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phlsmk

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 9 years, 7 months
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  • Last seen Apr 28 at 10:36

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10 How are distributions for tail risk measures estimated in practice? Feb 8 '11
8 Delta Hedging with fixed Implied Volatility or floating Implied Volatility? Oct 26 '15
6 Delta hedging on Barrier/Digital Options Jul 21 '17
5 How to limit the nbr of cross-gamma calculations in a delta-gamma VaR calculation? Feb 10 '11
5 What does it mean to modify the factor loadings of a credit risk model? Feb 10 '11
4 Comparing Returns on a Sector Basis Feb 11 '11
4 Which data sources are available for cryptocurrencies? Jul 25 '17
3 How to download all 10-K reports for all companies listed on S&P 500? Jul 24 '17
3 How do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)? Oct 29 '15
1 What curve are you shifting when you calculate DV01 for a swap? Jul 25 '17
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