Asia Risk - 2007-05-01
Articles in this issue
What lies beneath
Editor's letter
Rate steepeners rise again
CMS spreads
Cfets' fx trading system launches
News in brief
Icap launches A$/NZ$ e-trading
News in brief
On the move
People
Emissions gain credit
Carbon finance
More CBO woes
Taiwan
Spectron and GFI in Asian JV
News in brief
Markovian projection for volatility calibration
Vladimir Piterbarg looks at the Markovian projection method, a way of obtaining closed-form approximations of European-style option prices on various underlyings that, in principle, is applicable to any (diffusive) model. The aim is to distil the essence…
TT links to SGX
News
The power law
Masterclass
Singapore stumbles
Exchanges
HDFC Bank chooses Misys for rates
News in brief
Stuck on the margins
Prime broking
Supervisory clampdown
Korea regulation
Stunned by subprime
CDOs of ABSs
Set for meltdown?
Cover story