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How many shares to delta hedge a long at-the-money option?5376 unscientific      2015-01-07 11:27
by
unscientific
Backtesting VaR (and other analytics)5744 mmport80      2014-12-03 11:41
by
arkestra
Microfoundation Style Stress Testing-349 jcarterdm      2014-10-29 20:13
by
jcarterdm
Time horizont for measuring Risk 1444 Paul1988      2014-10-29 19:37
by
jcarterdm
Drawdown and holding time (Page: 1, 2)313,072 euroskeptic      2014-10-12 00:53
by
unsmt
Put Vega vs. Call Vega Risk Management14725 TMethod      2014-10-08 18:46
by
TakeItAndRun
Robust and Practical Estimation for Measures of Tail Risk2966 FinancialAlex      2014-09-09 23:26
by
unsmt
Maximum holding period optimisation3532 misc2014      2014-09-08 18:41
by
Paul1988
Looking for a variable which describes abnormal price increases or decreases of a given security 15893 Paul1988      2014-08-26 15:45
by
Paul1988
Market standard for Historical VaR1551 doja      2014-08-12 09:54
by
yanko
Currency deltas of a FX option?3582 cmyzie28      2014-08-05 19:58
by
cmyzie28
Time averages4812 ricko 12014-07-20 22:55
by
ricko
The Barr Rosenberg case152,503 jslade 12014-05-25 05:58
by
NeroTulip
Simulation with link to historical distribution of returns (Page: 1, 2)351,871 Lapin      2014-05-13 21:20
by
deeds
hedging Cyprus investments9863 nym      2014-04-01 16:25
by
AndyM
Book recommendations about risk managment in banks41,113 maximus      2014-02-19 17:53
by
sfca
Sponsored DMA121,294 Nonius      2014-01-29 17:02
by
radikal
Entropy as a diversification measure?62,164 agentq      2014-01-29 08:09
by
Nonius
Risk/Volatility Cube-947 yanko 12013-12-09 13:31
by
yanko
Hedging Physical Real Estate in the Chinese Market41,235 naked      2013-11-20 02:51
by
AlgoArtist
Margin calls2963 euroskeptic      2013-11-11 19:15
by
goldorak
Deutsche Bank Derivatives162,914 ricko 12013-10-18 09:15
by
Scotty
Adjusting VaR by a factor, depending on backtest results-866 yanko      2013-09-23 10:46
by
yanko
Historical stress testing of market risk?41,360 maximus      2013-07-12 07:49
by
Tradenator
CDaR Implementation21,322 jzamoras      2013-07-09 15:31
by
Corey
 
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