Risk : risk management, derivatives, structured products-Tomo 21 Número 2 - 2008
Publicación: Risk : risk management, derivatives, structured products
Número: Tomo 21 Número 2 - 2008
Tipo: Normal
Derechos: InC
Título | Autor | Páginas |
---|---|---|
A VAR, VAR better thing? | Campbell, Alexander | |
Inflaction, real growth | Jung, Jayne | |
Monolines, dragged down | Davies, Rob | |
Interest rates, in the firing range | Madigan, Peter | |
Equity derivatives, a return to simplicity | Ferry, John | |
Algorithmic trading, the redundant trader | Davidson, Clive | |
Structured funds, uncertain certificates | Blees, Wietske | |
Liquidity risk, the liquidity link | Allen, Bob | |
Risk analysis, legal lethargy | Rowe, David | |
Profile, first mover | Campbell, Alexander | |
Counterparty risk and CCDSs under correlation | Brigo, Damiano | |
Geometric mean variance | Doust, Paul | |
Cash-settled swaptions and no-arbitrage | Mercurio, Fabio | |
Constant proportion debt obligations, rating knock-outs | Pengelly, Mark | |
One-way fear | Khasawneh, Radi | |
Energy and commodity rankings 2008 | Holt, Andrew | |
Bullish on bullion | Madigan, Peter | |
Indexes emerge | Davidson, Ryan |