Risk models and hegde risk and Commercial finance Guide - Finance Review

Correlation and Dependence in Risk Management
Presentation of pitfalls and potential corrections for correlation's role in risk management.
The Future of Modelling
Examination of the limits of standard models for valuation of financial securities and extensions to these models. Presented by Emanual Derman of Goldman Sachs.
Linear Correlation Estimation
Analysis of the failure of risk models to adjust for correlation variance, and suggestion for improvement. Offered by Philip Lindskog of the University of Zurich.
Interest Rate Model Risk
Definition, identification, and proposed solutions for interest rate model risks.
On the Determination of Coefficient in Robust Regression
Analysis of the importance of the determination coefficient in determining the robustness of regression analysis.
Model Risk
Analysis of risks associated with using models to determine the value of financial securities, by Emanual Derman of Goldman Sachs.
The Derivatives 'Zine: Model Risk
Provider of news, analysis, and discussions of model risk and its relevance to risk management.
Duration Mismatch Strategies
Article from the Global Custodian in the Fall 1997 issue that discusses the problem of duration mismatches when using futures to hedge.
Model Risk Analysis for Bond Options in a Heath Jarrow Morton (HJM) Model
Analytical expression of risks associated with the HJM model, and implications for hedging and risk management.
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