Archive: Winter 1999

Country Risk PricingKarsten 01 Dec 1998
Repost: VAR to evaluate exchange and interest risk of sovereign debt portfoliosJose Maurel 02 Dec 1998
Re: Repost: VAR to evaluate exchange and interest risk of soverei...03 Dec 1998
does anyone know which banks are already using VaR-based internal methods to determine their risk exposure?Patrick Fellini 03 Dec 1998
VAR for electricity marketsPer Brugge 04 Dec 1998
Re: VAR for electricity marketsbruno neukirch 01 Apr 1999
Re: VAR for electricity marketsJ. Osborne 16 Apr 1999
Re: VAR for electricity marketsChristian Koeppen 30 Apr 1999
Who has adopted a VAR measureEMK 04 Dec 1998
Default Swaps and BIS ReservesJ. Davis 06 Dec 1998
ImmunisationDave Lazarou 07 Dec 1998
Re: Immunisation  26 Mar 1999
Re: ImmunisationJoe Santiego 09 Jun 1999
Re: Immunisationhere, here!!! 16 Jun 1999
Credit derivatives & ReutersFrank 09 Dec 1998
How do one calculate the VAR of a stock index???Alvena 09 Dec 1998
Re: How do one calculate the VAR of a stock index???DT 16 Dec 1998
Re: How do one calculate the VAR of a portfolio consists of three different stock index using variance-covariance approach???Catherine 17 Mar 1999
Re: How do one calculate the VAR of a portfolio consists of t...Mario R. Melchiori 26 Mar 1999
Re: How do one calculate the VAR of a portfolio consists of t...Lori 11 Jun 1999
Beta of Copper producersLuis 09 Dec 1998
The VAR Generation ???Emmanuel 10 Dec 1998
Historial simulationTomas V. 14 Dec 1998
Use ReturnsDM 15 Dec 1998
Re: Historial simulationRune A. Ruud 22 Dec 1998
Arithmetic average strike optionsFredrik Nerbrand 15 Dec 1998
EDFMarkus Str? 15 Dec 1998
Re: EDFEsther van Nuland 29 Dec 1998
EDFmichael daniels 13 Jan 1999
Credit risk of derivativesJohn Clarson 15 Dec 1998
Using relation between world indices and their correlation to find the VAR of a particular indexAlvena 16 Dec 1998
Risk IntuitionIan Robinson 16 Dec 1998
Jumping without a parachuteGlyn Holton 22 Dec 1998
Re: Jumping without a parachuteIan Robinson 07 Jan 1999
Mostly about SemanticsGlyn Holton 13 Jan 1999
Re: Mostly about SemanticsIan Robinson 18 Jan 1999
Mortgage SWAPGeoffroy van der Straeten 18 Dec 1998
Re: Mortgage SWAPRick Li 07 Jan 1999
Arbitrage rule in VARMoshe Greenshpan 20 Dec 1998
Re: Arbitrage rule in VARAnne Wright 31 Dec 1998
WOLF writes article in latest Barron'sAlan Friedman 23 Dec 1998
Re: WOLF writes article in latest Barron'sBrian Hird 26 Mar 1999
Debt Equity SwapThomas Bride 24 Dec 1998
VaR for OptionsDanilo Guaitolli 28 Dec 1998
Re: VaR for OptionsBrian Hird 18 Jan 1999
IAS - Credit Loss ProvisionsHans-Juergen Brasch 30 Dec 1998
Six Parameter Latin Hyper Cube Value at Risk for FX MarketsTejus Sheth 01 Jan 1999
Re: Six Parameter Latin Hyper Cube Value at Risk for FX MarketsJoe Schmoe 07 Jan 1999
D&O insurance for derivatives tradingBill Meehan 04 Jan 1999
Black & ScholesEsther van Nuland 04 Jan 1999
Re: Black & Scholes  15 Jan 1999
Black & ScholesEsther van Nuland 05 Jan 1999
Risk AppetiteA. Nash 06 Jan 1999
Re: Risk AppetiteDay Trader 13 Jan 1999
Re: Risk AppetiteMark T 16 Jan 1999
Re: Risk AppetiteAMNash7@aol.com 09 Feb 1999
Re: Risk AppetiteAnn Morris 17 Feb 1999
Ito's integral in Nefti's bookJohnson Moore 06 Jan 1999
Re: Ito's integral in Nefti's bookJoe Schmoe 07 Jan 1999
Re: Ito's integral in Nefti's booksp; Johnson Moore 07 Jan 1999
Risk Management Framework and Orgainsationmike 28 Apr 1999
Re: Risk Management Framework and OrgainsationThomas 11 May 1999
Re: Risk Management Framework and Orgainsation  12 May 1999
BacktestingLARA 07 Jan 1999
Re: BacktestingGlyn Holton 07 Jan 1999
Alternatives to VaRPer Brugge 07 Jan 1999
Alternatives to ScrewdriversGlyn Holton 07 Jan 1999
Convertible Bonds & CreditMetricsKlaus Raben-Lange 07 Jan 1999
Re: Convertible Bonds & CreditMetricsGreg M. Gupton 10 Jun 1999
Credit Risk - Z - SCOREMario Melchiori 07 Jan 1999
arbitrationlionel RABIET 07 Jan 1999
Internet Stock riskAntal Borbely 10 Jan 1999
Re: Internet Stock riskDay Trader 13 Jan 1999
Other suppliers of datasets than JP MorganMikael Johansson 11 Jan 1999
