Article by Anderson, Sidenius, and Basu

umbanana · March 21st, 2005, 3:54 am

Hi, anyone has a copy of the article "All your hedge in one basket" by Anderson, Sidenius, and Basu? I tried DefaultRisk.com but it is not there..If you have it, can I please have a copy at umbanana@hellokitty.comThanks

gaash · March 29th, 2005, 12:34 pm

Is that the paper where they value the default swap using a 'bucketing' approach? If so, I don't know where to find it either, but you can look for Hull and White's paper Valuing CDOs without the use of Monte Carlo simulations (available everywhere) which uses basically the same approach.

louisimo · March 29th, 2005, 8:17 pm

I google the paper with the author name spelled as andersEn and found the following sources:Risk Annual by Nicholas Dunbarhttp://books.global-investor.com/books/20246.htm?ginPtrCode=00000Risk magazinehttp://db.riskwaters.com/public/showPage.html?page=94591though i don't have access to the contents in both sites. hope someone else will be able to help.

friesenjung · March 30th, 2005, 11:13 am

The article is published in the RISK Magazine from Nov. 2003 as far as I know. I wrote my thesis about it. Unfortunately, I haven't got and electronic copy of it, since we've had those Mags at the University. But if you understand German, I could send you the thesis (it's not that great though, so don't mind the rest, please), since it includes a German translation of this article.Cheers

umbanana · May 7th, 2005, 2:21 pm

many thanks for all your help!!

4ere6ka · May 27th, 2009, 11:27 am

hi friesenjung,can you please send me your thesis? Thanks

natknight · May 28th, 2009, 7:17 am

Please note that sending of pdfs from Risk Magazine is a copyright infringement. If you want to have a copy of the article please contact me - nat.knight@incisivemedia.com

4ere6ka · May 28th, 2009, 7:20 am

Hi ,i have the article, i would also like to take a look at friesenjung's thesis. I think the copyright of this belongs to him, if he had mentioned the ASB article in the literature appendix Thanks anyway for your answer.

natknight · May 28th, 2009, 7:23 am

Unfortunately anything that appears in Risk Magazine the copyright belongs to us but thanks for taking noteBestNat

Paul · May 28th, 2009, 8:28 am

Do not exchange or upload copyrighted items. If you want any Risk article just email Nat.P

mj · May 30th, 2009, 10:07 am

Actually when you publish an article in Risk Magazine you grant them a license to publish it but do not give up any rights. Risk presumably have the rights to the article in their format, however.