Archive: Spring 2007

Alpha Beta JensenAndrea 01 Mar 2007
Re: Alpha Beta JensenMark Taranto 01 Mar 2007
Re: Alpha Beta Jensen07 Mar 2007
forward par swap rate -interest rate modelelton john 02 Mar 2007
Re: forward par swap rate -interest rate modelelton join 02 Mar 2007
Re: forward par swap rate -interest rate modelMark Taranto 02 Mar 2007
Re: forward par swap rate -interest rate modelelton john 02 Mar 2007
Re: forward par swap rate -interest rate modelMark Taranto 02 Mar 2007
Re: forward par swap rate -interest rate modelMark Taranto 02 Mar 2007
Models for calculating Derivatives Add-On Fators?03 Mar 2007
Re: Models for calculating Derivatives Add-On Fators?Mark Taranto 05 Mar 2007
Re: Models for calculating Derivatives Add-On Fators?06 Mar 2007
Re: Models for calculating Derivatives Add-On Fators?Mark Taranto 06 Mar 2007
Re: Models for calculating Derivatives Add-On Fators?07 Mar 2007
Re: Models for calculating Derivatives Add-On Fators?Mark Taranto 07 Mar 2007
Implied Volatility (Index options) on BloombergK J 05 Mar 2007
Re: Implied Volatility (Index options) on BloombergMark Taranto 05 Mar 2007
Re: Implied Volatility (Index options) on BloombergK J 05 Mar 2007
Hedging of G Secs05 Mar 2007
Re: Hedging of G SecsMark Taranto 05 Mar 2007
Currency Exposure with a Currency OptionsAndrea 06 Mar 2007
CDS duration revisitedmp 07 Mar 2007
Re: CDS duration revisitedMark Taranto 07 Mar 2007
Re: CDS duration revisited07 Mar 2007
Re: CDS duration revisitedHorseless 07 Mar 2007
Re: CDS duration revisitedmp 07 Mar 2007
Re: CDS duration revisitedHorseless 07 Mar 2007
Re: CDS duration revisitedmp 08 Mar 2007
Re: CDS duration revisitedMark Taranto 08 Mar 2007
Interest Rate Modeling07 Mar 2007
Modelisation of European stock option pricing using Monte carlo methodMcShort 07 Mar 2007
Re: Modelisation of European stock option pricing using Monte car...Mark Taranto 07 Mar 2007
Re: Modelisation of European stock option pricing using Monte...McShort 08 Mar 2007
Reasonable values for Hull-White (Ho-Lee) ParameterKrassimir 08 Mar 2007
European call optionVladimirnov 08 Mar 2007
Re: European call option08 Mar 2007
Re: European call optionMark Taranto 12 Mar 2007
Range Accrual SwapDean Novak 08 Mar 2007
Book: The Basel II Risk ParametersLS 09 Mar 2007
Eurobonds?- 12 Mar 2007
Re: Eurobonds?Mark Taranto 12 Mar 2007
Mkt Vol vs. Forward Volrpreteau 12 Mar 2007
Risk Managment of a Buy and Hold Credit Spread Bookjohn 13 Mar 2007
Re: Risk Managment of a Buy and Hold Credit Spread BookMark Taranto 13 Mar 2007
Re: Risk Managment of a Buy and Hold Credit Spread BookJohn 13 Mar 2007
Compound GammaApprentice_of_Risk 13 Mar 2007
Trading in CommoditiesMartin 14 Mar 2007
Re: Trading in Commoditiessnvk 16 Mar 2007
Re: Trading in CommoditiesMartin 16 Mar 2007
Re: Trading in Commoditiese.trader 19 Mar 2007
Re: Trading in Commoditiese.trader 19 Mar 2007
VaR and bond futuresMoritz Ural 14 Mar 2007
Re: VaR and bond futuresmp 14 Mar 2007
Re: VaR and bond futuresmal 19 Mar 2007
FX Forward vs equityB 14 Mar 2007
CDO ValuationMike 15 Mar 2007
Re: CDO ValuationVR 16 Mar 2007
Investing in CLO equity trancheAustin 15 Mar 2007
Default probabilities when valuing straight BondJapar Sultanov 16 Mar 2007
Re: Default probabilities when valuing straight BondMike 16 Mar 2007
Re: Default probabilities when valuing straight BondMark Taranto 19 Mar 2007
Re: Default probabilities when valuing straight BondJapar 27 Mar 2007
