Forward Simulation Forward Thinking by Paul Dentskevich Forward rates have long been a parameter of choice for interest rate traders. Now, the idea is applied to cap portfolio simulation. The evidence for volatility risk premium in the currency options markets. Renowned for its penetrating and detailed reporting, Risk delivers unparalleled insight into the most timely and topical issues affecting the derivatives industry. As risk management becomes a higher priority in the industry, so the systems enabling participants to keep up with the competition evolve.
Risk covers the latest innovations and analyses their effectiveness.
Risk is a showcase for the latest thinking and research into derivatives tools and techniques, with comprehensive, cutting-edge coverage of the most recent advances in areas such as option pricing and hedging, market risk, credit risk, swaps and Monte Carlo methods. Every month Risk brings you reviews of the latest and best books related to the risk management industry, while offering helpful advice on those you'd best avoid. Risk's special reports, supplements and financial product guides offer additional in-depth coverage of the hottest industry topics, ranging from operational risk, credit risk and electronic trading to specialist coverage of emerging markets such as Latin America and Asia. Always at the forefront of new developments in the derivatives industry, Risk is dedicated to informing readers of the latest news, research and developments in the market. Octanti Associates Domingo Tavella offers mathematical solutions to the most vexing risk management issues in a clear, practical and accessible monthly column.