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Search Result for: (derivatives)
Document Title Author Issue Date
JPMorgan Chase Whale Trades: A Case History of D.. [US Senate Permanent Subcommittee on Investigations] 4-14-2013
Counterparty Credit Risk and Clearing of Derivat.. [Lehrbass, Frank] 3-11-2013
Guidance Note 3/03 Undertakings for Collective I.. [Central Bank of Ireland] 8-20-2012
Margin Requirements for Non-Centrally-Cleared De.. [Basel Committee] 7-7-2012
Derivatives Disclosures by Major U.S. Banks, 199.. [Edwards, Gerald A.][Eller, Gregory E.] 5-28-2012
A PDE Approach for Risk Measure for Derivatives .. [Elliott, Robert J.][Siu, Tak Kuen][Chan, Leunglung] 10-3-2011
FASB’s Statement No. 133 on Derivatives and Bari.. [Alkafaji, Yass][Balsara, Nauzer][Aburmishan, Judish] 9-23-2011
Joint Study on the Feasibility of Mandating Algo.. [CFTC] 4-9-2011
Advanced Derivatives Pricing and Risk Management [Albanese, Claudio][Campolieti, Giuseppe] 3-13-2011
Derivatives Models on Models [Haug, Espen Gaarder] 1-2-2011
Options, Futures and Other Derivatives [Hull, John] 8-22-2010
The Generalized Hyperbolic Model: Estimation, Fi.. [Prause, Karsten] 5-7-2010
Basel III Proposal To Increase Capital Requireme.. [Grunspan, Thierry][Bugie, Scott][Kam, Simon] 5-7-2010
A Proposed Fat-Tail Risk Metric: Disclosures, De.. [Conti-Brown, Peter] 5-2-2010
Public Disclosure of the Trading and Derivatives.. [Basel Committee] 3-13-2010
Counterparty Risk in the Over-the-Counter Deriva.. [Segoviano, Miguel Angel][Singh, Manmohan] 3-29-2009
Derivatives Clearing, Central Counterparties, an.. [Bliss, Robert][Papathanassiou, Chryssa] 3-22-2009
The Economics of Clearing in Derivatives Markets.. [Pirrong, Craig] 3-22-2009
Management of Interest Rate Risk, Investment Sec.. [US Gov] 2-16-2009
Valuation of Credit Derivatives, and Credit Valu.. [Ronn, Ehud] 6-1-2007
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