Asia Risk - 2007-06-01
Articles in this issue
Diligence due
Editor's letter
Malaysia's CLO debut
Securitisation
Raising the stakes
Second generation
Short on shorts?
Hedge funds
Realised volatility and variance: options via swaps
Peter Carr and Roger Lee present explicit and readily applicable formulas for valuing options on realised variance and volatility. They use variance and volatility swaps - or alternatively vanilla options - as pricing benchmarks and hedging instruments…
Betting on stability
Stability notes
A menu of themed products
Special Report - structured products
Sharing the spoils
Asia risk end-user survey
Where credit's due
Japan's public sector
CDO managers under scrutiny
Collateralised debt obligation
Ahead of the pack
Profile
On the move
People
Reaping rewards
Basel II
Made in Malaysia
Islamic products