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gabriel

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33 reputation
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visits member for 5 months
seen Dec 30 '12 at 22:29
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33 reputation
bio website visits member for 5 months
4 badges
location seen Dec 30 '12 at 22:29
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4 Questions

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2
Interpretation of Macaulay Duration
2
Opimization on a Bond Portfolio
1
How to interpret/use VaR and Standard Deviation?
1
Eurdollar Futures

33 Reputation

+5 Eurdollar Futures
+5 How to interpret/use VaR and Standard Deviation?
+5 Opimization on a Bond Portfolio
+5 Interpretation of Macaulay Duration
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0 Answers

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7 Tags

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fixed-income × 2
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var
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optimization
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volatility
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duration
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value-at-risk
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interest-rates

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Stack Overflow Stack Overflow 76 rep 6
Quantitative Finance Stack Exchange Quantitative Finance 33 rep 4
Mathematics Stack Exchange Mathematics 11 rep 1
Cross Validated Cross Validated 6 rep 2

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