FEEDBACK - MOTHER KNOWS BEST - Nature was perfecting feedback when we were just a gleam in evolution's eye.
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Forbes : business and finance. - New York, NY : Forbes Publ. Co., ISSN 0015-6914, ZDB-ID 7162637. - 2002 (07.10.), SUPPL, p. 26-31
CUTTING EDGE - Credit derivatives - Struck off - Credit default swaps (CDSs) offer protection against issuer default, and in general the protection is paid via a running spread rather than upfront. When the par spread changes, the contract cannot be unwound without leaving a default-contingent annuity. Although the valuation of that annuity is straightforward, its risk management on a trading book ...
Martin, Richard, (2008)
Martin, Richard, (2003)
CREDIT PORTFOLIO RISK: An indirect view from the saddle The saddlepoint method has become established as a tool for portfolio analysis. In this article, the authors review the main concepts and show that there are two essentially distinct ways of applying it to conditional independence models. Both of these have been used in the literature, but their distinction has not been addressed.
Martin, Richard, (2006)
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