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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, 6 months
  • 8 profile views
  • Last seen Jun 7 at 8:25

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Top posts (13) All Questions Answers | Votes Newest

2 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
1 Analyse correlation between LIBOR (quote in yield) and MSCI AC World (in dollars) Apr 30
1 Relationship between Tracking Error and Beta to benchmark May 22
1 Hedge ratio: hedging a portfolio of global equities with futures Jun 6
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
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