Conditional Value at Risk (CVaR)
5 mins read Imagine a board meeting. You have just presented your Value at Risk (VaR) analysis and a board member asks a
5 mins read Imagine a board meeting. You have just presented your Value at Risk (VaR) analysis and a board member asks a
3 mins read Since we have a model for simulating oil prices, we are now ready to link our oil price model to
4 mins read While we have shared a great deal about Simulation Modeling and Analysis on this blog, over the years, I felt
5 mins read My love affair with Monte Carlo Simulation Let’s start with the honest truth. I had a torrid long distance love
4 mins read Of all the intimidating equations and formulas (PDE’s and otherwise) out there, the derivation of the Black Scholes Model formula
2 mins read Option Greeks. Dissecting Delta, Gamma, Vega, Theta & Rho It doesn’t matter if you took the FRM, CFA, PRMIA, CERA,