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Vol surface changes as underlying moves 91,013 HockeyPlayer      2016-06-30 13:25
by
granchio
Why Is Bond Time Value Risk Not Considered in Bond Immunization?2567 nightrider 22016-04-28 19:58
by
nightrider
How to Manage Portfolio Risk11,164 quantie 22016-04-28 10:36
by
Scotty
3rd party software to do VAR and risk metrics on a book of options?6670 HockeyPlayer      2016-03-17 16:19
by
katastrofa
Swedish Govt Bond Futures - why does Bbg do them differently?53,627 arkestra      2015-12-02 05:41
by
figoliuxi
Microfoundation Style Stress Testing21,338 jcarterdm      2015-11-12 14:50
by
granchio
Omega Ratio-694 TSWP      2015-11-04 18:35
by
TSWP
Optimal portfolio of trading systems71,542 daskapital      2015-09-17 02:40
by
NeroTulip
deposit protection - model unstability / programming error4976 svisstack      2015-08-20 17:15
by
TSWP
Opinions on algo trading with stops51,066 Mat001      2015-08-18 18:10
by
TSWP
CSA-820 vola      2015-08-03 16:56
by
vola
Broker Risk - how to manage?51,215 waveman      2015-06-20 05:41
by
TonyC
What make a good credit risk portfolio manager? 51,398 maximus      2015-06-12 08:59
by
Cheng
Equity implied volatility surface for illiquid option markets61,215 lampalork      2015-05-28 00:25
by
granchio
Component (Historical) VaR ??51,115 jcarterdm      2015-05-08 05:07
by
agentq
Position monitoring software or service?62,449 HockeyPlayer      2015-04-20 13:08
by
HitmanH
local volatility motivation1942 unsmt      2015-04-02 12:56
by
unsmt
VaR for Options Portfolio61,205 TMethod      2015-03-31 13:07
by
HankScorpio
Looking for a variable which describes abnormal price increases or decreases of a given security 161,723 Paul1988      2015-03-12 18:33
by
il_vitorio
Currency deltas of a FX option?41,592 cmyzie28      2015-01-27 11:16
by
Alpine
Backtesting VaR (and other analytics)71,778 mmport80      2015-01-26 12:58
by
goldorak
How many shares to delta hedge a long at-the-money option?51,138 unscientific      2015-01-07 11:27
by
unscientific
Time horizont for measuring Risk 11,123 Paul1988      2014-10-29 19:37
by
jcarterdm
Drawdown and holding time (Page: 1, 2)315,089 euroskeptic      2014-10-12 00:53
by
unsmt
Put Vega vs. Call Vega Risk Management141,566 TMethod      2014-10-08 18:46
by
TakeItAndRun
 
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