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tweedi

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

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  • Member for 1 year, 3 months
  • 6 profile views
  • Last seen Mar 8 at 11:30

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Top Posts (10) All Questions Answers | Votes Newest

1 Duration split: treasury curve vs spread duration Oct 22 '18
1 Track an index with futures only: what to do with the cash? Oct 24 '18
1 Probability of default: issuer vs volume weighted Dec 3 '18
1 How to measure effectiveness of CDS hedging Feb 5
1 Threshold to consider the daily change of a bond price unusual? Feb 22
0 Impact of the maturity date of a future on its risk Dec 17 '17
0 Correlation Oil Price with Bond Fund - question on how to tackle this Dec 22 '17
0 Delta-Gamma VaR question on inputs (do I need only one delta or the delta for the past 500 days?) Oct 28 '18
0 Variance-Covariance VaR: how to get the volatility? Oct 28 '18
0 Covariance and Beta: can anyone explain this calculation? Nov 9 '18

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