SpeedBoots

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410 reputation

26

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	location	New York, NY
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visits	member for	2 years
	seen	May 17 at 12:21
stats	profile views	32

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4 Answers

votes activity newest

5	How does an option's time value depend on moneyness?
5	Which lags or percentiles should be run in a batch when calculating Value-at-Risk?
3	Utility to download historical Implied Volatility data from Interactive Brokers?
2	Question about equations and risk factors.

410 Reputation

+10	How to estimate probability of default from bond prices?
+100	How does an option's time value depend on moneyness?
+5	Parameters for pricing option on EDF
+10	Utility to download historical Implied Volatility data from Interactive Brokers?

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3 Questions

votes activity newest

6	How to estimate probability of default from bond prices?
6	Parameters for pricing option on EDF
3	What research exists regarding implementation of reverse stress testing?

14 Tags

5 options × 2	3 interactive-brokers
5 option-pricing	2 models
5 risk	0 implied-volatility
5 var	0 research
5 risk-management	0 risk-models

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2 Accounts

	Quantitative Finance	410 rep	26
	Cross Validated	106 rep	2

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