Risk magazine - Spring 2007
Articles in this issue
An unusual existence
Equity Derivatives
More than a retail tale
Profile
Credit's worthy start
Credit Portfolio Management
One big happy family
Option Pricing Models
Modelling inflation
Lars Kjaergaard models inflation using a three-factor Gaussian method. This gives a simple description of derivatives linked to inflation and interest rates, and allows for fast evaluation. He then shows how the model can be calibrated
Turning up the heat
Risk South Africa Rankings 2007
Berating agencies
Rating Agencies
Algo my way
Algorithmic trading
Riding the M&A wave
Corporate Risk Management
