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phlsmk's user avatar
phlsmk's user avatar
phlsmk
  • Member for 13 years, 3 months
  • Last seen more than 4 years ago
10 votes

How are distributions for tail risk measures estimated in practice?

10 votes
Accepted

Delta Hedging with fixed Implied Volatility or floating Implied Volatility?

9 votes

Delta hedging on Barrier/Digital Options

5 votes
Accepted

How to limit the nbr of cross-gamma calculations in a delta-gamma VaR calculation?

5 votes
Accepted

What does it mean to modify the factor loadings of a credit risk model?

4 votes
Accepted

Comparing Returns on a Sector Basis

4 votes

Which data sources are available for cryptocurrencies?

3 votes
Accepted

How to download all 10-K reports for all companies listed on S&P 500?

3 votes

How do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)?

1 vote

What curve are you shifting when you calculate DV01 for a swap?

1 vote

Wealth Management Vs Asset Management