Monthly Archives: February 2013
U.K. Loses Top Aaa Rating From Moody’s as Growth Weakens – Bloomberg
U.K. Loses Top Aaa Rating From Moody’s as Growth Weakens Britain lost its top credit rating by Moody’s Investors Service, which cited the continuing weakness in the nation’s growth outlook and the challenges that presents to the government’s fiscal consolidation program. The rating on the U.K. was lowered one level to Aa1 from Aaa and […]
Comparaison des ETF par rapport à leurs modes de réplication est-il juste ?
Comparaison des ETF par rapport à leurs modes de réplication est-il juste ? Dans les années 2007-2008, suite à la crise du crédit les investisseurs se méfient de plus en plus des produits utilisant des dérivés. Les ETF synthétiques utilisant des swaps sont considérés comme les investissements risqués. Les ETF synthétique qui ont reconnu un succès […]
Buy write Fund ?
An Open-End Means to Hedge Volatility RiverNorth’s Eric Metz discusses his firm’s reasons to create an open-end buy-write strategy fund and how the portfolio is positioned to mitigate risk. http://www.morningstar.com/cover/videocenter.aspx?id=581438 Josh Charney: Hi, my name is Josh Charney. I’m a fund analyst here at Morningstar. And here with me today I have Eric Metz. He is […]
Emanuel Derman : Financial engineering as a career ?
Financial engineering as a career: Part 1 by Emanuel Derman Part 1 Background Several years ago, my son, who did a PhD thesis on the reception history of Max Weber, the founding father of sociology, introduced me to two influential essays by Weber, entitled respectively Science as a Vocation and Politics as a Vocation. In them Weber discusses what problems you […]
The Financial Engineer 