CLN structuresJapar Sultanov 16 Mar 2007
do bonds accrue on coupon date?rs208 16 Mar 2007
Re: do bonds accrue on coupon date?Mark Taranto 19 Mar 2007
Re: do bonds accrue on coupon date?rs208 19 Mar 2007
Re: do bonds accrue on coupon date?Mark Taranto 19 Mar 2007
Interview at CMUEric 19 Mar 2007
Re: Interview at CMUMark Taranto 19 Mar 2007
how to model the default rate of mortgage loans?Student 19 Mar 2007
default rate assumption for MBS pricingStudent 19 Mar 2007
Re: default rate assumption for MBS pricingMark Taranto 19 Mar 2007
Y(0) x vol(dLN(Y)) as estimator of vol(dY)Aarne Dimanlig 20 Mar 2007
quadratic forms - intriguing inequalityAlessandro Cipolla 20 Mar 2007
Re: quadratic forms - intriguing inequalityMark Taranto 21 Mar 2007
Re: quadratic forms - intriguing inequalityArcady Novosyolov 21 Mar 2007
What's the difference between CMO and CDO?Jay 20 Mar 2007
Re: What's the difference between CMO and CDO?Mark Taranto 21 Mar 2007
Re: What's the difference between CMO and CDO?Jay 21 Mar 2007
Re: What's the difference between CMO and CDO?Mark Taranto 21 Mar 2007
Dividend discount model valuationChristina 20 Mar 2007
Re: Dividend discount model valuationMark Taranto 21 Mar 2007
Re: Dividend discount model valuationChristina 21 Mar 2007
Re: Dividend discount model valuationMark Taranto 21 Mar 2007
Credit Officer in Hedge FundEric 20 Mar 2007
Why par bonds are affected by their key rates only?Student 21 Mar 2007
Re: Why par bonds are affected by their key rates only?Mark Taranto 21 Mar 2007
Re: Why par bonds are affected by their key rates only?Vladimir Shevtsov 30 Mar 2007
Nelson & SiegelOlivier 21 Mar 2007
Re: Nelson & Siegelwassim dbouk 21 Mar 2007
hybrid financing instrumentprakash 21 Mar 2007
Re: hybrid financing instrumentMark Taranto 21 Mar 2007
Re: hybrid financing instrumentGlyn Holton 24 Mar 2007
Issues with Vega risk computationAJ 22 Mar 2007
Re: Issues with Vega risk computationGlyn Holton 22 Mar 2007
Re: Issues with Vega risk computation26 Mar 2007
Re: Issues with Vega risk computationGlyn Holton 28 Mar 2007
VoaltilityVAR 22 Mar 2007
Re: VoaltilityKrassimir 22 Mar 2007
Re: VoaltilityMark Taranto 22 Mar 2007
Re: VoaltilityMark Taranto 22 Mar 2007
Re: VoaltilityDmitriy Koptyakov 26 Mar 2007
Re: Voaltilityfeketa 19 Apr 2007
par yield curve given zero curveJude Joseph-Ororho 22 Mar 2007
Re: par yield curve given zero curveMark Taranto 22 Mar 2007
Re: par yield curve given zero curveJude Joseph-Ororho 23 Mar 2007
Re: par yield curve given zero curveVladimir Shevtsov 30 Mar 2007
Seemingly unrelated regressionThomas 22 Mar 2007
Cash Flow at RiskDennis Madsen 23 Mar 2007
OSCAR accreditationSally Trigues 24 Mar 2007
Quanto optionsPetur Jonasson 25 Mar 2007
Re: Quanto optionsMark Taranto 26 Mar 2007
Diploma thesisDK 26 Mar 2007
CLN valuationJapar 28 Mar 2007
Re: CLN valuationMark Taranto 28 Mar 2007
Re: CLN valuationJapar 29 Mar 2007
Re: CLN valuationJapar 29 Mar 2007
Re: CLN valuationMark Taranto 29 Mar 2007
cointegrationThomas 28 Mar 2007
Re: cointegrationGlyn Holton 28 Mar 2007
Excel model - IRS valuationTotte 28 Mar 2007
riskglossary termsBob Kennelly 28 Mar 2007
Efficient Porfolio Hedges - Need helpRed 28 Mar 2007
Re: Efficient Porfolio Hedges - Need helpMark Taranto 29 Mar 2007
Re: Efficient Porfolio Hedges - Need help29 Mar 2007
Re: Efficient Porfolio Hedges - Need helpMark Taranto 29 Mar 2007
Economic capitalFer 29 Mar 2007
Re: Economic capital29 Mar 2007
