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Risks and Rewards Newsletter, July 2003, Issue No. 42
simply the sum of the cost of protection for the individual names in the basket, since the expected loss ... assumptions used make a substantial impact on the valuation of a basket default swap. The credit derivatives ...- Authors: Nino A Boezio, Catherine Ehrlich, Martin Roy, Larry Rubin, Hubert B Mueller, Douglas A George, Teri Geske, Michael Bean, John Ryding, Leo Tilman, David Ingram, Christian Gilles, Ajay Rajadhyaksha
- Date: Jul 2003
- Publication Name: Risks & Rewards
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Risks and Rewards Newsletter, February 2003, Issue No. 41
only made sense to everyone sitting around the table, but also to people in the insurance industry. ... strategies on the industry as a whole and on individual companies? • How does the consumer affect the ...- Authors: Lawrence N Bader, Nino A Boezio, Paul Donahue, Anson Glacy, Jeremy Gold, David Ingram, Max Rudolph, Peter Tilley, Richard Wendt, Douglas A George, Valentina A Isakina, Lilli Segre Tossani
- Date: Feb 2003
- Publication Name: Risks & Rewards