Two curves, one price - ris

The credit crunch that began in the second half of 2007 has triggered, among many consequences, the explosion of the basis spreads quoted on the market between...

Interest rate swaps - esc toulouse | former les pilotes du ...

Interest rate swaps october, 2007 primary analyst: jason stipanov (212)-761-2983 jason.stipanov[^^et^^]mor ganstanley.com the primary analyst(s) identified above certify...

Comparing early warning systems for banking crisis

Comparing early warning systems for banking crises e philip davis and dilruba karim1 brunel university and niesr west london abstract: despite the...

Overcoming market challenges with advanced pricing, hedging and ...

Overcoming market challenges with advanced pricing, hedging and risk management techniques in the new financial era risk is delighted to host its 10th annual quant...


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