Incremental VaR & other VaR metrics
8 mins read Have you ever wondered what Value at Risk (VaR) numbers would look like across the same dataset but using the
8 mins read Have you ever wondered what Value at Risk (VaR) numbers would look like across the same dataset but using the
8 mins read Sales & Trading Interview Guide: Understanding Greeks. Option Delta and Gamma. Here is a short and sweet extract from the
5 mins read Sales and Trading Interview Guide: Option Greeks Primer – Preface A word of fair warning. This is a trivial book by
< 1 min read Always wanted to ask this question; finally got the answer in the rooftop scene in Margin Call. Ps. Not advocating
< 1 min read Value at Risk Models – Value at Risk, Marginal VaR, Incremental VaR & Conditional VaR Our latest addition to our
3 mins read Risk Models, Option Pricing & Bank Regulation training for practitioners A typical MBA program allows a candidate to take a