GARCH in Mean..MatlabChalat 30 Mar 2007
Geometric interpolationVladimir Shevtsov 30 Mar 2007
Re: Geometric interpolationMark Taranto 30 Mar 2007
modeling Bond returnsJoseph 01 Apr 2007
Re: modeling Bond returnsMark Taranto 02 Apr 2007
Full time in a Quant programEric 02 Apr 2007
Re: Full time in a Quant programMark Taranto 02 Apr 2007
Re: Full time in a Quant programTU 03 Apr 2007
Re: Full time in a Quant programDHB 12 Apr 2007
Re: Full time in a Quant programTU 12 Apr 2007
Re: Full time in a Quant programMark Taranto 16 Apr 2007
Career Help: Market risk or product control03 Apr 2007
Re: Career Help: Market risk or product control04 Apr 2007
What's the difference between collar and bull spreadWinson 05 Apr 2007
Re: What's the difference between collar and bull spreadGlyn Holton 06 Apr 2007
Re: What's the difference between collar and bull spread06 Apr 2007
books about expected shortfalljoseph 06 Apr 2007
Re: books about expected shortfallGlyn Holton 06 Apr 2007
Re: books about expected shortfalle.trader 11 Apr 2007
Re: books about expected shortfallDHB 12 Apr 2007
PFE methodology for Equity DerivativesCin 10 Apr 2007
MovieDiedier 11 Apr 2007
Re: Moviee.trader 11 Apr 2007
Re: MovieDAX 11 Apr 2007
Re: MovieDiedier 15 Apr 2007
Re: Movie17 Apr 2007
Choleskybrandy 11 Apr 2007
Re: CholeskyMark Taranto 12 Apr 2007
Re: CholeskyGlyn Holton 12 Apr 2007
Re: Choleskye.trader 16 Apr 2007
Monte Carlo Simulation PortfolioApprentice_of_Risk 11 Apr 2007
Re: Monte Carlo Simulation PortfolioLowery 12 Apr 2007
Re: Monte Carlo Simulation PortfolioApprentice_of_Risk 14 Apr 2007
Re: Monte Carlo Simulation PortfolioKrassimir 17 Apr 2007
Re: Monte Carlo Simulation Portfolio17 Apr 2007
Re: Monte Carlo Simulation PortfolioApprentice_of_Risk 17 Apr 2007
brazilian and mexican yield curve conventionsDHB 12 Apr 2007
Re: brazilian and mexican yield curve conventionsVladimir Shevtsov 30 Apr 2007
Risk LimitsDK 13 Apr 2007
Re: Risk Limits17 Apr 2007
Modelling Returns or levels for VaR estimation if levels are stationary?Chris 13 Apr 2007
Re: Modelling Returns or levels for VaR estimation if levels are ...16 Apr 2007
GuruOD 13 Apr 2007
Re: GuruMark Taranto 13 Apr 2007
Re: Gurue.trader 16 Apr 2007
Re: Gurue.trader 16 Apr 2007
Re: Guru17 Apr 2007
Re: GuruTomek 22 Apr 2007
Re: GuruGaetan Lion 03 May 2007
Career changeOD 13 Apr 2007
Re: Career changeMark Taranto 13 Apr 2007
Re: Career changeOD 15 Apr 2007
RHO: CALL FUTURES OPTIONBINDY 14 Apr 2007
Re: RHO: CALL FUTURES OPTIONMark Taranto 16 Apr 2007
Stochastic processesMay 17 Apr 2007
Re: Stochastic processesjon 17 Apr 2007
Re: Stochastic processes17 Apr 2007
DK17 Apr 2007
Re: DKMark Taranto 17 Apr 2007
Valuing Revenue streams and minimum lease payment17 Apr 2007
Re: Valuing Revenue streams and minimum lease paymentMark Taranto 17 Apr 2007
Re: Valuing Revenue streams and minimum lease paymentMark Taranto 17 Apr 2007
Re: Valuing Revenue streams and minimum lease payment17 Apr 2007
Re: Valuing Revenue streams and minimum lease paymentfrom the peanut gallery 17 Apr 2007
Re: Valuing Revenue streams and minimum lease payment18 Apr 2007
Re: Valuing Revenue streams and minimum lease paymentmore peanuts 18 Apr 2007
Re: Valuing Revenue streams and minimum lease paymentPeanut Shells 18 Apr 2007
Re: Valuing Revenue streams and minimum lease paymentshells 18 Apr 2007
Re: Valuing Revenue streams and minimum lease paymentMark Taranto 18 Apr 2007
