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The Risk Annual: Technical Papers from The Cutting Edge Section of Risk
Risk Waters, June 2004, Pages: 580
Bringing together all 36 of the technical papers published in Risk magazine during 2003, this substantial collection presents the very latest research and thinking on quantitative finance and risk management
Risk magazine is the foremost publisher of technical articles on quantitative finance, and this is the complete collection of articles published in the Cutting Edge section of Risk in 2003. In total there are 36 highly original articles covering the wide range of topics for which Risk has become known around the world. Each one has been rigorously reviewed by Risk's panel of expert referees
From valuing cdos and discrete dividends, to the latest ideas about real options and parimutuel auction systems. From VAR calculations to the impact of the new Basel II accord on bank regulatory capital. It's all there, authorised by the leading lights of academia and finance with a fully descriptive list of contents and an introduction by Nicolas Dunbar, the technical editor of Risk
-First time in book format, the entire 2003 collection of Risk's cutting edge section in one self-contained and convenient volume
-Let internationally renowned practitioners and academics in their field bring you up-to-date on the very latest technical ideas and research across various subject areas including - credit derivatives, credit portfolio modelling, Basle II, option pricing, stock options, programme trading, private equity, credit basket models, interest rates, real options, recovery rates, credit portfolio risk, counterparty credit risk, market risk, tail risk, parimutuel markets, business risk, ratings, default correlation, equity derivatives
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