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Uploaded on 2012-08-04
Christopher Aiello
Japan: A Prelude to the Financial Crisis

Volume I
Issue 1: 12 August 2011

   • Editorial Comment: Volatility has tails and it can fly
   • Tutorial: Understanding Historical Volatility
   • Markets: Derivatives Trading Terminology
   • Product Idea for Equity Market: Single Asset, Best of Option
   • Profile: The Silent Mafioso I: The Man who once Ruled Deutsche Bank
   • Book Review: Options on Foreign Exchange, 3rd Edition

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Issue 2: 20 August 2011

   • Editorial Comment: Fixated and VIXated on Volatility
   • Tutorial: Does Historical Volatility Have a Memory?
   • Product Idea: Principal Protected Bull Note
   • Markets: Trading and Markets Terminology
   • Once Upon A Time: Morgan Stanley and the Birth of Statistical Arbitrage
   • Profile: The Silent Mafioso II: The Man who once Ruled Deutsche Bank
   • Book Review: The Handbook of Exotic Options, Edited by Israel Nelken

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Issue 3: 26 August 2011

   • Editorial Comment: My Volatility has Volatility
   • Tutorial: Is there a Formula for Implied Volatility?
   • Product Idea: A Money Back Equity Option
   • Markets: Trading and Markets Terminology
   • Once Upon A Time: Remembering Lehman Brothers and the Death Spiral Convertible Bonds
   • Profile: The Silent Mafioso III: The Man who once Ruled Deutsche Bank
   • Book Review: The Handbook of Convertible Bonds, by Jan De Spiegeleer & Wim Schoutens

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Issue 4: 6 September 2011

   • Editorial Comment: That Tub of Milk and So Much Financial Pain!
   • Tutorial: Estimating Implied Volatility Numerically
   • Product Idea: Pay Later Equity Option
   • Down the History Lane: Using Logarithm to Create and Asset: The Log Contract
   • Profile: The Silent Mafioso IV: The Man who once Ruled Deutsche Bank
   • Book Review: The Return of Depression Economics, by Paul Krugman

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