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phlsmk

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

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  • Member for 8 years, 3 months
  • 58 profile views
  • Last seen Mar 29 '18 at 15:17

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Top posts (11) All Questions Answers | Votes Newest

10 How are distributions for tail risk measures estimated in practice? Feb 8 '11
7 Delta Hedging with fixed Implied Volatility or floating Implied Volatility? Oct 26 '15
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
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
3 Delta hedging on Barrier/Digital Options Jul 21 '17
3 How to download all 10-K reports for all companies listed on S&P 500? Jul 24 '17
3 Which data sources are available for cryptocurrencies? Jul 25 '17
1 Wealth Management Vs Asset Management Feb 8 '11
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