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Bankers, Markets & Investors n° 119 – Juillet-Aout 2012

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Articles

  • Option Pricing and Hedging in the Presence of Cross-Hedge Risk
  • Optimal Economic Capital and Investment Decisions for a Non-Life Insurance Company
  • Implied Distribution as a Function of the Volatility Smile

Focus On

  • Regulatory Governance Mechanisms in Banks
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Sommaire

Articles

  • Option Pricing and Hedging in the Presence of Cross-Hedge Risk
  • Optimal Economic Capital and Investment Decisions for a Non-Life Insurance Company
  • Implied Distribution as a Function of the Volatility Smile

Focus On

  • Regulatory Governance Mechanisms in Banks
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