| 21 |
|
Another FVA?
|
Carver, L.
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Incisive Media enkPublication
|
2014
|
|
|
|
| 22 |
|
Apocalypse never?
|
Cameron, M.
|
Incisive Media enkPublication
|
2012
|
|
|
|
| 23 |
|
A quadratic volatility Cheyette model Quasi-Gaussian or Cheyette interest rate models provide derivatives desks with solutions to some of the Libor market model's problems in an explicitly Markovian representation. Here, the authors introduce a local volatility extension and an efficient calibration scheme
|
Chibane, M.; Law, D.
|
Incisive Media enkPublication
|
2013
|
|
|
|
| 24 |
|
A question of equivalence
|
Osborn, T.
|
Incisive Media enkPublication
|
2013
|
|
|
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| 25 |
|
Asset management Non-linear momentum strategies
|
Martin, R.; Bana, A.
|
Incisive Media enkPublication
|
2012
|
|
|
|
| 26 |
|
Asset management Portfolio construction and systematic trading with factor entropy pooling
|
Meucci, A.; Ardia, D.; Colasante, M.
|
Incisive Media enkPublication
|
2014
|
|
|
|
| 27 |
|
A stay of execution
|
Cameron, M.
|
Incisive Media enkPublication
|
2012
|
|
|
|
| 28 |
|
A sticking point for muni bonds
|
Rennison, J.
|
Incisive Media enkPublication
|
2014
|
|
|
|
| 29 |
|
A tangled web
|
Cameron, M.
|
Incisive Media enkPublication
|
2012
|
|
|
|
| 30 |
|
Attack the block
|
Madigan, P.
|
Incisive Media enkPublication
|
2012
|
|
|
|
| 31 |
|
A twist in the tale for artful dodgers
|
Newton, T.
|
Incisive Media enkPublication
|
2013
|
|
|
|
| 32 |
|
A weighty issue
|
Watt, M.
|
Incisive Media enkPublication
|
2012
|
|
|
|
| 33 |
|
Back to the drachma?: Dealers have been busy war-gaming eurozone break-up scenarios in recent months. But one of the most complex, and uncertain, areas is what would happen to derivatives contracts in the event one or more member states leave the eurozone
|
Cameron, M.
|
Incisive Media enkPublication
|
2012
|
|
|
|
| 34 |
|
Banking backlash
|
Watt, M.
|
Incisive Media enkPublication
|
2012
|
|
|
|
| 35 |
|
Bank risk manager of the year
|
Morgan, J.P.
|
Incisive Media enkPublication
|
2012
|
|
|
|
| 36 |
|
Basel 2.5 Swinging Basel
|
Pepe, G.
|
Incisive Media enkPublication
|
2013
|
|
|
|
| 37 |
|
Basel III blues
|
Watt, M.
|
Incisive Media enkPublication
|
2013
|
|
|
|
| 38 |
|
Basel limits raise client clearing queries
|
unknown
|
Incisive Media enkPublication
|
2014
|
|
|
|
| 39 |
|
Basel will reinforce IRB, not replace it - Byres
|
unknown
|
Incisive Media enkPublication
|
2014
|
|
|
|
| 40 |
|
Being particular about calibration
|
Guyon, J.; Henry-Labordere, P.
|
Incisive Media enkPublication
|
2012
|
|
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|