Asia Risk - 2007-05-01

Articles in this issue

Editor's letter

News in brief

News

News

News in brief

People

Carbon finance

Taiwan

News

News in brief

News

News

News

Markovian projection for volatility calibration

Vladimir Piterbarg looks at the Markovian projection method, a way of obtaining closed-form approximations of European-style option prices on various underlyings that, in principle, is applicable to any (diffusive) model. The aim is to distil the essence…

News

News

News

Masterclass

Exchanges

News

News in brief

Prime broking

Korea regulation

CDOs of ABSs

News

Set for meltdown?

Cover story

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.