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March 1997 || Vol.2, No.3
Departments

Players
Carolyn Jackson's Literary Secret
Plus: Garry Popofsky...JoAnne Tillemans...Bob Baldoni

Shorts
Advice from the Comptroller: 15 bucks
Plus: Revising Hedging Theory

Regulatory Watch
SEC to Corporates: Get Quantitative

Tech Notes
Systems Integration, SunGard-Style
Plus: Orange County Goes Interactive!

European Notes
Euro-Czech Fever
The Czech Republic's booming, high-yielding debt market is attracting a new crop of derivatives players.

Roundtable
Is Equity Protection Worth It?

Columns


Value-At-Risk
The Next 10 VAR Disasters
Aaron Brown predicts how VAR is likely to be used and abused.

Value-at-Risk
And Now, Spread-at-Risk
Gabriel Bousbib explains why Spread-at-Risk is a better risk measure for non-leveraged financial institutions.

Features

Derivatives Hall of Fame

Lep Melamed, Richard Sandor, Myron Scholes, Allen Wheat
Plus: The Arthur Andersen Hall of Fame Roundtable

Estimating Volatility

There's no perfect way to estimate volatility, but here are some of the best approaches.
By Karin Spinner

Worrying about Correlation

Everybody likes diversification. But how do you achieve it in a world that's increasingly correlated?
By J. C. Louis

The World According to Emanuel Derman

Interview by Joe Kolman

 

March 1997 || Listed Markets Supplement


Departments

Exchange Notes
Au Revoir GLOBEX
Plus: The CBOT's Inflation Trade...Swedes Try Again...Dow Jones Wakes Up

  Features

The Fight For Europe
LIFFE, DTB and MATIF all want to dominate the trading in euro interest-rate contracts. Only one can win.
By Nilly Ostro

The Exchanges' Greatest Hits of 1996
Many of last year's most successful new contracts rode the equity bull market to success. Others succeeded on their own charms.
By Karen Spinner

Screen vs. Pit: Score One for Project A
How supporters of the CBOT's off-hours electronic trading system forced it to rethink its link with LIFFE.
By Margaret Elliott

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