Risk magazine
Introduction
Equity derivatives
Employing innovation
Corporate Risk - Stock options
A turning point
Nordic Risk - Profile
Nowhere to run
Equity derivatives - Non-recourse financing
Corporate consolidation
Corporate risk
The road to diversity
Nordic risk - Inflation
Demand gridlock
Corporate Risk - Profile
Passing the test
Equity derivatives - Algorithmic trading
Entrevistando al regulador
Preguntas y respuestas
¿Mucho ruido y pocas nueces?
BasIlEA ii
Las materias primas en el centro del debate
Fondos de inversión libre (hedge funds)
Listos para una gran remodelación
TITULIZACIÓ
BBVA: Acceso local a una franquicia global
ARTÍCULO PATROCINADO
Ningún lugar al que correr
FINANCIACIÓN SIN RECURSO
Sumándose a la fiesta
Mercados emergentes - Inflación
La vanguardia se mantiene firme
Risk espana rankings 2007
En situación expuesta
COMENTARIO
Reconstruyendo la gestion de prßstamos
Riesgo de crßdito
Credit risk contagion
In a recession, company defaults increase due to both the worsening economic environment and the specific links between customers and suppliers. Banks intuitively know that customer default can cause supplier default. Duncan Martin and Chris Marrison…
Markovian projection for volatility calibration
Vladimir Piterbarg looks at the 'Markovian projection method', a way of obtaining closed-form approximations of European-style option prices on various underlyings that, in principle, is applicable to any (diffusive) model. The aim is to distil the…