Notes
Chapter 1 Global Risk Management's Emergence
1. Frank Fabozzi, Handbook of Fixed Income Securities, 5th ed. (1996).
2. Table 1.54: Mortgage Debt Outstanding (as of end of 1998), Federal Reserve Bulletin 85, no. 6 (June 1999).
3. C.F. Simans and John D. Benjamin. “Pricing Fixed Rate Mortgages; Some Empirical Evidence,” Journal of Financial Services Research (1990).
4. Peter L. Bernstein, Against the Gods, The Remarkable Story of Risk (New York: John Wiley & Sons, 1996).
5. H. Markowitz, “Portfolio Selection: Efficient Diversification of Investments,” Journal of Finance 5, no. 31 (1952): 369–382.
6. F. Black and M. Scholes, “The Pricing of Options and Corporate Liabilities,” Journal of Political Economy 81 (1973): 637–659.
7. Charles Smithson, ...
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