Infrastructure
Sharia contravention
Cover story
Asian property grab
Underlyings
Market snapshot
Analysis by Future Value Consultants
Market snapshot
Market analysis
Building guarantees
Pensions
Riding the M&A wave
Corporate Risk Management
Calibrazione di tranche CDO con il modello dinamico GPL
Approfondimenti - Derivati di credito
Una grande famiglia felice
Modelli di pricing delle opzioni
Algo my way
Algorithmic trading
Berating agencies
Rating Agencies
Tempo incerto
Prodotti strutturati
Turning up the heat
Risk South Africa Rankings 2007
One big happy family
Option Pricing Models
Credit's worthy start
Credit Portfolio Management
More than a retail tale
Profile
An unusual existence
Equity Derivatives
On the rise
Property derivatives
Going greener in Australia
Emissions trading
Calibrating and pricing with local volatility models
Cutting edge - Option pricing
Not stressed enough
Stress Testing
UBS takes $3.4 billion hit
UBS will report losses of Sfr4 billion ($3.4 billion) in its fixed income, rates and currencies division for the third quarter ending September 30. The write-downs were due to legacy positions from Dillon Read Capital Management, an internal hedge fund…
Quants' tail of woe
Liquidations of large quantitative equity portfolios prompted widespread misfiring of hitherto robust quant models. Historically unusual returns volatility and multi-billion-dollar mark-to-market losses ensued. Leading hedge fund managers talk to Jayne…