Asia Risk - 2008-08-01
Articles in this issue
Combining the SABR and LMM models
Pierre Henry-Labordere analyses a stochastic volatility Libor market model that combines the SABR and Brace-Gatarek-Musiela (BGM) models in a natural way. Using an innovative geometrical method, he explains how to obtain analytical formulas for swaption…
The blame game
Accounting
An auspicious debut
Risk Korea conference
On the move
People
Corporates burned
Cover story
On the backburner
Special Report: Credit derivatives
Unfit for consumption
Special Report: Commodity Futures
Ready for a bumpy ride
Special Report: India
Dubai and sell
Profile
Chains of command
Reporting lines
Taking the slow road
Special Report: Basel II
Uncertain futures
Special Report: Foreign exchange