Risk : risk management, derivatives, structured products - Tomo 22 Número 11 - 2009
Publicación: Risk : risk management, derivatives, structured products
Números: Tomo 22 Número 11 - 2009
Tipo: Normal
Derechos: InC
| Título | Autor | Páginas |
|---|---|---|
| A Market model on the iTraxx | Carpentier, Philippe | |
| An inspector calls | Pengelly, Mark | |
| An Operational model | Madigan, Peter | |
| Being stressed is good for you | Hawkins, Jonathan | |
| Clark, Joel | Moral hazards | |
| Corporate concessions | Cameron, Matt | |
| Crowd busting | Wood, Duncan | |
| Let small fires burn | Rowe, David | |
| No accounting for leverage | Clark, Joel | |
| Profits of down | Wood, Duncan | |
| Replicating success | Davidson, Clive | |
| Variance-covariance-based risk allocation in credit portfoilos | Vorophaev, Mikhail |