Vladimir Piterbarg talks about his new article published in the Cutting Edge section of Risk magazine
More Features/Derivatives articles
The Dutch pension sector has long-held a focus on nominal liabilities but both schemes and regulators are investigating whether a move to assessing real liabilities would be a step forward.
At the start of December, Isda’s credit derivatives determinations committee concluded a bankruptcy event had occurred on French media firm Thomson, just a month after auctions were held to settle a...
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