Implied volatility and hedge P&L. Mapping P&L distributions
3 mins read Four scenarios to set things right. We go back to a simple world where implied volatility can take four possible
3 mins read Four scenarios to set things right. We go back to a simple world where implied volatility can take four possible
2 mins read April was a great months for putting together case studies around market risk. We managed to do three before we
3 mins read Enterprise Risk Management – Chicago Symposium – Highlights. Day One – ERM Pre Seminar – Forecasting Extreme Events Professor Guntram
3 mins read VaR for IRS & CCS – About the EXCEL sheet The Historical Simulation approach for calculating Value at Risk has
3 mins read Risk Models, Option Pricing & Bank Regulation training for practitioners A typical MBA program allows a candidate to take a
13 mins read Calculating Exposures for Risk Hedging. Approaching risk assessment, analysis and estimation When we talk about exposure, it has three dimensions