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2 answers
431 views

A decent model to calculate hedges

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1 answer
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Can heston volatility model be used to calculate VaR or CVaR?

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12 views

Monte Carlo methods: Choosing the best measure

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1 answer
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Method for using Historical Simulation method on an Instrument priced using Monte Carlo

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63 views

Decomposing option payoffs

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Expectation of the realized volatility

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610 views

How to measure Steepener/Flattener/Butterfly sensitivity? (in 01)

6 votes
1 answer
14k views

interest rate swap: PV01 vs DV01

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1 answer
3k views

Meaning of cross sectional rank

2 votes
3 answers
6k views

How to get list of all symbols in fred database?

1 vote
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116 views

QuantLib: How to bootstrap Yield Curve using 3M futures - Python

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2 answers
2k views

Stress Testing for VaR

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Contribution to compound returns

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14 answers
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Central Index Key (CIK) of all traded stocks

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