Risk Staff
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Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Rescue remedy
Governments and central banks have finally acted to attempt to stem the crisis that engulfed the world's financial markets. But is their response too little too late? Laurence Neville finds out
Every cloud...
The weather derivatives marketcontinues to gain end-user, hedge fundand investor interest. Roderick Bruceexamines the forecast and finds a silverlining on the current Wall Street cloud
Out of gas
High US gasoline prices are causing Americans to turn to energy-efficientvehicles, a trend that could have an enormous and long-term impact ongasoline demand, some experts say. Kate Fazzini investigates
A grounded business
As high fuel costs force many airlines to introduce fuel efficiencyprogrammes and even resort to grounding aircraft, Katie Holliday looksat the likely effects of these measures on jet fuel demand and price inthe coming months
Pricing volumetric risk
Sergey Kolos and Konstantin Mardanov of Citi Commodities presenta general framework for pricing contracts with volumetric risk.They concentrate on a simple payoff and focus the discussion on themain challenge of such contracts, the pricing of the…