1 |
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A stay of execution
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Cameron, M.
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Incisive Media enkPublication
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2012
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2 |
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A sticking point for muni bonds
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Rennison, J.
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Incisive Media enkPublication
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2014
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3 |
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SABR rattling
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Carver, L.
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Incisive Media enkPublication
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2013
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4 |
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SABR symmetry
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Park, H.
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Incisive Media enkPublication
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2014
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5 |
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SA corporates expect to sign CSAs
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unknown
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Incisive Media enkPublication
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2014
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6 |
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Sales of the unexpected
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Rennison, J.
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Incisive Media enkPublication
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2012
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7 |
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Sarb deputy governor calls for changes to Basel ratio
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unknown
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Incisive Media enkPublication
|
2014
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8 |
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Science strikes back After almost two decades in which Wall Street was a magnet for quantitative analysts, science is rediscovering its pull
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Blyth, S.
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Incisive Media enkPublication
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2012
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9 |
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SEC remains silent on swap spread trades
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unknown
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Incisive Media enkPublication
|
2014
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10 |
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Securitisation Proposals on proposals
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Carver, L.
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Incisive Media enkPublication
|
2014
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11 |
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Sef rules to catch swap packages from mid-May
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unknown
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Incisive Media enkPublication
|
2014
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12 |
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Sefs fear impact of upcoming Dodd-Frank disclosure rules
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unknown
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Incisive Media enkPublication
|
2012
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13 |
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Segregation clash
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Rennison, J.
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Incisive Media enkPublication
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2012
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14 |
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Sifi friction
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Devasabai, K.
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Incisive Media enkPublication
|
2014
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15 |
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Skirting the crisis
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Rennison, J.
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Incisive Media enkPublication
|
2014
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16 |
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Slowly but surely
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Madigan, P.
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Incisive Media enkPublication
|
2012
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17 |
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Smile in the low moments Skew and curvature of volatility smiles are not only difficult to estimate, but also poorly reproduced by most smile expansions. The authors propose an expansion that effectively captures these dynamics by interpreting its parameters as payouts of exotic options for which efficient pricing methods are readily available
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Bouchaud, J.-P.; De Leo, L.; Vargas, V.; Ciliberti, S.
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Incisive Media enkPublication
|
2013
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18 |
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Sovereign risk manager of the year
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Dutch State Treasury Agency
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Incisive Media enkPublication
|
2012
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19 |
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Spot the differentials
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Rennison, J.
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Incisive Media enkPublication
|
2013
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20 |
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Stochastic volatility's orderly smiles
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Bergomi, L.; Guyon, J.
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Incisive Media enkPublication
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2012
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