Re: Valuing Revenue streams and minimum lease payment18 Apr 2007
Sub-prime & Alt-A mtge risks to CMOs & CDOsAlex Merc 17 Apr 2007
Re: Sub-prime & Alt-A mtge risks to CMOs & CDOsGaetan Lion 03 May 2007
American call options on futuresVanessa 17 Apr 2007
Re: American call options on futuresMark Taranto 18 Apr 2007
RAROCChris Jonson 18 Apr 2007
Re: RAROCChris Jonson 18 Apr 2007
Re: RAROCChris Jonson 18 Apr 2007
Computing VaR for short positiontoofreak 18 Apr 2007
Re: Computing VaR for short positionKrassimir 19 Apr 2007
Re: Computing VaR for short position20 Apr 2007
Re: Computing VaR for short positionKrassimir 23 Apr 2007
Vector Model FitchApprentice_of_Risk 19 Apr 2007
forward curve usage in commoditiessnvk4u 20 Apr 2007
risk-neutral probabilityGabel 20 Apr 2007
Re: risk-neutral probabilityMark Taranto 20 Apr 2007
Re: risk-neutral probability23 Apr 2007
time decay (theta) for a zero couponSBR 21 Apr 2007
Re: time decay (theta) for a zero couponDAX 23 Apr 2007
Re: time decay (theta) for a zero couponMark Taranto 23 Apr 2007
Re: time decay (theta) for a zero couponKrassimir 25 Apr 2007
Re: time decay (theta) for a zero couponMark Taranto 25 Apr 2007
Re: time decay (theta) for a zero couponSBR 26 Apr 2007
Re: time decay (theta) for a zero couponKrassimir 27 Apr 2007
Re: time decay (theta) for a zero coupon27 Apr 2007
Re: time decay (theta) for a zero couponKrassimir 27 Apr 2007
Re: time decay (theta) for a zero couponMark Taranto 04 May 2007
calculation of credit,liquidity an market risk in derivativesJUAN 23 Apr 2007
Re: calculation of credit,liquidity an market risk in derivatives24 Apr 2007
Re: calculation of credit,liquidity an market risk in derivat...26 Apr 2007
PV01 for sonia (ois) swaps?24 Apr 2007
Re: PV01 for sonia (ois) swaps?student 24 Apr 2007
Re: PV01 for sonia (ois) swaps?Mark Taranto 24 Apr 2007
Re: PV01 for sonia (ois) swaps?tanguy 10 May 2007
Change of control investor put optionbruso 25 Apr 2007
Re: Change of control investor put optionMark Taranto 25 Apr 2007
Re: Change of control investor put optionbruso 26 Apr 2007
Re: Change of control investor put optionMark Taranto 30 Apr 2007
VaR reported valueZie 29 Apr 2007
Re: VaR reported valueDAX 30 Apr 2007
Re: VaR reported valuehurst 03 May 2007
Re: VaR reported valueHuo 17 May 2007
Time aspect on RAROCKristian Jacobsson 29 Apr 2007
Re: Time aspect on RAROCDAX 30 Apr 2007
Re: Time aspect on RAROCGaetan Lion 03 May 2007
VaR Example30 Apr 2007
Re: VaR ExampleGlyn Holton 02 May 2007
Foreign Inflation-Linked BondsVladimir Shevtsov 30 Apr 2007
Re: Foreign Inflation-Linked BondsA. Coleman 01 May 2007
Re: Foreign Inflation-Linked BondsVladimir Shevtsov 01 May 2007
Re: Foreign Inflation-Linked BondsDAX 02 May 2007
Career advice - Please helpp02 May 2007
Re: Career advice - Please helppSachin V. Kinajlkar 02 May 2007
Good Risk Management Topic for MBA thesis (3 months time)Sachin V. Kinajlkar 02 May 2007
Re: Good Risk Management Topic for MBA thesis (3 months time)MP 04 May 2007
Re: Good Risk Management Topic for MBA thesis (3 months time)Sachin V. Kinajlkar 07 May 2007
Yield curve constructionDmitry 04 May 2007
Re: Yield curve constructionDAX 08 May 2007
buy side and sell sidegs 04 May 2007
Callable Swap and CapD 04 May 2007
Re: Callable Swap and CapMark Taranto 04 May 2007
Margin RequirementSonny 04 May 2007
Re: Margin RequirementMP 05 May 2007
RISK & MTM of IRS portfolio06 May 2007
