Historic Yield Curves and US Recession
8 mins read time Is an upcoming US recession eminent? What do historic yield curves, corporate profits and other data points tell us? Take a look.
Setting risk limits that work
17 mins read time As traders we spend a great deal of time trying to make sense of risk limits. But where do risk limits come from? How can we tell if they are broken or if they work? What is the right way of setting risk limits that work.
The Brexit reference for dummies
6 mins read time Brexit reference for dummies. European Union – a brief history […]
Implied volatility and hedge P&L. Mapping P&L distributions
3 mins read time Four scenarios to set things right. We go back to […]
Hedging higher order Greeks – Hedging a book of short call options
3 mins read time Lesson Four – Hedging higher order Greeks for a book […]
Hedging higher order Greeks – Solver Solution review
3 mins read time Hedging Higher order Greeks – Lesson Three We are now […]