14
volatility
× 5 |
6
option-pricing
× 4 |
4
arma
|
2
value-at-risk
|
13
portfolio-optimization
× 6 |
6
finance
× 2 |
4
greeks
|
2
cvar
|
11
portfolio
× 6 |
6
yield-curve
|
4
transition-matrix
|
2
stochastic-calculus
|
10
risk-management
× 3 |
5
data
× 2 |
4
default-risk
|
2
wienerprocess
|
10
high-frequency
× 2 |
5
models
|
3
leverage
× 2 |
2
option-strategies
|
9
optimization
× 3 |
5
investment
|
3
monte-carlo
× 2 |
2
banks
|
8
options
× 4 |
4
backtesting
× 3 |
3
historical-data
|
2
risk
|
7
portfolio-management
× 3 |
4
matlab
× 2 |
3
algorithm
|
2
call
|
7
black-scholes
× 3 |
4
time-series
× 2 |
3
machine-learning
|
2
capital-structure
|
7
trading
× 2 |
4
default-probability
|
3
vega
|
2
equities
|
7
estimation
|
4
credit-ratings
|
3
modern-portfolio-theory
|
2
variance
|
7
high-frequency-estimators
|
4
quant-trading-strategies
|
3
margin
|
2
asset
|
7
market-microstructure
|
4
position-sizing
|
3
algorithmic-trading
|
2
put
|
jaamor
