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Currency deltas of a FX option?4815 cmyzie28      2015-01-27 11:16
by
Alpine
Backtesting VaR (and other analytics)7953 mmport80      2015-01-26 12:58
by
goldorak
How many shares to delta hedge a long at-the-money option?5456 unscientific      2015-01-07 11:27
by
unscientific
Microfoundation Style Stress Testing-403 jcarterdm      2014-10-29 20:13
by
jcarterdm
Time horizont for measuring Risk 1494 Paul1988      2014-10-29 19:37
by
jcarterdm
Drawdown and holding time (Page: 1, 2)313,210 euroskeptic      2014-10-12 00:53
by
unsmt
Put Vega vs. Call Vega Risk Management14784 TMethod      2014-10-08 18:46
by
TakeItAndRun
Robust and Practical Estimation for Measures of Tail Risk21,016 FinancialAlex      2014-09-09 23:26
by
unsmt
Maximum holding period optimisation3576 misc2014      2014-09-08 18:41
by
Paul1988
Looking for a variable which describes abnormal price increases or decreases of a given security 15938 Paul1988      2014-08-26 15:45
by
Paul1988
Market standard for Historical VaR1605 doja      2014-08-12 09:54
by
yanko
Time averages4858 ricko 12014-07-20 22:55
by
ricko
The Barr Rosenberg case152,582 jslade 12014-05-25 05:58
by
NeroTulip
Simulation with link to historical distribution of returns (Page: 1, 2)351,958 Lapin      2014-05-13 21:20
by
deeds
hedging Cyprus investments9900 nym      2014-04-01 16:25
by
AndyM
Book recommendations about risk managment in banks41,165 maximus      2014-02-19 17:53
by
sfca
Sponsored DMA121,348 Nonius      2014-01-29 17:02
by
radikal
Entropy as a diversification measure?62,202 agentq      2014-01-29 08:09
by
Nonius
Risk/Volatility Cube-989 yanko 12013-12-09 13:31
by
yanko
Hedging Physical Real Estate in the Chinese Market41,273 naked      2013-11-20 02:51
by
AlgoArtist
Margin calls21,008 euroskeptic      2013-11-11 19:15
by
goldorak
Deutsche Bank Derivatives162,966 ricko 12013-10-18 09:15
by
Scotty
Adjusting VaR by a factor, depending on backtest results-900 yanko      2013-09-23 10:46
by
yanko
Historical stress testing of market risk?41,411 maximus      2013-07-12 07:49
by
Tradenator
CDaR Implementation21,356 jzamoras      2013-07-09 15:31
by
Corey
 
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