Re: RISK & MTM of IRS portfolioMark Taranto 07 May 2007
Career AdviseSachin V. Kinajlkar 07 May 2007
treasury rate lockseamonn 08 May 2007
Re: treasury rate locksMark Taranto 08 May 2007
Re: treasury rate lockseamonn 11 May 2007
Re: treasury rate locksMark Taranto 11 May 2007
Career Advice - CFA or CAIASK 08 May 2007
Re: Career Advice - CFA or CAIA (Please Help!!!)SK 11 May 2007
Financial Engineering intereviewEric 08 May 2007
Re: Financial Engineering intereview08 May 2007
Re: Financial Engineering intereviewEric 08 May 2007
Re: Financial Engineering intereview08 May 2007
Re: Financial Engineering intereviewMark Taranto 09 May 2007
Re: Financial Engineering intereviewEric 09 May 2007
Re: Financial Engineering intereviewTU 29 Jun 2007
CDX historical dataKelvin Yeung 09 May 2007
Re: CDX historical dataMark Taranto 09 May 2007
Fund ReturnsSam 09 May 2007
Re: Fund ReturnsMark Taranto 09 May 2007
Model the FICO ScoreJay 09 May 2007
Re: Model the FICO ScoreTU 19 Jun 2007
Risk neutral/adjusted valuation on MBSEric 09 May 2007
Re: Risk neutral/adjusted valuation on MBSMark Taranto 10 May 2007
Re: Risk neutral/adjusted valuation on MBSEric 10 May 2007
Re: Risk neutral/adjusted valuation on MBSMark Taranto 10 May 2007
Ramp v. ShockBC 10 May 2007
Re: Ramp v. ShockMark Taranto 11 May 2007
ProblemDJ 11 May 2007
Re: ProblemMark Taranto 11 May 2007
Futures price from forward datags 12 May 2007
Re: Futures price from forward dataMark Taranto 14 May 2007
Re: Futures price from forward dataGaurav Sharma 18 May 2007
credit metricspankaj baag 14 May 2007
Will the CFA be sueful in my case ?toofreak 14 May 2007
Re: Will the CFA be sueful in my case ?Horseless 14 May 2007
Re: Will the CFA be useful in my case ?toofreak 14 May 2007
Re: Will the CFA be useful in my case ?Horseless 14 May 2007
Re: Will the CFA be sueful in my case ?Mark Taranto 15 May 2007
Re: Will the CFA be sueful in my case ?TU 15 May 2007
Re: Will the CFA be sueful in my case ?Mark Taranto 16 May 2007
Re: Will the CFA be sueful in my case ?TU 16 May 2007
How to hedge risk of raw material by investing in supplier firms?Fermi 31 May 2007
Re: How to hedge risk of raw material by investing in supplier fi...Breathtakingly dishonest 31 May 2007
Re: Will the CFA be sueful in my case ?SK 16 May 2007
Re: Will the CFA be sueful in my case ?18 May 2007
Re: Will the CFA be useful in my case ?toofreak 24 May 2007
economic capitalshaily 15 May 2007
Trader efficiency and others.Diti 15 May 2007
Re: Trader efficiency and others.Glyn Holton 18 May 2007
CDS currency RV tradeShantanu Basu 16 May 2007
Re: CDS currency RV tradeHorseless 16 May 2007
Muni Derivative TradingHerb 16 May 2007
Re: Muni Derivative TradingBA 25 May 2007
Principal component analysisDima 17 May 2007
Re: Principal component analysisGlyn Holton 18 May 2007
Re: Principal component analysis21 May 2007
PRM or FRM?Sarita 17 May 2007
Re: PRM or FRM?Gaurav Sharma 19 May 2007
Re: PRM or FRM?Sarita 20 May 2007
Re: PRM or FRM?Gaurav Sharma 20 May 2007
Re: PRM or FRM?Mary 21 May 2007
3 Month SwapMark Schouten 17 May 2007
Re: 3 Month SwapMark Taranto 18 May 2007
multivariate regressionLearner 17 May 2007
Re: multivariate regressionKrassimir 18 May 2007
Re: multivariate regressionMark Taranto 18 May 2007
Re: multivariate regressionTU 18 May 2007
Re: multivariate regressionLearner 30 May 2007
Re: multivariate regressionBreathtakingly dishonest 30 May 2007
Re: multivariate regressionTU 31 May 2007
