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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.
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Pakistan Dual Trancher On Wednesday, Nov 29th, Pakistan (B3/B) successfully […]
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Stability and robustness of portfolio Alphas – the excess return […]
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Convergence between closed form and simulation model prices is enhanced […]
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Our new eight part series on TARF Pricing model guide […]
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Our alternate EXCEL TARF Pricing model uses the Black Scholes […]