFs blow hot and cold
Increasing attention has turned to commodity exchange traded funds (ETF) in the US this month as part of the wider investigation by the CFTC into the need for tighter oversight of energy futures markets. Rachel Morison investigates
A secure base
Long praised as pioneers in the energy derivatives space, US energy firms are now looking to make their overall risk management practices more robust. And, as Paul Lyon discovers, these companies have several innovations up their sleeves, such as…
More power to the banks
Banks now have greater freedom to participate in derivatives markets based on physical commodities thanks to two recent ruling by US regulators. As a result, the balance of power looks set to shift from Houston to New York. By Paul Lyon
Mean-reverting smiles
Commodity markets such as crude oil exhibit mean reversion as well as option smiles. David Beaglehole and Alain Chebanier meet this challenge, constructing a model suitable for pricing exotic options in these markets