March 2010

Risk Frameworks and applications

I never thought that I would ever get round to writing a book; much less three in less than a twelve month period. Such is life. So after Reboot and after Understanding Commodity Risk, comes Risk: Applications and Frameworks. Just finishing the final draft before it goes for typesetting. Expected out in print in early…Read more

How cheap is oil in Euro and Yen terms

So how cheap is oil in Euro and Yen terms when compared to US Dollar and the Sterling (GBP). The above graph (courtesy of Nauman Khan at InvestBank) shows the relative impact of the US dollar depreciation against the three major currencies across a 10 year period starting January 2000 and ending December 2009. At…Read more