Risk magazine/Technical paper
Take the long and short route
Investment management
Margining the spread
Liquidity risk
Breaking the silence
Liquidity risk
Getting the pricing right
Credit risk
Static barriers
Exotic options
Getting the pricing right
Credit risk
A mixed-up smile
Implied volatility
Going with the flow
Hedging
The long and the short of it
Investment management
Making the grade
Credit derivatives
Upgrading your passport
Exotic options
A credit risk catwalk
Credit risk models
The liquidity puzzle
Liquidity
Bound to rebalance
Investment management
Pricing the weather
Weather derivatives
Beyond the lognormal
Value-at-risk
The pitfalls of VAR estimates
Value-at-risk
HJM with multiples
Term structure of credit
Great realisations
Volatility estimation
Calibrating random volatility
Stochastic volatility
Tailor-made for tails
Hedging strategies
Volatility swaps made simple
Volatility
Calculating with counterparties
Masterclass – with JP Morgan
Bachelier’s ‘Theory of speculation’
100 years of risk management