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  • 20/20 in 2020 part 1

    Risk managers cannot see all the risks attacking their organisations. New initiatives promise better clarity but risk management nirvana – complete,… By Steve White
  • 20/20 in 2020 part 2

    An outline of the next 10 years in risk management. The second part of this article explains what the most advanced practitioners are doing in the… By Steve White
  • Pricing discrete barrier options and credit default swaps under Lévy processes

    Discretely monitored barrier options under Lévy models, including single and double barrier options and first-touch digitals, as well as CDS and… By Marco de Innocentis and Sergei Levendorskiia

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