Back issues of Financial Engineering News, bimonthly print publication




Index of Back Issues of Financial Engineering News Mar/Apr 2007, Issue No. 54 Pricing Catastrophe Insurance Risk: From Reinsurance to Securitization Foreign Currency Convertible Bonds – Funding India’s Capital Expenditures Dr. James Simons Selected as the 2006 IAFE/SunGard Financial Engineer of the Year OptiRisk Systems: Providing Leading edge Financial Optimization Software, Risk Analysis and Mathematical Modeling Services Stochastics on the Street: "Deregulation and Power " by Philip Protter, Ph.D. Back to Basics: Mean Reversion by Jim Finnegan, CFA Where Numerics Matter: Nonlinearities: What You Don’t Know Can Hurt You by Thomas Coleman, Ph.D. Ethics in Finance: "Complacency and Being the Most Ethical Person in the Room" by Marianne M. Jennings, JD. My Perspective: "Take Me Out to the Ballgame . . and Don't Forget the Market" by Aaron Brown The Asia File: "Standardization vs. Diversity is Issue for Future of Islamic Securitization" by William Rhode. Best of FEN: “Re-thinking Implied Volatility " by Don Chance, Ph.D., CFA Letter from the Editor: by Jim Finnegan (coming April 2nd) FENtoon CrossWise Financial History: Benjamin Graham in Perspective by Dennis Butler Capital Notions: "Attention T-Mart Shoppers " by Ross M. Miller, Ph.D. European Angles: "CDS Markets Get Bigger Than Big" by Rachael Horsewood. Risk and Reward: "Probable Maximum Loss: An Almost Ideal Risk Measure?" by Kevin Dowd, Ph.D. Upcoming Events Calendar: Check out what’s happening in the world of financial engineering over the next 4 months. FEN Partners' News FEN Book Briefs FEN 5th Annual Special Report: A Survey of Graduate Education Programs in Financial Engineering, Mathematical Finance, Computational/Quantitative Finance and Risk Modeling/Management More Demand Means More Masters Programs Baruch College Introduces Expanded Master of Science in Financial Engineering Program Brunel University Offers Master of Science in Modeling and Risk Management George Washington University: Seventy Percent of Coursework Focuses on Practical Applications UC Berkeley’s One-Year MFE Taught by Financial Economists, Features Innovative Internship Financial Engineering a Hot Topic at the University of Tulsa Jan/Feb 2007, Issue No. 53 The Derivatives Market: Growing, Growing and Growing Society of Actuaries Meeting Draws 1,700 in Chicago NumeriX Bridges the Gap Between Excel and High-Volume Pricing Sinking the Ship in a Flat Calm Third Annual Financial Engineering and Applications Conference Held Stochastics on the Street: "Reinsurance and Global Warming" by Philip Protter, Ph.D. Financial Engineering in Asia: "Thai Coup Highlights the Need for Political Risk Evaluation " by Jayanthi Iyengar Points of View: "Does Amaranth Signal a Need for Better Risk Management " by Lori Pizzani Ethics in Finance: "Just Because It's Legal . . . " by Marianne M. Jennings, JD. My Perspective: "Why Do We Need Bank Regulation?" by Joe Pimbley The Asia File: "Taiwan's Structured Note Market Experiences the 'Big Bang' Theory" by William Rhode . Topics in Fixed Income: “The Right Discount Rate Could Save Your Life " by Andrew Kalotay, Ph.D. Legal Factors in Finance: “Property and Emission Credit Derivatives" by David Krohn, JD FEN Book Review: “Managing Bank Capital " reviewed by Richard Norgate, Ph.D. Letter from the Editor: "The Future of Life-Cycle Saving and Investing " by Jim Finnegan FENtoon CrossWise Capital Notions: "Be a Financial Woz" by Ross M. Miller, Ph.D. European Angles: "Betting on Pensions" by Rachael Horsewood. Risk and Reward: "Risk Management vs. Statistics" by Kevin Dowd, Ph.D. Upcoming Events Calendar: Check out what’s happening in the world of financial engineering over the next 4 months. FEN Partners' News FEN Book Briefs Nov/Dec 2006, Issue No. 52 Think Real Estate is Falling Fast? Now You Can Bet on It MiFID Creates Comprehensive Regulations for European Investment Firms On Growth, Yields and CDO's Changes in the World of Finite Risk Transfer: The Spitzer Effect Maple-NAG Connector Seeks to Eliminate Conventional Programming Issues Too Much Data in the Options Market? Not Even Close for Vhayu Technologies Portable Alpha, Liability-Driven Strategies in Limelight as Pension Rules Tighten Outfitting the Quant World: ClariFI Releasing Next Major Version of ModelStation (TM) Sibos 2006 Looks at Derivatives Processing Tax Shelter Patent May Be Test Case for Financial Patents Museum of American Finance: New Name, New Location FEN One on One Interview: Eugene Fama Stochastics on the Street: "Financial Bubbles " by Philip Protter, Ph.D. Financial Engineering in Asia: "India Struggles to Capitalize on Its Growing Economy " by Jayanthi Iyengar Ethics in Finance: "Merrill Lynch: Nothing Illegal, But OH, the Ethical Issues " by Marianne Jennings, JD. My Perspective: "Changes in Financial Engineering Through the Ages" by Roy S. Freedman, Ph.D. The Asia File: "Demand Exceeds Supply for Korean CDO's " by William Rhode The Best of FEN: "Risk, Solvency and Allocations of Capital in Financial Institutions" by Harry H. Panjer, Ph.D. Where Numerics Matter: "Speedy Portfolio Computations by Using Structure " by Tom Coleman, Ph.D. Topics in Fixed Income: “When It's Time to Get Off the Tree" by Andrew Kalotay, Ph.D. Legal Factors in Finance: “A Simple Plan for Protecting New Ideas in the Financial Services Industry" by Jeff Young, JD and Scott Brient, JD FEN Book Review: “Trading Risk: Enhanced Profitability through Control" reviewed by Richard Norgate, Ph.D. Topics in Actuarial Analysis: “Equity Release Mortgages" by Mary Hardy, Ph.D. Letter from the Editor: "A Year-End Update on FEN and Plans for