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By Damiano Brigo, Andrea Pallavicini, Roberto Torresetti Abstract We follow a long path for Credit Derivatives and Collateralized Debt Obligations (CDOs) in particular, from the introduction of the Gaussian copula model and the related implied correlations to the introduction of arbitrage-free dynamic loss models capable of calibrating all the tranches for all the maturities [...]
Here’s wishing all of our readers a happy (and safe) New Year! Thank you for all your support in 2009.
Individual investor bears are a dying breed. (Sentiment’s Edge)
“It’s time for dividends to come back into fashion.” (Breakingviews)
2010 could see a reversal of the risk trade. (Barron’s)
The biggest risk for corporate bonds in 2010 [...]
Starting in 2010 we will be reporting the performance of the Top 10 stocks in the Livermore Active Issues Index on a weekly basis. The Livermore Index for those who are new is derived from the Nasdaq 100 stocks only in order to keep the list focused on highly liquid and dynamic stocks. To give you the first [...]
Minlam Asset Management is seeking a Foreign Exchange Investment Manager to manage emerging market currency exposures and provide global macro expertise for the Minlam funds. The position offers the opportunity to work in an innovative, high growth environment that is socially and financially rewarding.
Read the whole story on All Hedge Funds Jobs: eFinancialCareers.com.
Top tier hedge fund seeks experienced Specialty Pharma Analyst
Read the whole story on All Hedge Funds Jobs: eFinancialCareers.com.
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