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21 저널기사 Another FVA? 미리보기
Carver, L. Incisive Media enkPublication 2014
22 저널기사 Apocalypse never? 미리보기
Cameron, M. Incisive Media enkPublication 2012
23 저널기사 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 미리보기
Chibane, M.; Law, D. Incisive Media enkPublication 2013
24 저널기사 A question of equivalence 미리보기
Osborn, T. Incisive Media enkPublication 2013
25 저널기사 Asset management Non-linear momentum strategies 미리보기
Martin, R.; Bana, A. Incisive Media enkPublication 2012
26 저널기사 Asset management Portfolio construction and systematic trading with factor entropy pooling 미리보기
Meucci, A.; Ardia, D.; Colasante, M. Incisive Media enkPublication 2014
27 저널기사 A stay of execution 미리보기
Cameron, M. Incisive Media enkPublication 2012
28 저널기사 A sticking point for muni bonds 미리보기
Rennison, J. Incisive Media enkPublication 2014
29 저널기사 A tangled web 미리보기
Cameron, M. Incisive Media enkPublication 2012
30 저널기사 Attack the block 미리보기
Madigan, P. Incisive Media enkPublication 2012
31 저널기사 A twist in the tale for artful dodgers 미리보기
Newton, T. Incisive Media enkPublication 2013
32 저널기사 A weighty issue 미리보기
Watt, M. Incisive Media enkPublication 2012
33 저널기사 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 미리보기
Cameron, M. Incisive Media enkPublication 2012
34 저널기사 Banking backlash 미리보기
Watt, M. Incisive Media enkPublication 2012
35 저널기사 Bank risk manager of the year 미리보기
Morgan, J.P. Incisive Media enkPublication 2012
36 저널기사 Basel 2.5 Swinging Basel 미리보기
Pepe, G. Incisive Media enkPublication 2013
37 저널기사 Basel III blues 미리보기
Watt, M. Incisive Media enkPublication 2013
38 저널기사 Basel limits raise client clearing queries 미리보기
unknown Incisive Media enkPublication 2014
39 저널기사 Basel will reinforce IRB, not replace it - Byres 미리보기
unknown Incisive Media enkPublication 2014
40 저널기사 Being particular about calibration 미리보기
Guyon, J.; Henry-Labordere, P. Incisive Media enkPublication 2012
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