Piterbarg's Cooking with collateral

mixmasterdeik · October 4th, 2013, 8:35 pm

Hi,does anyone have a copy of the article of Piterbarg in risk magazine "Cooking with collateral"?Thks

BigAndyD · October 8th, 2013, 7:50 am

Try http://www.risk.net/digital_assets/5658 ... erbarg.pdf

DevonFangs · October 8th, 2013, 9:44 pm

Actually, we even have Piterbarg himself here.

piterbarg · October 11th, 2013, 10:09 pm

We do?

bearish · October 12th, 2013, 3:34 pm

QuoteOriginally posted by: piterbargWe do?I think DF meant to say something along the lines that you have been known to post helpful comments here.

mixmasterdeik · October 15th, 2013, 6:13 pm

Hi Piterbarg, perhaps you could give me a hand with the question on the thread "A question on fx fwds collateral ccy". The question is based on your paper Cooking with collateral.Many thks