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Pricing Rm

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Articles by Pricing Rm

    RiskMetrics Technical Note - Monte Carlo Simulation using the Benson-Zangari Approach - March 2013

     Research Report | Mar 14, 2013 | Pricing Rm

    RiskMetrics Technical Note - Inflation Swap - March 2013

     Research Report | Mar 13, 2013 | Pricing Rm

    RiskMetrics Technical Note - Credit Default Swap (CDS) Options - January 2013

     Research Report | Jan 11, 2013 | Pricing Rm

    RiskMetrics Technical Note - Inflation Indexed Liability - January 2013

     Research Report | Jan 10, 2013 | Pricing Rm

    RiskMetrics Technical Note - Incorporating Credit Spread Curves into the Credit Risk Methodology - December 2012

     Research Report | Dec 10, 2012 | Pricing Rm

    RiskMetrics Technical Note - Credit Risk Models - November 2012

     Research Report | Nov 28, 2012 | Pricing Rm

    RiskMetrics Technical Note - Swaptions - November 2012

     Research Report | Nov 26, 2012 | Pricing Rm

    RiskMetrics Technical Note - Convertible Bonds - November 2012

     Research Report | Nov 10, 2012 | Pricing Rm

    RiskMetrics Technical Note - Generic Bond - October 2012

     Research Report | Oct 15, 2012 | Pricing Rm

    RiskMetrics Technical Note - Credit Default Swaps - October 2012

     Research Report | Oct 3, 2012 | Pricing Rm

    RiskMetrics Technical Note - Variance and Volatility Swaps - September 2012

     Research Report | Sep 14, 2012 | Pricing Rm

    RiskMetrics Technical Note - Basis Swaps and Index Curves - September 2012

     Research Report | Sep 10, 2012 | Pricing Rm

    RiskMetrics Technical Note - Vega Risk in RiskManager - August 2012

     Research Report | Aug 24, 2012 | Pricing Rm

    RiskMetrics Technical Note - Approximating VaR with Multidimensional Interpolation - July 2012

     Research Report | Jul 25, 2012 | Pricing Rm

    RiskMetrics Technical Note - Caps, Floors and Collars - July 2012

     Research Report | Jul 25, 2012 | Pricing Rm

    RiskMetrics Technical Note - Credit Exposure - July 2, 2012

     Research Report | Jul 12, 2012 | Pricing Rm

    RiskMetrics Technical Note - Commodity Future Average Rate Options - April 2012

     Research Report | Apr 23, 2012 | Pricing Rm

    RiskMetrics Technical Note - FX Options - April 2012

     Research Report | Apr 20, 2012 | Pricing Rm

    RiskMetrics Technical Note - FX Futures Options - April 2012

     Research Report | Apr 20, 2012 | Pricing Rm

    RiskMetrics Technical Note - Equity Futures Options - April 2012

     Research Report | Apr 20, 2012 | Pricing Rm

    RiskMetrics Technical Note - Commodity Futures Options - April 2012

     Research Report | Apr 20, 2012 | Pricing Rm

    RiskMetrics Technical Note - Pricing of Options on Bond Futures - April 2012

     Research Report | Apr 8, 2012 | Pricing Rm

    RiskMetrics Technical Note - Interest Rate Futures Options - March 2012

     Research Report | Mar 29, 2012 | Pricing Rm

    RiskMetrics Technical Note - CDS Upfront Methodology - February 2012

     Research Report | Feb 23, 2012 | Pricing Rm

    RiskMetrics Technical Note - CMS Spread Options - February 2012

     Research Report | Feb 10, 2012 | Pricing Rm

    RiskMetrics Technical Note - Equity Options - January 2012

     Research Report | Jan 31, 2012 | Pricing Rm

    RiskMetrics Technical Note - Commodity Options - January 2012

     Research Report | Jan 31, 2012 | Pricing Rm

    RiskMetrics Technical Note - Swaption Implied Volatility Interpolation - December 2011

     Research Report | Dec 12, 2011 | Pricing Rm

    RiskMetrics Technical Note - Swap - December 2011

     Research Report | Dec 5, 2011 | Pricing Rm

    RiskMetrics Technical Note - Basis Risk in Risk Manager - November 2011

     Research Report | Nov 18, 2011 | Pricing Rm

    RiskMetrics Technical Note - Convertible Bonds for RiskServer 5.3 - November 2011

     Research Report | Nov 11, 2011 | Pricing Rm

    RiskMetrics Technical Note - Dual Currency Deposit - September 2011

     Research Report | Sep 9, 2011 | Pricing Rm

    RiskMetrics Technical Note - Forward Volatility Agreements - September 2011

     Research Report | Sep 1, 2011 | Pricing Rm

    RiskMetrics Technical Note - Autocallable Note - August 2011

     Research Report | Aug 17, 2011 | Pricing Rm

    RiskMetrics Technical Note - FX Barrier, Digital Barrier, and Touch/No-Touch Options - August 2011

     Research Report | Aug 16, 2011 | Pricing Rm

    RiskMetrics Technical Note - Year-on-Year Inflation Swap - August 2011

     Research Report | Aug 15, 2011 | Pricing Rm

    RiskMetrics Technical Note - Inflation Indexed Caps and Floors - August 2011

     Research Report | Aug 1, 2011 | Pricing Rm

    RiskMetrics Technical Note - Equity Barrier, Digital Barrier, and Touch/No-Touch Options - July 2011

     Research Report | Jul 21, 2011 | Pricing Rm

    RiskMetrics Technical Note - Equity Accumulator - July 2011

     Research Report | Jul 20, 2011 | Pricing Rm

    RiskMetrics Technical Note - Commodity Average Rate Options - April 2011

     Research Report | Apr 23, 2011 | Pricing Rm

    RiskMetrics Technical Note - FX Average Rate Options - April 2011

     Research Report | Apr 23, 2011 | Pricing Rm

    RiskMetrics Technical Note - Equity Average Rate Options - April 2011

     Research Report | Apr 23, 2011 | Pricing Rm

    RiskMetrics Technical Note - FX Futures - March 2011

     Research Report | Mar 21, 2011 | Pricing Rm

    RiskMetrics Technical Note - Variance Swap, Risk Evaluation & Instrument Aging - February 2011

     Research Report | Feb 6, 2011 | Pricing Rm

    RiskMetrics Technical Note - Risk Evaluation of Merger Arbitrage Positions - February 2010

     Research Report | Feb 8, 2010 | Pricing Rm

    RiskMetrics Technical Note - Interest Rate Interpolation - December 2005

     Research Report | Dec 15, 2005 | Pricing Rm

    RiskMetrics Technical Note - Continuous Interest Rates - December 2005

     Research Report | Dec 15, 2005 | Pricing Rm