Correlation
No nosedive: markets could defy doom-mongers
Challenging the doom-mongers
Perturbed Gaussian copula: introducing the skew effect in co-dependence
Gaussian copula models are often used in the industry when single-asset information is quoted but little is known about their joint relation. These models may arise from correlated stochastic Brownian processes with deterministic volatility and…
Hybrid correlation matrices
Hybrid correlation matrices
Inflation derivatives house of the year: Royal Bank of Scotland
Risk awards 2012
Perturbed Gaussian copula: introducing the skew effect in co-dependence
Perturbed Gaussian copula: introducing the skew effect in co-dependence
Quant Congress Europe: Quants urged to ditch equilibrium models
Equilibrium models do not represent real markets and need to be replaced with models that take explicit account of real capital flows, says Alex Langnau
Trade of the month: Correlation
Trade of the month: Correlation
Volatility of volatility spike drives options liquidity squeeze
Volatility of volatility spike drives options liquidity squeeze
Cutting edge introduction
A popular copula
CVA hedging: a false sense of security
Quo vadis, CVA?
Trade of the month: Correlation
Trade of the month: Correlation
The growing influence of Caspian crude
Forecasting crude oil correlation changes
Greece’s second bail-out met with relief
Traders and strategists believe latest rescue package is a positive development, but expect further pain ahead as it is implemented
FVC custom indexes
FVC custom indexes
Asia Risk institutional derivatives rankings 2011
Asian assets decouple
Cutting edge introduction
Be discrete
Selling volatility and correlation remains popular, but is it safe?
Making way for the money-spinner
Hedge funds play dangerous volatility game
A dangerous game
Americas house of the year
House of the year, Americas
Latin America house of the year
House of the year, Latin America
The art of harnessing volatility
Harnessing volatility
Inflation-linked structured products attract UK investors as risk appetite recovers
Inflation-linked structured products attracting UK investors
Two ways to win
Two ways to win
Equity derivatives
Special report