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Values and Prices: Middle Office Update

Author Philip Lawton
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Book Details
Author(s)Philip Lawton
ISBN / ASINB00DXZV0LW
ISBN-13978B00DXZV0L2
Sales Rank2,206,215
MarketplaceUnited States 🇺🇸

Description

This booklet contains 12 short essays that were posted on the now-defunct Middle Office blog but not included in the 2012 book of the same name. The contents notably include “Real Risk,” “Assessing the Cost of Basel III,” “The Motivation to Work,” “Analyzing Tactical Asset Allocation Performance,” and a revised version of “The Valuation Puzzle.”