A new dawn
Naive treatment of interaction between skew and correlation means writers of best-middle-worst options will face huge hedging losses, says top quant
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More BMW articles
Always leave them wanting more
Structured Products magazine presents: "Distributing and supporting structured products via a non-traditional channel." Robert Chamberlain - General Manager, Global Banking, BMW
International derivatives exchange Eurex plans to extend the terms of certain German and Swiss equity options.
Credit default swap levels for the European corporate sector are tightening again, according to London-based traders. In relatively light flows, the cost of protection for industrials, retailers and...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.