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Equity implied volatility surface for illiquid option markets3277 lampalork      2015-05-25 01:29
by
granchio
Component (Historical) VaR ??5486 jcarterdm      2015-05-08 05:07
by
agentq
Position monitoring software or service?61,884 HockeyPlayer      2015-04-20 13:08
by
HitmanH
local volatility motivation1375 unsmt      2015-04-02 12:56
by
unsmt
VaR for Options Portfolio6572 TMethod      2015-03-31 13:07
by
HankScorpio
Looking for a variable which describes abnormal price increases or decreases of a given security 161,174 Paul1988      2015-03-12 18:33
by
il_vitorio
What make a good credit risk portfolio manager? -344 maximus      2015-03-12 14:59
by
maximus
Currency deltas of a FX option?4991 cmyzie28      2015-01-27 11:16
by
Alpine
Backtesting VaR (and other analytics)71,139 mmport80      2015-01-26 12:58
by
goldorak
How many shares to delta hedge a long at-the-money option?5573 unscientific      2015-01-07 11:27
by
unscientific
Microfoundation Style Stress Testing-482 jcarterdm      2014-10-29 20:13
by
jcarterdm
Time horizont for measuring Risk 1601 Paul1988      2014-10-29 19:37
by
jcarterdm
Drawdown and holding time (Page: 1, 2)313,506 euroskeptic      2014-10-12 00:53
by
unsmt
Put Vega vs. Call Vega Risk Management14917 TMethod      2014-10-08 18:46
by
TakeItAndRun
Robust and Practical Estimation for Measures of Tail Risk21,089 FinancialAlex      2014-09-09 23:26
by
unsmt
Maximum holding period optimisation3657 misc2014      2014-09-08 18:41
by
Paul1988
Market standard for Historical VaR1683 doja      2014-08-12 09:54
by
yanko
Time averages4929 ricko 12014-07-20 22:55
by
ricko
The Barr Rosenberg case152,784 jslade 12014-05-25 05:58
by
NeroTulip
Simulation with link to historical distribution of returns (Page: 1, 2)352,160 Lapin      2014-05-13 21:20
by
deeds
hedging Cyprus investments9981 nym      2014-04-01 16:25
by
AndyM
Book recommendations about risk managment in banks41,266 maximus      2014-02-19 17:53
by
sfca
Sponsored DMA121,428 Nonius      2014-01-29 17:02
by
radikal
Entropy as a diversification measure?62,290 agentq      2014-01-29 08:09
by
Nonius
Risk/Volatility Cube-1,069 yanko 12013-12-09 13:31
by
yanko
 
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