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Backtesting VaR (and other analytics)5607 mmport80      2014-12-03 11:41
by
arkestra
Microfoundation Style Stress Testing-296 jcarterdm      2014-10-29 20:13
by
jcarterdm
Time horizont for measuring Risk 1391 Paul1988      2014-10-29 19:37
by
jcarterdm
Drawdown and holding time (Page: 1, 2)312,951 euroskeptic      2014-10-12 00:53
by
unsmt
Put Vega vs. Call Vega Risk Management14651 TMethod      2014-10-08 18:46
by
TakeItAndRun
Robust and Practical Estimation for Measures of Tail Risk2926 FinancialAlex      2014-09-09 23:26
by
unsmt
Maximum holding period optimisation3498 misc2014      2014-09-08 18:41
by
Paul1988
Looking for a variable which describes abnormal price increases or decreases of a given security 15862 Paul1988      2014-08-26 15:45
by
Paul1988
Market standard for Historical VaR1518 doja      2014-08-12 09:54
by
yanko
Currency deltas of a FX option?3535 cmyzie28      2014-08-05 19:58
by
cmyzie28
Time averages4775 ricko 12014-07-20 22:55
by
ricko
The Barr Rosenberg case152,427 jslade 12014-05-25 05:58
by
NeroTulip
Simulation with link to historical distribution of returns (Page: 1, 2)351,799 Lapin      2014-05-13 21:20
by
deeds
hedging Cyprus investments9835 nym      2014-04-01 16:25
by
AndyM
Book recommendations about risk managment in banks41,072 maximus      2014-02-19 17:53
by
sfca
Sponsored DMA121,263 Nonius      2014-01-29 17:02
by
radikal
Entropy as a diversification measure?62,131 agentq      2014-01-29 08:09
by
Nonius
Risk/Volatility Cube-908 yanko 12013-12-09 13:31
by
yanko
Hedging Physical Real Estate in the Chinese Market41,206 naked      2013-11-20 02:51
by
AlgoArtist
Margin calls2921 euroskeptic      2013-11-11 19:15
by
goldorak
Deutsche Bank Derivatives162,864 ricko 12013-10-18 09:15
by
Scotty
Adjusting VaR by a factor, depending on backtest results-833 yanko      2013-09-23 10:46
by
yanko
Historical stress testing of market risk?41,323 maximus      2013-07-12 07:49
by
Tradenator
CDaR Implementation21,293 jzamoras      2013-07-09 15:31
by
Corey
PRM Vs CERA52,596 MonteCristo2 42013-06-24 11:30
by
pj
 
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