Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with risk-management
Search options not deleted
user 39388
The identification, assessment, and prioritization of risks, followed by coordinated and economical application of resources to minimize, monitor, and control the probability and/or impact of unfortunate events or to maximize the realization of opportunities.
1
vote
Portfolio volatility - Real life application
Taking the correlation between the bond yield and the stock may miss some information, such as duration, rolldown.
For calculating the returns of a Fixed income product over a period of time = PROD( …
- 821
4
votes
Accepted
How frequently is local volatility calibrated to implied vol surface, in practice?
I worked on a single name Equity Derivatives trading desk. Implied volatility is remarked at least once per day, but that depends also on market movements, volatility movements, volumes, etc. For this …
- 821