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An Arch economist
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Carver, L.
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Incisive Media enkPublication
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2012
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| 2 |
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Bye, robot
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Carver, L.
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Incisive Media enkPublication
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2012
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| 3 |
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Computation, computation, computation
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Carver, L.
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Incisive Media enkPublication
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2012
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| 4 |
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Degree of influence From stochastic volatility to shameful scams
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Carver, L.
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Incisive Media enkPublication
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2012
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| 5 |
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Don't say we didn't warn you
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Carver, L.
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RISK MAGAZINE LIMITED
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2012
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| 6 |
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DVA: a `shameful scam'
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Carver, L.
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Incisive Media enkPublication
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2012
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| 7 |
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DVA doubts: Accountants want banks to report as profits the impact of widening credit spreads on their liabilities, but regulators are moving in the other direction. The result could be painful deductions from capital, and two very different sets of incentives
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Carver, L.
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Incisive Media enkPublication
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2012
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| 8 |
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Exploring constant maturity asset swaps
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Carver, L.
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Incisive Media enkPublication
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2012
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| 9 |
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Followers of fashion
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Carver, L.
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Incisive Media enkPublication
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2012
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| 10 |
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Going negative Central banks are holding down interest rates in an attempt to spur growth, and some parts of the fixed-income markets have entered the weird terrain of negative rates
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Carver, L.
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Incisive Media enkPublication
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2012
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| 11 |
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Hedging dependence
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Carver, L.
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Incisive Media enkPublication
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2012
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| 12 |
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Introduction The tipping point
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Carver, L.
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Incisive Media enkPublication
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2012
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| 13 |
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Irksome IRC
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Carver, L.
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Incisive Media enkPublication
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2012
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| 14 |
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No more heroes?
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Carver, L.
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RISK MAGAZINE LIMITED
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2012
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| 15 |
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Perturbing the smile
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Carver, L.
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Incisive Media enkPublication
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2012
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| 16 |
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Requiem for a probabilist
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Carver, L.
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Incisive Media enkPublication
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2012
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| 17 |
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Risky contributions: Value-at-risk is usually calculated via Monte Carlo simulation, making it difficult to see the contributions from different risks. But in some circumstances approximate formulas can be derived that greatly save computing power - and explicitly show the sources of risk
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Carver, L.
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Incisive Media enkPublication
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2012
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| 18 |
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Stress test struggle
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Carver, L.
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Incisive Media enkPublication
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2012
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| 19 |
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Tales of tails
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Carver, L.
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Incisive Media enkPublication
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2012
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| 20 |
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The cost of liquidation
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Carver, L.
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Incisive Media enkPublication
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2012
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