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Tagged with financial-markets risk-management
3 questions
1
vote
0
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120
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Market risk factor proxies examples [closed]
I am reading some corporate documentation, including the notion of market risk factor proxy. Could you provide some examples of risk factors and their proxies?
What I find obvious is the observable ON ...
- 145
2
votes
2
answers
239
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Quantitative risk management for energy markets
I'm currently preparing an exam about energy markets. The knowledge of notions of quantitative risk management accounts for the 50% of the total exam. During my university education, though, I didn't ...
- 151
3
votes
2
answers
2k
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Hull White help needed
I've been trying to calibrate Hull-White 1 Factor & 2 Factor model using Caps but I've some major doubts about my methodology, and would really appreciate some help.
I am using these formulas
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- 31