Re: multivariate regressionBreathtakingly dishonest 31 May 2007
Re: multivariate regressionMegh 07 Jun 2007
Re: multivariate regressionLearner 09 Jul 2007
Holding PeriodsJABD 18 May 2007
Re: Holding PeriodsGlyn Holton 18 May 2007
Re: Holding PeriodsJABD 19 May 2007
Re: Holding PeriodsGlyn Holton 22 May 2007
Backward calculating volatilityAngie 14 Aug 2007
Coress Currency Swap Basis20 May 2007
wants to ask about Cost of liquiditykomar 21 May 2007
volatility adjustment to the meanTom 21 May 2007
Re: volatility adjustment to the meanKrassimir 22 May 2007
Re: volatility adjustment to the meanMark Taranto 22 May 2007
Re: volatility adjustment to the meanTom 22 May 2007
Re: volatility adjustment to the meanMark Taranto 23 May 2007
Re: volatility adjustment to the meanTom 24 May 2007
Please resommend me a book. Thanks!Vladimir Shevtsov 22 May 2007
Re: Please resommend me a book. Thanks!e.trader 29 May 2007
CCFYen 22 May 2007
Credit Conversion FactorYen 22 May 2007
Portfolio beta.Vladimir Shevtsov 23 May 2007
Re: Portfolio beta.Mark Taranto 23 May 2007
Re: Portfolio beta.Vladimir Shevtsov 23 May 2007
Re: Portfolio beta.Krassimir 23 May 2007
Re: Portfolio beta.Vladimir Shevtsov 23 May 2007
Re: Portfolio beta.Mark Taranto 23 May 2007
Re: Portfolio beta.Vladimir Shevtsov 23 May 2007
Re: Portfolio beta.Mark Taranto 25 May 2007
P/E ratiofoulla 23 May 2007
Re: P/E ratiofoulla 23 May 2007
Re: P/E ratioMark Taranto 23 May 2007
CDS - relationship between prob. of default and recovery rateShantanu Basu 24 May 2007
Models R usHorseless 24 May 2007
Re: CDS - relationship between prob. of default and recovery rateTU 01 Jun 2007
Filtered Extreme Value TheoryAtilla Cifter 24 May 2007
Re: Filtered Extreme Value TheoryKrassimir 24 May 2007
Re: Filtered Extreme Value TheoryKrassimir 24 May 2007
Interest Rate GammaHenning Schnurbusch 24 May 2007
Re: Interest Rate GammaHenning Schnurbusch 24 May 2007
Liquidity measure with floating cashflowsKrassimir 24 May 2007
Re: Liquidity measure with floating cashflowsDAX 30 May 2007
Futures Risk ManagementJerry Whalen 24 May 2007
Re: Futures Risk ManagementDAX 30 May 2007
Risk decompositionRon 25 May 2007
Re: Risk decompositionDAX 30 May 2007
Re: Risk decompositionRon 31 May 2007
Gap analysis: Interest rate riskKidd 25 May 2007
Measuring risk to Net interest incomeCK 25 May 2007
positive vegaMag 26 May 2007
Re: positive vegaDAX 30 May 2007
Re: positive vega30 May 2007
Re: positive vegaBreathtakingly dishonest 30 May 2007
Re: positive vegaDAX 31 May 2007
Re: positive vega31 May 2007
Re: positive vegaBreathtakingly dishonest 31 May 2007
Geometric and arithmetic indexfoulla 27 May 2007
ST Option + LT bond = ST bondEric 29 May 2007
Re: ST Option + LT bond = ST bondBreathtakingly dishonest 29 May 2007
Assumption for calculating VaRMegh Dal 29 May 2007
Re: Assumption for calculating VaRKrassimir 30 May 2007
Re: Assumption for calculating VaRMegh Dal 30 May 2007
Value-At-Risk: Theory and PracticeMcShort 30 May 2007
Re: Value-At-Risk: Theory and PracticeMegh Dal 30 May 2007
Re: Value-At-Risk: Theory and PracticeMcShort 30 May 2007
Operational Risk - advanced modelsRene Sanda 30 May 2007
time-varying cost of capitalyansou3 30 May 2007
Re: time-varying cost of capitalsharad 02 Jun 2007
Re: time-varying cost of capitalyansou3 09 Jun 2007
Basel IIResego 31 May 2007
Re: Basel IIGlyn Holton 31 May 2007
var data inputTC 31 May 2007
Re: var data input02 Jun 2007