Risk Latte - The Financial Engineering Resource

Go to Risk Latte site

Volume I

Issue 1: 12 August 2011

  • Editorial Comment: Volatility has tails and it can fly
  • Tutorial: Understanding Historical Volatility
  • Markets: Derivatives Trading Terminology
  • Product Idea for Equity Market: Single Asset, Best of Option
  • Profile: The Silent Mafioso – I: The Man who once Ruled Deutsche Bank
  • Book Review: Options on Foreign Exchange, 3rd Edition

Click here to download the PDF


Issue 2: 20 August 2011

  • Editorial Comment: Fixated and VIXated on Volatility
  • Tutorial: Does Historical Volatility Have a Memory?
  • Product Idea: Principal Protected Bull Note
  • Markets: Trading and Markets Terminology
  • Once Upon A Time: Morgan Stanley and the Birth of Statistical Arbitrage
  • Profile: The Silent Mafioso – II: The Man who once Ruled Deutsche Bank
  • Book Review: The Handbook of Exotic Options, Edited by Israel Nelken

Click here to download the PDF

Issue 3: 26 August 2011

  • Editorial Comment: My Volatility has Volatility
  • Tutorial: Is there a Formula for Implied Volatility?
  • Product Idea: A Money Back Equity Option
  • Markets: Trading and Markets Terminology
  • Once Upon A Time: Remembering Lehman Brothers and the Death Spiral Convertible Bonds
  • Profile: The Silent Mafioso – III: The Man who once Ruled Deutsche Bank
  • Book Review: The Handbook of Convertible Bonds, by Jan De Spiegeleer & Wim Schoutens

Click here to download the PDF


Issue 4: 6 September 2011

  • Editorial Comment: That Tub of Milk and So Much Financial Pain!
  • Tutorial: Estimating Implied Volatility Numerically
  • Product Idea: Pay Later Equity Option
  • Down the History Lane: Using Logarithm to Create and Asset: The Log Contract
  • Profile: The Silent Mafioso – IV: The Man who once Ruled Deutsche Bank
  • Book Review: The Return of Depression Economics, by Paul Krugman

Click here to download the PDF