Trying in Greece to loan cheap in foreing currenciesKostas Novalis 12 Jan 1999
Portfolio VaRaT 13 Jan 1999
Re: Portfolio VaRGeoff Ihle 14 Jan 1999
Var-covar approach and underlying distributionLetitia 14 Jan 1999
Black PDEPaul Chuang 15 Jan 1999
Re: Black PDESajjad Rizivi 21 Feb 1999
I need info on Swaps & SwaptionsDoug Knehr 15 Jan 1999
Re: I need info on Swaps & SwaptionsPaul Chuang 16 Jan 1999
Stress TestingDouglas Coughlin 15 Jan 1999
Re: Stress TestingMario R. Melchiori 16 Jan 1999
Re: Stress TestingMario Melchiori 25 Feb 1999
save me ...lionel rabiet 15 Jan 1999
Margin SystemsArni Bloom 16 Jan 1999
Re: Margin SystemsAMNash7@aol.com 21 Jan 1999
Case studyMike Dargan 17 Jan 1999
Firm valuationCP 17 Jan 1999
Re: Firm valuationMario R. Melchiori 17 Jan 1999
Re: Firm valuationBrian Hird 18 Jan 1999
Re: Firm valuationGurvinder  26 Jan 1999
Re: Firm valuationNigohos Kanarian 03 Jun 1999
Financial ModelingRick Li 17 Jan 1999
Exotic securitiesSarah 18 Jan 1999
The Hackers Home Pagen/a 18 Jan 1999
ExpectationsCengiz 20 Jan 1999
Re: ExpectationsJoe Schmoe 20 Jan 1999
Re: ExpectationsJoe Schmoe 21 Jan 1999
AMNash7@aol.com  21 Jan 1999
Re: ExpectationsStamen Gortchev 16 Feb 1999
Re: ExpectationsStamen Gortchev 16 Feb 1999
liquidity risk in non-market economypramod Bhambani 21 Jan 1999
Re: liquidity risk in non-market economyANNash7@aol.com 21 Jan 1999
Re: liquidity risk in non-market economypramod bhambani 22 Jan 1999
Some ideas about decision networks tools.Yuri Bykov 24 Jan 1999
Seeking were can i find spreadsheets to calculate my loans in foreign exchange currency.Kostas  25 Jan 1999
Re: Seeking were can i find spreadsheets to calculate my loans in...Mario Melchiori 25 Jan 1999
Free Trial Professional Market Risk Evaluation SystemMark 25 Jan 1999
jumps of the Levy ProcessBridgette 27 Jan 1999
Re: jumps of the Levy ProcessMark Powter 11 Feb 1999
historical data option pricesserine 27 Jan 1999
Re: historical data option pricesDave Berman 15 Feb 1999
Pricing of Credit DerivativesGiuseppe Semerano 28 Jan 1999
Re: Pricing of Credit DerivativesAndreas Kroh 01 Mar 1999
FRA/Futures convexity adjustmentMagnus 30 Jan 1999
Pricing of SWAPSTill Bauer 30 Jan 1999
Re: Pricing of SWAPSGiuseppe Semerano 04 Feb 1999
Re: Pricing of SWAPSMario Melchiori 15 Feb 1999
Insurance asset-liability managementDario 31 Jan 1999
question on refinancing/securitizationL. Ono 04 Feb 1999
Re: question on refinancing/securitizationMario Melchiori 18 Feb 1999
Risk Financing Sites?Klaus Navarrete 04 Feb 1999
financial gauge symmetry -- P-28Daniel Kerr 05 Feb 1999
Market Risk Factors of the Futures ContractsAlex 06 Feb 1999
If you are a leasing professionalVinod Kothari 09 Feb 1999
Electricity TradingMr. R.D. Janse 10 Feb 1999
Re: Electricity TradingThorstein Jenssen 14 Mar 1999
Re: Electricity TradingChristian Koeppen 30 Apr 1999
Coherent Risk MeasuresMassimiliano Tartuferi 11 Feb 1999
Re: Coherent Risk MeasuresMark Powter 11 Feb 1999
Re: Coherent Risk MeasuresAgim 13 Feb 1999
Re: Coherent Risk MeasuresDavid Berman 15 Feb 1999
FREE STOCKLarry Westfall 12 Feb 1999
FRN DurationAnestis Filopoulos 15 Feb 1999
Re: FRN DurationStamen Gortchev 16 Feb 1999
Re: FRN DurationAnestis Filopoulos 17 Feb 1999
Re: FRN DurationStamen Gortchev 17 Feb 1999
Re: FRN DurationAnn Morris 17 Feb 1999
Re: FRN DurationLaurence Blake 18 Feb 1999
Re: FRN DurationBrian Hird 26 Mar 1999
Market RiskHans Deurman 16 Feb 1999
Re: Market RiskAnn Morris 17 Feb 1999
Re: Market RiskVassilis Polimenis 14 May 1999
Liquidity Ratio PolicyNeil O'Connor 17 Feb 1999
Market Risk Evaluation Site - try for free!Mark 18 Feb 1999
Re: Market Risk Evaluation Site - try for free!Lori 11 Jun 1999
Need help  in pricing government guaranteesRenato E. Reside, Jr. 20 Feb 1999
Pricing of Power derivativesSajjad Rizvi 21 Feb 1999
Re: Pricing of Power derivativesjohn sodergreen 30 Mar 1999
Credit risk and VARDavid Bergmark 21 Feb 1999
Re: Credit risk and VARGlyn Holton 11 Mar 1999
Determining Risk in  Private Equitykristin  24 Feb 1999
How are financial guarantees OR financial letters of credit priced??Renato E. Reside, Jr. 25 Feb 1999