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    Basket Tranches value and risk

    Hi David, please help me in resolving the following confusion: When we find correlation in CDS, I understand following : high correlation makes senior tranches (i.e., high n to default for basket CDS) more expensive (all other things equal) and junior tranches (e.g., 1st to default) less...
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    GARP Practice Exams 2012 Level 2

    Hi All, How can i download GARP PRactice exam 2012 from the digital library. I cannot see any download link, but it asks for payment related stuff. Is there any other link for downloading the Practice exams for Paid Candidates ? Please let me know. Thanks
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    Need "Active Portfolio Management" reference (Grinold and Kahn)

    Hi All, I need Chapter 14 of following referenced book: Richard Grinold and Ronald Kahn, Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk, 2nd Edition (New York: McGraw-Hill, 2000). • Chapter 14............................Portfolio...