Technical paper/Risk management
Cutting Edge introduction: Hedging dependence
Hedging dependence
Cutting edge introduction: perturbing the smile
Perturbing the smile
Multi-factor forward curve models for energy risk management
Applied risk management series – article two
Cutting Edge introduction: viva cross-vegas
Viva cross-vegas
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios