Risk : risk management, derivatives, structured products-Tomo 25 Número 1 - 2012
Publicación: Risk : risk management, derivatives, structured products
Número: Tomo 25 Número 1 - 2012
Tipo: Normal
Derechos: InC
| Título | Autor | Páginas |
|---|---|---|
| Under the counter derivatives | Jaidev, Ramya | |
| Crop of the props | Pengelly, Mark | |
| Chain reactions | Cameron, Matt | |
| When tips don't pay | Pengelly, Mark | |
| Home-town blues | Mangat, Joti | |
| Behind Basel III | Jaidev, Ramya | |
| Being clear | Sawyer, Nick | |
| Perverse capital | Carver, Laurie | |
| Spread options, Farkas's lemma and linear programming | Pterbarg, Vladimir | |
| Counterparty risk capital and CVA | Pykhtin, Michael | |
| Marriages of inconvenience | Davidson, Clive | |
| A New pull for CoCos | Ervin, Willson | |
| Europe in wonderland : risk analysis | Rowe, David |