People often ask what happens when something falls into a Black Schole, and the answer depends on the relative position of the observer. Black & Schole
ou la Nécessité d'un modèle complet concernant la valeur des dérivés
   
To the person closest to the BS everything is fine, and stays that way. It's the rest of the Universe that goes haywire, and "it's not my fault".    

Table des matières concernant les instruments financiers dérivés

Intervenants. 4

Autorités réglementaires Dérivés. 4

Associations. 4

Aspect Juridiques. 4

Sources Législatives. 4

Lois. 4

Réglementation. 4

Jurisprudence. 5

Interprétation analyse. 5

Mathematics. 5

Modèles. 6

Sites d’auteurs. 6

Black Schole. 6

Humour derives. 6

Formation universitaire. 6

Newsletter Derivé. 7

Portail Dérivés. 7

Littérature. 8

Livres. 8

Revues. 8

 

 



Intervenants


Autorités réglementaires Dérivés

 

Canada

www.

US

Commodity Future Trading commission

Securities exchanges commission SEC


Associations


GARP

 
ISDA


Aspect Juridiques

 

 

Sources Législatives



Lois


Europa _- EurLex on Derivatives

 

 

US Certainty for OTC Derivatives http://www.sia.com/press/html/pr-praises.html

 

Réglementation

UK

Inland Revenue - Taxation of Derivatives

Auditing Practice Board – Auditing derivatives  

L'organisme a pris acte des lacunes révélées dans les pratiques de vérificaTion de la Banque d'affaire Barribngs (Article 46) Regular reconciliations are an important aspect of controlling derivative activities. Formal reconciliations should be performed on a regular basis to ensure that the financial records are properly controlled, all entries are promptly made and the dealers have adequate and accurate position information before formally committing the entity to a legally binding transaction.

  

US

DOT - OTS Financial Management Policies;Financial Derivatives

Securities Exchanges Commission SEC


Commodities Futures Trading Commission CFTC

National Association of Insurance RSAT Replication (Synthetic Asset) Transaction Fixed Income Index Form

 


Sources Contractuelles



Jurisprudence

 

Interprétation analyse

Swap  Coudert Brothers -- New products in light of new legislation 

Faillite
Déclaration de la CFTD suite à l’affaire Barrings

 

 

Mathematics

 

Laws of derivatives



Modèles

Derivatives models 


Sites d’auteurs


http://www.osawh.com/

Black Schole

 

http://www.ggw.org/donorware/options/



Humour derives


Général

Money web

Quotes

cob
                 


Formation universitaire

 
Leon Lasdon

Université de Lunds (Suède),
Faculté des Sciences, Mathématiques


Louisiana State University



Collégiale

HCollege

 

 

Produits Palm



Forums

My option value



Biostat

 

Newsletter Derivé


Derivative monitor 

 

Futurebuzz.com http://www.futuresbuzz.com/indefenseof.html

Future and Derivative law report