Contents

Derivatives Accounting

Interest Rate Swaps

Expanding Role of the Chief Risk Officer

GARP Launches Digital Library

CTSD Established as New Certification

Letter from the Editor

One-on-One Interview: Jack Treynor

Stochastics on the Street

Weather Derivatives Protect India

My Perspective: Rob Meyer

FENtoon

Capital Notions

Ethics in Finance

Legal Factors in Finance

Risk and Reward

Annual Report for Software on Financial Engineering and Risk Management

Back to Basics

Technical Notes

Best of FEN

Where Numerics Matter

Financial Engineering in Asia

Financial Innovations

European Angles

History of Finance

News Briefs

CrossWise

Events Calendar

Book Briefs

Advertisers Index

FEN Book Preview: Fat-Tailed and Skewed Asset Return Distributions


Financial Engineering News - May/June 2006 Index

Financial Engineering News - May/June 2006 - Expanding Role of the Chief Risk Officer (Page 1)

Financial Engineering News - May/June 2006 - CTSD Established as New Certification (Page 2)

Financial Engineering News - May/June 2006 - Letter from the Editor (Page 3)

Financial Engineering News - May/June 2006 - Letter from the Editor (Page 4)

Financial Engineering News - May/June 2006 - One-on-One Interview: Jack Treynor (Page 5)

Financial Engineering News - May/June 2006 - One-on-One Interview: Jack Treynor (Page 6)

Financial Engineering News - May/June 2006 - Stochastics on the Street (Page 7)

Financial Engineering News - May/June 2006 - Stochastics on the Street (Page 8)

Financial Engineering News - May/June 2006 - Weather Derivatives Protect India (Page 9)

Financial Engineering News - May/June 2006 - Weather Derivatives Protect India (Page 10)

Financial Engineering News - May/June 2006 - My Perspective: Rob Meyer (Page 11)

Financial Engineering News - May/June 2006 - FENtoon (Page 12)

Financial Engineering News - May/June 2006 - Capital Notions (Page 13)

Financial Engineering News - May/June 2006 - Capital Notions (Page 14)

Financial Engineering News - May/June 2006 - Ethics in Finance (Page 15)

Financial Engineering News - May/June 2006 - Ethics in Finance (Page 16)

Financial Engineering News - May/June 2006 - Legal Factors in Finance (Page 17)

Financial Engineering News - May/June 2006 - Legal Factors in Finance (Page 18)

Financial Engineering News - May/June 2006 - Risk and Reward (Page 19)

Financial Engineering News - May/June 2006 - Risk and Reward (Page 20)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR1)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR2)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR3)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR4)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR5)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR6)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR7)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR8)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR9)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR10)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR11)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR12)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR13)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR14)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR15)

Financial Engineering News - May/June 2006 - Annual Report for Software on Financial Engineering and Risk Management (Page SR16)

Financial Engineering News - May/June 2006 - Back to Basics (Page 21)

Financial Engineering News - May/June 2006 - Back to Basics (Page 22)

Financial Engineering News - May/June 2006 - Technical Notes (Page 23)

Financial Engineering News - May/June 2006 - Technical Notes (Page 24)

Financial Engineering News - May/June 2006 - Best of FEN (Page 25)

Financial Engineering News - May/June 2006 - Best of FEN (Page 26)

Financial Engineering News - May/June 2006 - Where Numerics Matter (Page 27)

Financial Engineering News - May/June 2006 - Where Numerics Matter (Page 28)

Financial Engineering News - May/June 2006 - Financial Engineering in Asia (Page 29)

Financial Engineering News - May/June 2006 - Financial Engineering in Asia (Page 30)

Financial Engineering News - May/June 2006 - Financial Innovations (Page 31)

Financial Engineering News - May/June 2006 - Financial Innovations (Page 32)

Financial Engineering News - May/June 2006 - European Angles (Page 33)

Financial Engineering News - May/June 2006 - History of Finance (Page 34)

Financial Engineering News - May/June 2006 - News Briefs (Page 35)

Financial Engineering News - May/June 2006 - CrossWise (Page 36)

Financial Engineering News - May/June 2006 - Events Calendar (Page 37)

Financial Engineering News - May/June 2006 - Advertisers Index (Page 38)

Financial Engineering News - May/June 2006 - FEN Book Preview: Fat-Tailed and Skewed Asset Return Distributions (Page 39)

Financial Engineering News - May/June 2006 - FEN Book Preview: Fat-Tailed and Skewed Asset Return Distributions (Page 40)

Digital edition of Financial Engineering News - May/June 2006 provided by Texterity, Inc.