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user1131338
  • Member for 10 years, 2 months
  • Last seen more than 5 years ago
  • Singapore
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Top posts
question
4
PnL Explained Using Scenario(Full Reval Model)
Apr 18, 2016
question
3
Historical Value At Risk on option portfolio
Sep 23, 2014
question
2
SABR Implied Volatility and Option Prices
Oct 27, 2015
question
1
Delta Volatility Surface Usage to value the option
Nov 5, 2015
question
1
Forex P&l Attribution on Physical Forward position
Dec 11, 2014
question
1
Historical VaR on Commodity Physical Forward
Apr 14, 2016
answer
0
VaR calculation methods of options
Nov 6, 2015
question
0
Value At Risk for Long and short position with same maturity and same traded price
Mar 18, 2016
question
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How to compute the historical VaR for a portfolio with long and short positions?
Dec 4, 2014