Appaloosa Management Restates Investment Levels: Appaloosa Management LP, the...
Appaloosa Management Restates Investment Levels: Appaloosa Management LP, the hedge fund of investor David Tep... http://fxn.ws/nfvDdg
View ArticleAppaloosa Management Restates Investment Levels: Appaloosa Management LP, the...
Appaloosa Management Restates Investment Levels: Appaloosa Management LP, the hedge fund of investor David Tep... http://fxn.ws/nfvDdg
View ArticleAppaloosa Management Restates Investment Levels: Appaloosa Management LP, the...
Appaloosa Management Restates Investment Levels: Appaloosa Management LP, the hedge fund of investor David Tep... http://fxn.ws/nfvDdg
View ArticleAppaloosa Management Restates Investment Levels: Appaloosa Management LP, the...
Appaloosa Management Restates Investment Levels: Appaloosa Management LP, the hedge fund of investor David Tep... http://fxn.ws/nfvDdg
View ArticleAppaloosa Management Restates Investment Levels: Appaloosa Management LP, the...
Appaloosa Management Restates Investment Levels: Appaloosa Management LP, the hedge fund of investor David Tep... http://fxn.ws/nfvDdg
View ArticleWe r fearful of the man who don't have cuz we think he's going to steal ur...
We r fearful of the man who don't have cuz we think he's going to steal ur goods..no poor man pulled the Maydolph nor the Hedge Fund #fact
View Articleafter 13 years running a hedge fund I am programmed to nibble on down 600 Dow...
after 13 years running a hedge fund I am programmed to nibble on down 600 Dow days...so I am again.... http://bit.ly/pGoETT
View Article[news] Hedge Fund Manager Kyle Bass: “EU Bailout Will Cost France And...
[news] Hedge Fund Manager Kyle Bass: âEU Bailout Will Cost France And Maybe Even Germany Their AAA Ratingsâ http://dlvr.it/fQBQ1 #nwo
View ArticleEl hedge fund de Ravi Mehra ganó un 19% en julio http://bit.ly/pAu4Vs
El hedge fund de Ravi Mehra ganó un 19% en julio http://bit.ly/pAu4Vs
View ArticleHedge fund clients expect the HF managers to beat the market when the market...
Hedge fund clients expect the HF managers to beat the market when the market is up and expect to have little losses when the market tanks.
View ArticleHedge fund spotlight: Event-driven, managed futures and credit...
Hedge fund spotlight: Event-driven, managed futures and credit http://p.ost.im/p/eRrbYH
View ArticleThe Dow Jones Credit Suisse Core Hedge Fund Index Up 0.20% in July - Index...
The Dow Jones Credit Suisse Core Hedge Fund Index Up 0.20% in July - Index Provider Unveils New Website Enhancement http://p.ost.im/p/eRSCNc
View Articlemaybe some large hedge fund or investment bank that was insufficiently hedged...
maybe some large hedge fund or investment bank that was insufficiently hedged would take too much loss they couldn't take ...
View ArticleFunny how no one complained about high frequency trading when it was driving...
Funny how no one complained about high frequency trading when it was driving the market higher...
View ArticleValidation of internal rating systems and PD estimates....
This paper elaborates on the validation requirements for rating systems and probabilities of default (PDs) which were introduced with the New Capital Standards (Basel II). We start in Section 2 with...
View ArticleA traffic lights approach to PD validation. (arXiv:cond-mat/0305038v1 CROSS...
As a consequence of the dependence experienced in loan portfolios, the standard binomial test which is based on the assumption of independence does not appear appropriate for validating probabilities...
View ArticleRemarks on the monotonicity of default probabilities....
The consultative papers for the Basel II Accord require rating systems to provide a ranking of obligors in the sense that the rating categories indicate the creditworthiness in terms of default...
View ArticleCredit Risk Contributions to Value-at-Risk and Expected Shortfall....
This paper presents analytical solutions to the problem of how to calculate sensible VaR (Value-at-Risk) and ES (Expected Shortfall) contributions in the CreditRisk+ methodology. Via the ES...
View ArticleExpected Shortfall and Beyond. (arXiv:cond-mat/0203558v3 CROSS LISTED)
Financial institutions have to allocate so-called "economic capital" in order to guarantee solvency to their clients and counter parties. Mathematically speaking, any methodology of allocating capital...
View ArticleFast resolution of a single factor Heath-Jarrow-Morton model with stochastic...
This paper considers the single factor Heath-Jarrow-Morton model for the interest rate curve with stochastic volatility. Its natural formulation, described in terms of stochastic differential...
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