The last piece of the jigsaw - Correlation risk is the last frontier of the derivatives experts. If they can crack this one, it seems, the management of differential swaps, amortizing index swaps, path-dependent options and other exotica will become more a science, less rule-of-thumb.
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Euromoney. - London : Euromoney Publ, ISSN 0014-2433, ZDB-ID 1902325. - 1993, p. 29-33
Parsley, Mark, (1997)
Parsley, Mark, (1998)
The end of easy profits - Asset swappers have had a spectacularly successful 12 months while all their products - from synthetic floaters to tax and credit plays - were in favour with investors. But can they now develop a broader investor-base to keep the market growing?
Parsley, Mark, (1994)
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