Editor: Philippe Jorion
Published: 01 Apr 1999
Papers in this issue
by Steven P. Feinstein
by Arthur M. B. Hogan and David H. Malmquist
by Richard J. Rendleman, Jr.
by Rajna Gibson, François-Serge Lhabitant, Nathalie Pistre, and Denis Talay
Welcome to Volume 1 Issue 3 of The Journal of Risk. This issue is made up of 4 technical papers: ‘Derivatives and risk: the case of thrifts' by Arthur M. B. Hogan and David H. Malmquist from the US Department of the Treasury; ‘Measuring risk with the Bodie put when stocks exhibit mean reversion' by Steven P. Feinstein from Babson College; ‘Interest rate model risk: an overview' by Rajna Gibson from the University of Lausanne, Francois-Serge from Union Bancaire Privee and Nathalie Pistre and Denis Talay from Sophia Antipolis; and ‘First Derivatives National Bank: a case problem in the management of interest rate risk' by Richard J. Rendleman Jr. from the University of North Carolina.
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