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November 1995 || Vol.1, No.1
Departments

Players
Till Guldimann's Second Life
Plus: Smithson U.

Shorts
Oops!
A letter from former P&G chairman E. L. Artzt reveals how not to practice risk management.

Regulatory Watch
FASB Slugs Derivatives - Again
Plus: No Pity for Gibson...Fed Fix Called Only Band-Aids

Test Drive
A Winning Two-program Combo
Reviewers test-drive TARgA, a bargan priced software package that combines meat-and-potatoes risk management with high-end pricing and analytics.

Roundtable
Corporates Talk About Value-At-Risk

Columns


Listed Strategies
Long-dated Equity Options
LEAPS investors figure: "Why buy three-month options for a long-term hedge?"

Pensions
Black, Scholes et al.
Andrew Kalotay explains what single factor interest rate models can - and can't - do for you.

Models
A Brave New Pension World
Tanya Styblo Beder explains why pension funds need to update their investment guidelines for an increasingly complex investment environment.

Features

Risk Managers For Rent

Why re-invent the wheel...and then spend a fortune building and maintaining it? Risk management services are up for rent.
By Mirium Bensman

Confessions of a Structured Note Salesman

An anonymous insider tells a story of ignorance, greed and creative frenzy during the spectacular rise and fall of the structured note market.

Solo Flights

Wall Street derivatives traders who've ditched the boss and started a fund of their own.
By J. C. Lewis

The World According to Stan Jonas

An interview with one of the savviest derivatives users on Wall Street.
By Joe Kolman

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