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Papers received as of Wed Oct  1 00:01:17 CDT 2003.
(To retrieve abstracts without full papers, use e.g.    get 0310001.abs )
 get 9404003 95011002.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-ri/0310001
From: marc.henrard@bis.org
Date: Tue, 7 Oct 2003 17:24:24 -0500   ( 0kb + 222kb )

Title: Comparisons of cashflow maps for value-at-risk
Author: Henrard Marc (Bank for International Settlements)
Contact: marc.henrard@bis.org
Comments: Type of Document - Tex; prepared on Linux; to print on HP;
pages: 17 ; figures: none. none
Keywords: Value-at-risk, mapping, cashflows
JEL: none
EWPA-references: none
Report-no: HEN.2000.3
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Paper: ewp-ri/0310002
From: marc.henrard@advalvas.be
Date: Thu, 9 Oct 2003 13:29:56 -0500   ( 0kb + 305kb )

Title: Parameter risk in the Black and Scholes model
Author: Henrard Marc (Bank for International Settlements)
Contact: marc.henrard@bis.org
Comments: Type of Document - LaTeX; prepared on Linux; to print on HP;
pages: 21 ; figures: none. none
Keywords: Black and Scholes model, option, parameter risk, profit
distribution
JEL: none
EWPA-references: none
Report-no: HEN.WP.1
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Paper: ewp-ri/0310003
From: marc.henrard@advalvas.be
Date: Sun, 12 Oct 2003 03:36:20 -0500   ( 0kb + 146kb )
Date (revised): Sun, 12 Oct 2003 04:03:50 -0500

Title: Currency basket as asset or base currency in value-at-risk
computation
Author: Marc Henrard (Bank for International Settlements)
Contact: marc.henrard@bis.org
Comments: Type of Document - LaTeX; prepared on Linux; to print on HP;
pages: 6 ; figures: none. A modified version of this note appeared in
"BIS Banking Papers", Issue 10, November 2002.
Keywords: Currency basket, SDR, value-at-risk, historical series
JEL: none
EWPA-references: none
Report-no: HEN.2002.1
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