.
.--.
Print this
:.--:
-
|select-------
-------------
-
November 1999 || Vol.4, No.11
DEPARTMENTS
PLAYERS
Martin Armstrong’s Legal Woes…Charles Smithson Branches Out

SHORTS
The Hurricane Floyd War Room…ISDA to Members: Chill Out Over Y2K Disputes…Research and Trade Hedge Funds On-Line!…JP Morgan and E&Y Release Op Risk Tools

REGULATORY WATCH
Regulating Electronic Trading Systems…Melamed Says Reform Shad-Johnson Now

EXCHANGE NOTES
Cantor Exchange Rolls Up Its Sleevesf

TECH NOTES
Outsourcing the Back Office

COLUMNS
Turning Taxable Straddles Into Tax-Free Income...Making Sense of Hedge Fund Returns…How Useful Is Extreme Value Theory?

  FEATURES
The Sensitivity of Vega
In the foreign exchange market, second-order derivatives like vomma and vanna could make you pay dearly for your ignorance.

Foreign Exchange Exotics Go Mainstream
In the new foreign exchange world, exotic barrier options move the vanilla markets, which move the cash. What kind of market is this?

Canadian Exchanges On Hold
Ambitious reorganization plans are threatened by Quebec nationalists.

Roundtable: Learning From the Skew

Somebody Turn on the Lights
A leading critic of the derivatives markets argues that regulators are hindering transparent markets.
By Martin Mayer

--