Risk magazine - Volume15/No9
Articles in this issue
Buying in, not selling out
Career changes
Exploiting neutrality
Hedge fund profile
Buying and selling risk
Risk budgeting
Dry market in need of liquidity
Weather-linked notes
Value and growth in a global context
Portfolio risk
Pondering structural change
Alternative investing systems
The power of the CDS
Credit default swaps
Small but mighty
Introduction
Creating successful clearing solutions
Sponsor's Statement
CMBS in the Nordic region
Sponsor's Statement
Euro derivatives in the Nordic markets
Sponsor's Statement
Nykredit Markets’ mortgage prepayment model
Sponsor's Statement
Brummer & Partners: a dominant force
Hedge fund profile
Sweden’s swap philosophy
End-user profile
Fighting for survival
Equity derivatives
Going out on a limb
OM Group
Red hot in the frozen North
Hedge funds
Freezing out the competition
Nord Pool
Creative solutions for unique problems
Credit risk
Trying to grow
Credit derivatives
Assets with jumps
Option pricing
Finessing fixed dividends
Equity options
Component proponents
Principal component analysis is a widely used technique in finance but can be problematic when different data sets are grouped together. Christophe Pérignon and Christophe Villa show how to resolve this problem using a technique from biology called…
