88 Pine Street, 2nd Floor
New York, NY 10005
United States
http://www.thomasho.com/mainpages/homepage.asp
Global Advanced Technology Corp
Active management, transaction costs, alpha, breadth, information ratio, implementation shortfall
Credit contingent claims, arbitrage-free credit model, relative valuation model, credit derivative swap curve
variable annuities, static hedging, embedded option risks, replicating option portfolio, insurer's risk management, decomposition of risks
Risk management
High yield bonds, business model, structural model, contingent claim theory, operating leverage, default