Forums  > Risk Management  

 Thread  Replies  Views  Originator  Rating  Last Post 
Backtesting VaR (and other analytics)4339 mmport80      2014-11-07 13:07
by
unsmt
Microfoundation Style Stress Testing-255 jcarterdm      2014-10-29 20:13
by
jcarterdm
Time horizont for measuring Risk 1347 Paul1988      2014-10-29 19:37
by
jcarterdm
Drawdown and holding time (Page: 1, 2)312,838 euroskeptic      2014-10-12 00:53
by
unsmt
Put Vega vs. Call Vega Risk Management14602 TMethod      2014-10-08 18:46
by
TakeItAndRun
Robust and Practical Estimation for Measures of Tail Risk2892 FinancialAlex      2014-09-09 23:26
by
unsmt
Maximum holding period optimisation3475 misc2014      2014-09-08 18:41
by
Paul1988
Looking for a variable which describes abnormal price increases or decreases of a given security 15837 Paul1988      2014-08-26 15:45
by
Paul1988
Market standard for Historical VaR1486 doja      2014-08-12 09:54
by
yanko
Currency deltas of a FX option?3492 cmyzie28      2014-08-05 19:58
by
cmyzie28
Time averages4749 ricko 12014-07-20 22:55
by
ricko
The Barr Rosenberg case152,357 jslade 12014-05-25 05:58
by
NeroTulip
Simulation with link to historical distribution of returns (Page: 1, 2)351,739 Lapin      2014-05-13 21:20
by
deeds
hedging Cyprus investments9812 nym      2014-04-01 16:25
by
AndyM
Book recommendations about risk managment in banks41,043 maximus      2014-02-19 17:53
by
sfca
Sponsored DMA121,235 Nonius      2014-01-29 17:02
by
radikal
Entropy as a diversification measure?62,105 agentq      2014-01-29 08:09
by
Nonius
Risk/Volatility Cube-879 yanko 12013-12-09 13:31
by
yanko
Hedging Physical Real Estate in the Chinese Market41,181 naked      2013-11-20 02:51
by
AlgoArtist
Margin calls2894 euroskeptic      2013-11-11 19:15
by
goldorak
Deutsche Bank Derivatives162,834 ricko 12013-10-18 09:15
by
Scotty
Adjusting VaR by a factor, depending on backtest results-811 yanko      2013-09-23 10:46
by
yanko
Historical stress testing of market risk?41,296 maximus      2013-07-12 07:49
by
Tradenator
CDaR Implementation21,279 jzamoras      2013-07-09 15:31
by
Corey
PRM Vs CERA52,559 MonteCristo2 42013-06-24 11:30
by
pj
 
Page 1 of 12Goto to page: 1, 2, 3 ... 11, 12 Next
 
Display threads for:
Mark all threads as read