Quantitative Finance
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phlsmk
  • Member for 11 years, 6 months
  • Last seen more than 2 years ago
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All Questions Answers
Score Newest
answer
10
How are distributions for tail risk measures estimated in practice?
Feb 8, 2011
answer
9
Delta Hedging with fixed Implied Volatility or floating Implied Volatility?
Oct 26, 2015
answer
8
Delta hedging on Barrier/Digital Options
Jul 21, 2017
answer
5
How to limit the nbr of cross-gamma calculations in a delta-gamma VaR calculation?
Feb 10, 2011
answer
5
What does it mean to modify the factor loadings of a credit risk model?
Feb 10, 2011
answer
4
Comparing Returns on a Sector Basis
Feb 11, 2011
answer
4
Which data sources are available for cryptocurrencies?
Jul 25, 2017
answer
3
How to download all 10-K reports for all companies listed on S&P 500?
Jul 24, 2017
answer
3
How do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)?
Oct 29, 2015
answer
1
What curve are you shifting when you calculate DV01 for a swap?
Jul 25, 2017

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