Departments
Players
Till Guldimann's Second Life
Plus: Smithson U.
Shorts
Oops!
A letter from former P&G chairman E. L. Artzt reveals how not
to practice risk management.
Regulatory Watch
FASB Slugs Derivatives - Again
Plus: No Pity for Gibson...Fed
Fix Called Only Band-Aids
Test Drive
A Winning Two-program Combo
Reviewers test-drive TARgA, a bargan priced software package that
combines meat-and-potatoes risk management with high-end pricing and analytics.
Roundtable
Corporates Talk About Value-At-Risk
Columns
Listed Strategies
Long-dated Equity Options
LEAPS investors figure: "Why buy three-month options
for a long-term hedge?"
Pensions
Black, Scholes et al.
Andrew Kalotay explains what single factor interest rate models
can - and can't - do for you.
Models
A Brave New Pension World
Tanya Styblo Beder explains why pension funds need to update
their investment guidelines for an increasingly complex investment environment. |
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Features
Risk Managers For Rent
Why re-invent the wheel...and then spend a fortune building and maintaining it? Risk management services are up for rent. By Mirium Bensman
Confessions of a Structured Note
Salesman
An anonymous insider tells a story of ignorance, greed and creative frenzy during the spectacular rise and fall of the structured note market.
Solo Flights
Wall Street derivatives traders who've ditched the boss and started a
fund of their own. By J. C. Lewis
The World According to Stan Jonas
An interview with one of the savviest derivatives users on Wall Street. By Joe Kolman |