CLICK HERE TO VIEW THE PDFAlvise De Col and Patrick Kuppinger show foreign exchange correlation swap prices exhibit a non-trivial dependency on higher-order parameters, such as the correlations between forex variances. Ignoring them may result in a non-negligible uncertainty in the corresponding quotes. It is demonstrated that stochastic local correlation models are capable of capturing a wide spectrum of that uncertaintyMulti-asset products have become fairly standard for derivatives invest
CLICK HERE TO VIEW THE PDFAlexander Antonov, Serguei Issakov, Michael Konikov, Andy McClelland and Serguei Mechkov investigate pathwise XVA Greeks for early-exercise products and ask whether one can avoid differentiating through exercise boundaries. They find it can be avoided using conditioning arguments, but this is only feasible for simple collateral arrangements and portfolios with a single early-exercise instrument. Careful differentiation through exercise boundaries is critical to qualit
The profit and loss (P&L) attribution test, a key part of being eligible to use internal models under Basel’s new market risk capital framework, is designed such that there is a high probability of internal models being erroneously rejected. Here, Marco Spinaci, Manuela Benigno, Andrea Fraquelli and Adolfo Montoro highlight the model risk embedded in the test and propose two alternativesSeveral critiques have been advanced regarding the current profitand-loss (P&L) attribution tests (Basel Com
Muck Rack makes it simple to find people, tweets, or articles that mention any name, keyword, company, hashtag etc. We've compiled this guide to help you make the most of your search.
Selecting a term
Start searching tweets, articles from media outlets, articles mentioned in tweets, journalists'
names, titles and bios with some suggested searches:
Companies or Topics (e.g. iPhone, Microsoft)
Phrases (e.g. "cloud computing") — use quotes to keep the terms together
Twitter handles (e.g. @username) — returns those who have mentioned or replied to
Names (e.g. "David Pogue")
Hashtags (e.g. #sxsw, #london2012)
Bio details (e.g. vegan, Olympics, father)
Muck Rack's Advanced Search allows for many boolean operators.
Find results that mention multiple specified terms, use AND or
+. For example, ensure each result contains both Elon Musk and Mark Zuckerberg by
searching Musk AND Zuckerberg or Musk + Zuckerberg.
Use the operators OR or , to broaden your search when you'd like either of
multiple terms to appear in results. (This is the default behavior of our search when no operators
are used). For example, results will contain either cake or cookie by searching cake OR cookie or cake,cookie
Use NOT or - to subtract results from your search. For
example, searching Disney will yield results about the Walt Disney Company as well as Walt Disney
World Resort. To exclude mentions of Disney World, search for Disney -World or Disney
When using one of these operators with a phrase, enclose it in quotation marks. For example, you can
find results about smartphones excluding Apple's iPhone 4S by searching smartphone -"iPhone
Exact case matching or punctuation
If you're searching for a brand name or keyword that relies on specific punctuation marks or capitalization, you can
find results that match your exact query by adding matchcase: before the keyword you're searching for, like matchcase:E*TRADE .
Use parentheses to separate multiple
boolean phrases. For example, to find journalists talking about having fun in Disney World or
Disneyland, search for ("disney world" OR disneyland) AND fun.
An asterisk can be used to search for any variation of a root word truncated by the asterisk. For example, searching for admin* will return results for administrator, administration, administer, administered, etc.
A near operator is an AND operator where you can control the distance between the words. You can vary the distance the near operation uses by adding a forward slash and number (between 0-99) such as strawberries NEAR/10 "whipped cream", which means the strawberries must exist within 10 words of "whipped cream".