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Return-based  model
Basel  III  Revisions
OPCVM
Keeping  the  devil  in  its  box
Yield  curve  smoothing
Implementing  AIFMD
Volatility  of  low  rates
Bermudan  option  pricing
Basel  II  revisions
CESR’S  GUIDELINES
The  Madoff  Case: Quantitative  beats  qualitative!
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Interest  rate  models
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The  Stress  VaR
Use  of  backtesting
2007-2008  Crisis
Return  smoothing  practices
Basel  III
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VaR  measure
Hedge  Fund  returns  &  Peak  to  valley
The  Dodd-Frank  Act
Measuring  nonlinear  risk
Measuring  Hedge  fund  risk
Navigating  the  perfect  storm
Hedge  Fund  risk
Fat  tailed  models
Time  bombs
(Anti)  Fragility
Bias  ratio  indicator
Non-centrally-cleared  derivatives
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