Reputation
256
Top tag
Next privilege 350 Rep.
Access review queues
Badges
1 4
Newest
 Yearling
Impact
~21k people reached

  • 0 posts edited
  • 0 helpful flags
  • 2 votes cast
Feb
8
awarded  Yearling
Feb
17
awarded  Supporter
Feb
11
answered Comparing Returns on a Sector Basis
Feb
10
answered What does it mean to modify the factor loadings of a credit risk model?
Feb
10
awarded  Citizen Patrol
Feb
10
answered How to limit the nbr of cross-gamma calculations in a delta-gamma VaR calculation?
Feb
8
awarded  Teacher
Feb
8
answered How are distributions for tail risk measures estimated in practice?
Feb
8
awarded  Critic
Feb
8
comment Black-Equivalent Volatility
Depending on the context, I think this might mean the same thing as "Black Implied Volatility." The Black Model is to FX Options, Caplets, etc as Black Scholes is to Equity Options. So Black-Equivalent Volatility is likely the volatility that, if using the closed form Black model pricing formula, gives the same price as the market.
Feb
8
answered Wealth Management Vs Asset Management