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Index Linked Bonds and Inflation Derivatives: http://www.londonfs.com/programmes/Index-Linked-Bonds-and-Inflation.... David Cox explains the growing popularity of inflation derivatives and index-linked bonds in current markets.
"Good article Tobias!
I remember hearing about the shortfalls of VaR and the proposed used of ES back in 2007 when attending one of our courses here at LFS. I'm surprised that, after almost 10 years, VaR is still relied upon as a valid market risk…"
I remember hearing about the shortfalls of VaR and the proposed used of ES back in 2007 when attending one of our courses here at LFS. I'm surprised that, after almost 10 years, VaR is still relied upon as a valid market risk…"
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