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Piterbarg's Cooking with collateral
Posted: October 4th, 2013, 8:35 pm
by mixmasterdeik
Hi,does anyone have a copy of the article of Piterbarg in risk magazine "Cooking with collateral"?Thks
Piterbarg's Cooking with collateral
Posted: October 8th, 2013, 7:50 am
by BigAndyD
Piterbarg's Cooking with collateral
Posted: October 8th, 2013, 9:44 pm
by DevonFangs
Actually, we even have Piterbarg himself here.
Piterbarg's Cooking with collateral
Posted: October 11th, 2013, 10:09 pm
by piterbarg
We do?
Piterbarg's Cooking with collateral
Posted: October 12th, 2013, 3:34 pm
by bearish
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.
Piterbarg's Cooking with collateral
Posted: October 15th, 2013, 6:13 pm
by mixmasterdeik
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