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Stock quotes

DJIA	10380.12	+60.02
NASDAQ	2217.68	+17.67
S&P 500	1097.36	+7.26
Dax	6129.53	+45.68
Nikkei 225	9114.13	+51.29
Hang Seng Index	20971.50	+102.58
Ftse 100	5422.06	+51.02

network - market statistics

• DAX 30 market statistic 2008
• Dow Jones market statistic 2008
• MDAX market statistic 2008
• NASDAQ 100 market statistic 2008
• NASDAQ Composite market statistic 2008
• S&P 500 market statistic 2008
• SDAX market statistic 2008
• TecDax market statistic 2008
• SMI market statistic 2008

network - archived market statistics

• DAX 30 market statistic 2007
• Dow Jones market statistic 2007
• MDAX market statistic 2007
• NASDAQ 100 market statistic 2007
• NASDAQ Composite market statistic 2007
• S&P 500 market statistic 2007
• SDAX market statistic 2007
• TecDax market statistic 2007
• SMI market statistic 2007

High dividend yield stocks

• Dogs of the Dow
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arbitrage spreads credit risk Derivate Dynamic Hedging Glossar Hedge Fond market risk OpRisk Risiko Kennzahlen Risiko Management risk event classifikation Simcorp Ticker Uncategorized Working paper Zinssatzrisikofaktoren

Topics

• arbitrage spreads
• credit risk
• Derivate
• Dynamic Hedging
• Glossar
• Hedge Fond
• market risk
• OpRisk
• Risiko Kennzahlen
• Risiko Management
• risk event classifikation
• Simcorp
• Ticker
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• Working paper
• Zinssatzrisikofaktoren

Recent Posts

• CESR’s guidelines concerning eligible assets for investment by UCITS
• BIS – Supervisory guidance for assessing banks’ financial instrument fair value practices
• A3S45FXNSDFT
• Obama to propose new limits on banks
• Oracle darf Sun übernehmen
• U.S. financial regulation reform proposals
• Hedging Lufthansa Treibstoffkosten
• Arbitrage Spreads On Pending Mergers & Acquisitions
• Handelsblatt, Kommentar : Ratingagenturen, Aufseher zementieren die Macht der Ratings
• Tokyo bourse to launch high-speed trading system

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• November 2007

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Links

• - dynamic hedging, Portfolio optimization, quantitative research
• - credit derivatives, CDS, CDO, CLN
• - dynamic hedging
• Finanzmarktrichtlinie MIFID - Wortlaut der Finanzmarktrichtlinie und aktuelle Informationen der Europäischen Kommission
• FRUG - Finanzmarktrichtlinie Umsetzungsgesetz. Umsetzung MIFID in deutsche Gesetze
• Liquiditätsverordnung
• MaRisk - Mindestanforderungen an das Risikomanagement
• Solvabilitätsverordnung - Umsetzung Basel II in deutsches Recht
• tradingpattern.ch - swiss investments
• tradingpattern.de - german investments
• tradingpattern.net - international investments
• Zinsänderungsrisiken im Anlagebuch - Ermittlung der Auswirkungen einer plötzlichen und unerwarteten Zinsänderung

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• www.tradingpattern.ch
• www.tradingpattern.net

Working paper

Principles for Modeling Incremental Default Risk in the Trading Book

Tuesday, November 20th, 2007

Principles for Modeling Incremental Default Risk in the Trading Book

Marktrisiko : historische Simulation des Value at Risk

Monday, November 19th, 2007

Neu in den working paper: Marktrisiko : historische Simulation des Value at Risk

Klassifikation von OpRisk – Ereignissen und ihre Quantifizierung

Monday, November 19th, 2007

Neu in den Working paper: Klassifikation von OpRisk – Ereignissen und ihre Quantifizierung

Marktrisiko : historische Simulation des Value at Risk

Wednesday, November 14th, 2007

Marktrisiko : historische Simulation des Value at Risk

Klassifikation von OpRisk – Ereignissen und ihre Quantifizierung

Wednesday, November 14th, 2007

Klassifikation von OpRisk – Ereignissen und ihre Quantifizierung

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