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VaR for Options Portfolio5350 TMethod      2015-03-24 02:57
by
radikal
Looking for a variable which describes abnormal price increases or decreases of a given security 161,069 Paul1988      2015-03-12 18:33
by
il_vitorio
What make a good credit risk portfolio manager? -244 maximus      2015-03-12 14:59
by
maximus
Currency deltas of a FX option?4903 cmyzie28      2015-01-27 11:16
by
Alpine
Backtesting VaR (and other analytics)71,028 mmport80      2015-01-26 12:58
by
goldorak
How many shares to delta hedge a long at-the-money option?5504 unscientific      2015-01-07 11:27
by
unscientific
Microfoundation Style Stress Testing-432 jcarterdm      2014-10-29 20:13
by
jcarterdm
Time horizont for measuring Risk 1525 Paul1988      2014-10-29 19:37
by
jcarterdm
Drawdown and holding time (Page: 1, 2)313,302 euroskeptic      2014-10-12 00:53
by
unsmt
Put Vega vs. Call Vega Risk Management14830 TMethod      2014-10-08 18:46
by
TakeItAndRun
Robust and Practical Estimation for Measures of Tail Risk21,043 FinancialAlex      2014-09-09 23:26
by
unsmt
Maximum holding period optimisation3598 misc2014      2014-09-08 18:41
by
Paul1988
Market standard for Historical VaR1629 doja      2014-08-12 09:54
by
yanko
Time averages4879 ricko 12014-07-20 22:55
by
ricko
The Barr Rosenberg case152,645 jslade 12014-05-25 05:58
by
NeroTulip
Simulation with link to historical distribution of returns (Page: 1, 2)352,013 Lapin      2014-05-13 21:20
by
deeds
hedging Cyprus investments9923 nym      2014-04-01 16:25
by
AndyM
Book recommendations about risk managment in banks41,202 maximus      2014-02-19 17:53
by
sfca
Sponsored DMA121,375 Nonius      2014-01-29 17:02
by
radikal
Entropy as a diversification measure?62,229 agentq      2014-01-29 08:09
by
Nonius
Risk/Volatility Cube-1,014 yanko 12013-12-09 13:31
by
yanko
Hedging Physical Real Estate in the Chinese Market41,291 naked      2013-11-20 02:51
by
AlgoArtist
Margin calls21,023 euroskeptic      2013-11-11 19:15
by
goldorak
Deutsche Bank Derivatives163,003 ricko 12013-10-18 09:15
by
Scotty
Adjusting VaR by a factor, depending on backtest results-930 yanko      2013-09-23 10:46
by
yanko
 
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