Risk Management

New Topic

220 topics

Page 3 of 9
- Jump to page:
Previous
1
2
3
4
5
…
9
Next

Topics

Replies

Views

Last post

Backtesting VaR (and other analytics)

Last post by goldorak « Mon Jan 26, 2015 12:58 pm
Replies: 7
by mmport80 » Thu Nov 06, 2014 4:01 am

7 Replies

124 Views

Last post by goldorak
Mon Jan 26, 2015 12:58 pm
How many shares to delta hedge a long at-the-money option?

Last post by unscientific « Wed Jan 07, 2015 11:27 am
Replies: 5
by unscientific » Tue Jan 06, 2015 7:08 pm

5 Replies

91 Views

Last post by unscientific
Wed Jan 07, 2015 11:27 am
Put Vega vs. Call Vega Risk Management

Last post by TakeItAndRun « Wed Oct 08, 2014 6:46 pm
Replies: 14
by TMethod » Mon Oct 06, 2014 7:30 pm
1

2
14 Replies

235 Views

Last post by TakeItAndRun
Wed Oct 08, 2014 6:46 pm
Robust and Practical Estimation for Measures of Tail Risk

Last post by FinancialAlex « Tue Jun 03, 2014 2:53 pm

by FinancialAlex » Tue Jun 03, 2014 2:53 pm

0 Replies

17 Views

Last post by FinancialAlex
Tue Jun 03, 2014 2:53 pm
The Barr Rosenberg case

Last post by NeroTulip « Sun May 25, 2014 5:58 am
Replies: 15
by jslade » Tue Nov 27, 2012 10:42 pm
1

2
15 Replies

245 Views

Last post by NeroTulip
Sun May 25, 2014 5:58 am
Simulation with link to historical distribution of returns

Last post by deeds « Tue May 13, 2014 9:20 pm
Replies: 35
by Lapin » Thu Mar 20, 2014 6:53 pm
1

2

3

4
35 Replies

560 Views

Last post by deeds
Tue May 13, 2014 9:20 pm
hedging Cyprus investments

Last post by AndyM « Tue Apr 01, 2014 4:25 pm
Replies: 9
by nym » Tue Apr 01, 2014 11:21 am

9 Replies

159 Views

Last post by AndyM
Tue Apr 01, 2014 4:25 pm
Book recommendations about risk managment in banks

Last post by sfca « Wed Feb 19, 2014 5:53 pm
Replies: 4
by maximus » Wed Feb 05, 2014 6:52 am

4 Replies

82 Views

Last post by sfca
Wed Feb 19, 2014 5:53 pm
Sponsored DMA

Last post by radikal « Wed Jan 29, 2014 5:02 pm
Replies: 12
by Nonius » Fri Dec 20, 2013 10:32 pm
1

2
12 Replies

202 Views

Last post by radikal
Wed Jan 29, 2014 5:02 pm
Entropy as a diversification measure?

Last post by Nonius « Wed Jan 29, 2014 8:09 am
Replies: 6
by agentq » Fri Jul 30, 2010 4:46 am

6 Replies

108 Views

Last post by Nonius
Wed Jan 29, 2014 8:09 am
Risk/Volatility Cube

Last post by yanko « Mon Dec 09, 2013 1:31 pm

by yanko » Mon Dec 09, 2013 1:31 pm

0 Replies

17 Views

Last post by yanko
Mon Dec 09, 2013 1:31 pm
Hedging Physical Real Estate in the Chinese Market

Last post by AlgoArtist « Wed Nov 20, 2013 2:51 am
Replies: 4
by naked » Fri Mar 08, 2013 3:52 am

4 Replies

79 Views

Last post by AlgoArtist
Wed Nov 20, 2013 2:51 am
Margin calls

Last post by goldorak « Mon Nov 11, 2013 7:15 pm
Replies: 2
by euroskeptic » Sun Nov 10, 2013 2:41 pm

2 Replies

45 Views

Last post by goldorak
Mon Nov 11, 2013 7:15 pm
Deutsche Bank Derivatives

Last post by Scotty « Fri Oct 18, 2013 9:15 am
Replies: 16
by ricko » Thu Aug 01, 2013 6:33 pm
1

2
16 Replies

265 Views

Last post by Scotty
Fri Oct 18, 2013 9:15 am
Adjusting VaR by a factor, depending on backtest results

Last post by yanko « Mon Sep 23, 2013 10:46 am

by yanko » Mon Sep 23, 2013 10:46 am

0 Replies

17 Views

Last post by yanko
Mon Sep 23, 2013 10:46 am
Drawdown and holding time

Last post by Cheng « Fri Sep 13, 2013 9:04 am
Replies: 17
by euroskeptic » Sat Sep 07, 2013 1:43 pm
1

2
17 Replies

278 Views

Last post by Cheng
Fri Sep 13, 2013 9:04 am
Drawdown and holding time

Last post by Cheng « Fri Sep 13, 2013 9:04 am
Replies: 17
by euroskeptic » Sat Sep 07, 2013 1:43 pm
1

2
17 Replies

276 Views

Last post by Cheng
Fri Sep 13, 2013 9:04 am
Historical stress testing of market risk?

Last post by Tradenator « Fri Jul 12, 2013 7:49 am
Replies: 4
by maximus » Thu Jul 11, 2013 4:16 pm

4 Replies

78 Views

Last post by Tradenator
Fri Jul 12, 2013 7:49 am
CDaR Implementation

Last post by Corey « Tue Jul 09, 2013 3:31 pm
Replies: 2
by jzamoras » Fri Mar 06, 2009 8:47 pm

2 Replies

46 Views

Last post by Corey
Tue Jul 09, 2013 3:31 pm
PRM Vs CERA

Last post by pj « Mon Jun 24, 2013 11:30 am
Replies: 5
by MonteCristo2 » Fri Jun 17, 2011 4:11 am

5 Replies

93 Views

Last post by pj
Mon Jun 24, 2013 11:30 am
Models for simulating FX movements

Last post by aegis « Thu Jun 20, 2013 12:10 pm

by aegis » Thu Jun 20, 2013 12:10 pm

0 Replies

16 Views

Last post by aegis
Thu Jun 20, 2013 12:10 pm
Expected loss

Last post by Cheng « Thu May 23, 2013 5:33 pm
Replies: 7
by vola » Thu May 23, 2013 10:45 am

7 Replies

124 Views

Last post by Cheng
Thu May 23, 2013 5:33 pm
Best risk metric

Last post by euroskeptic « Fri May 03, 2013 4:03 pm
Replies: 6
by euroskeptic » Sun Mar 17, 2013 1:03 pm

6 Replies

106 Views

Last post by euroskeptic
Fri May 03, 2013 4:03 pm
Task Force Report on JPM CIO Losses

Last post by purbani « Fri Mar 22, 2013 11:05 pm
Replies: 13
by purbani » Wed Feb 13, 2013 10:26 pm
1

2
13 Replies

211 Views

Last post by purbani
Fri Mar 22, 2013 11:05 pm
Relationship between Sharpe ratio, Kelly optimal fraction and volatility

Last post by Praetorian « Mon Jan 28, 2013 11:10 am
Replies: 1
by NeroTulip » Mon Jan 28, 2013 8:20 am

1 Replies

30 Views

Last post by Praetorian
Mon Jan 28, 2013 11:10 am

New Topic

220 topics

Page 3 of 9
- Jump to page:
Previous
1
2
3
4
5
…
9
Next

Return to Board Index

Forum permissions

You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum