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
6 mins read For our portfolio model we need an objective function that allows us to minimize the cumulative Greek gap across maturity
5 mins read We will look at two methods to calculate the value at risk of bonds. There are two common challenges that
5 mins read Risk jobs – Credit vs. Market vs. Treasury analysts roles Here is how it has played out for the last
3 mins read VaR for IRS & CCS – About the EXCEL sheet The Historical Simulation approach for calculating Value at Risk has
2 mins read Risk Training’s new interface for 2013 We asked, you answered, we delivered. Based on your feedback, the absolutely essential Google