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Corporate bonds

tuesday1-gif

Structured products

Off-index call

tuesday call

01 Oct 2003

Original research

Pricing corporate bonds with dynamic default barriers

13 May 2003

Infrastructure

Portfolio allocation to corporate bonds with correlated defaults

This article deals with the problem of optimal allocation of capital to corporate bonds in fixed income portfolios when there is the possibility ofcorrelated defaults. Under fairly general assumptions for the distribution of thetotal net assets of a set…

01 Nov 2002

Technology

Tracing Transparency

Corporate bond traders are hesitantly embracing greater transparency and trying to figure out how to use it.

01 Nov 2002

Original research

Portfolio allocation to corporate bonds with correlated defaults

21 Oct 2002

Structured products

Down but not out

High yield poll

01 Dec 2001

Structured products

Sumitomo Bank Automates Its Bond Settlement

FRONT PAGE

26 Feb 1996

Regulation

Sal Oppenheim Reorganises After Detecting DM24M Options Loss

MANAGEMENT & OPERATIONS

20 Nov 1995

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