Risk management
Advancing the option idea
Continuing our series of tutorials on risk management tools, here, in the first of a two-part article, we look at the workings of advanced option strategies. By Doug Coyne
Janine McArdle
Managing director, Aquila Europe
Poor relations
Here EPRM outlines an approach for sorting out common problems relating to calculating correlation measures in value-at-risk. By Brett Humphreys