Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Plus ça change - how Polo Fund unlocks value
David Walker profiles Polo Capital Management's Polo Fund, the seekers out of catalysts for change and new paradigms to profit in the event-driven strategy
The traders' tool box
traders' corner
Getting on the ladder
property
Editor's letter
Comment
A new derivation
Profile: Rachel Hardee
Steepeners flatline
CMS Spread Options
An aggregation question
Economic Capital
Validating EPE
Empirical validation of trading credit exposure simulation models is clearly essential. David Rowe points out, however, that the process must differ significantly from traditional back-tests of VAR models
New life for M&A derivatives
Mergers and Acquisitions