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Papers received as of Sun Dec  1 00:01:12 CST 2002.
(To retrieve abstracts without full papers, use e.g.    get 0212001.abs )
 get 9404003 95011002.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-fin/0212001
From: dxie@imf.org
Date: Tue, 3 Dec 2002 16:52:11 -0600   ( 0kb + 292kb )

Title: MODIS: A Market-Oriented Deposit Insurance Scheme
Author: Reza Vaez-Zadeh (IMF) Danyang Xie (IMF) Edda Zoli (IMF)
Contact: dxie@imf.org
Comments: Type of Document - PDF; prepared on IBM PC ; to print on HP;
pages: 35 ; figures: included
Keywords: Deposit Insurance; Market-Oriented Approach
JEL: G21; G28; G33
EWPA-references: IMF Working Paper/02/xx
Report-no: vxz12042002
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Paper: ewp-fin/0212002
From: donsyah@hotmail.com
Date: Sun, 8 Dec 2002 10:32:38 -0600   ( 0kb + 238kb )

Title: The Impact of Bank Capital Requirements in Indonesia
Author: Donsyah Yudistira (Loughborough University)
Contact: donsyah@hotmail.com
Comments: Type of Document - Acrobat PDF; prepared on IBM PC - PC-
TEX/UNIX Sparc TeX; to print on Any; pages: 24 ; figures: N/A. Converted
into Acrobat PDF from Latex, 24 pages.
Keywords: Capital Regulation, Panel Regression, Indonesia.
JEL: G21, G28
EWPA-references: ewp-fin/02120001
Report-no: DY-78-1
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Paper: ewp-fin/0212003
From: benhamou_e@yahoo.com
Date: Sat, 21 Dec 2002 05:40:25 -0600   ( 0kb + 342kb )

Title: A Generalisation of Malliavin Weighted Scheme for Fast
Computation of the Greeks
Author: Eric Benhamou (Goldman Sachs International)
Contact: benhamou_e@yahoo.com
Comments: Type of Document - PDF; prepared on windows; pages: 126
Keywords: Monte-Carlo, Quasi-Monte Carlo, Greeks,Malliavin Calculus,
Wiener Chaos.
JEL: G12 G13
EWPA-references:
Report-no: AS-76-000001
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Paper: ewp-fin/0212004
From: benhamou_e@yahoo.com
Date: Sat, 21 Dec 2002 05:42:35 -0600   ( 0kb + 193kb )

Title: Smart Monte Carlo: Various tricks using Malliavin calculus
Author: Eric Benhamou (Goldman Sachs International)
Contact: benhamou_e@yahoo.com
Comments: Type of Document - PDF; prepared on windows; pages: 126
Keywords: Monte-Carlo, Quasi-Monte Carlo, Greeks,Malliavin Calculus,
Wiener Chaos.
JEL: G13
EWPA-references:
Report-no: AS-76-000001
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Paper: ewp-fin/0212005
From: benhamou_e@yahoo.com
Date: Sat, 21 Dec 2002 05:45:02 -0600   ( 0kb + 282kb )

Title: A Martingale Result for Convexity Adjustment in the Black Pricing
Model
Author: Eric Benhamou (Goldman Sachs International)
Contact: benhamou_e@yahoo.com
Comments: Type of Document - PDF; prepared on windows; pages: 118
Keywords: Martingale, Convexity Adjustment, Black and Black Scholes
volatility, CMS rates.
JEL: G13 G12
EWPA-references:
Report-no: AS-76-000001
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Paper: ewp-fin/0212006
From: benhamou_e@yahoo.com
Date: Sat, 21 Dec 2002 05:46:27 -0600   ( 0kb + 275kb )

Title: Option pricing with Levy Process
Author: Eric Benhamou (Goldman Sachs International)
Contact: benhamou_e@yahoo.com
Comments: Type of Document - PDF; prepared on windows; pages: 118
Keywords: Levy process, Fourier and Laplace transform, Smile.
JEL: G13 G12
EWPA-references:
Report-no: AS-76-000001
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