User phlsmk - Quantitative Finance Stack Exchange

phlsmk

Member for 13 years, 2 months
Last seen more than 3 years ago

11 Answers

Score Activity Newest

10 votes

Accepted

Delta Hedging with fixed Implied Volatility or floating Implied Volatility?

answered Oct 26, 2015 at 13:54

10 votes

How are distributions for tail risk measures estimated in practice?

answered Feb 8, 2011 at 13:55

9 votes

Delta hedging on Barrier/Digital Options

answered Jul 21, 2017 at 8:02

5 votes

Accepted

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

answered Feb 10, 2011 at 21:57

5 votes

Accepted

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

answered Feb 10, 2011 at 21:35

4 votes

Which data sources are available for cryptocurrencies?

answered Jul 25, 2017 at 14:32

4 votes

Accepted

Comparing Returns on a Sector Basis

answered Feb 11, 2011 at 16:11

3 votes

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

answered Oct 29, 2015 at 9:28

3 votes

Accepted

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

answered Jul 24, 2017 at 8:06

1 vote

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

answered Jul 25, 2017 at 6:52

1 vote

Wealth Management Vs Asset Management

answered Feb 8, 2011 at 13:03