Quantitative Finance
CasusBelli's user avatar
CasusBelli's user avatar
CasusBelli's user avatar
CasusBelli
  • Member for 3 years, 5 months
  • Last seen more than 1 year ago
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21
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Top posts
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All Questions Answers
Score Newest
question
6
Should I hedge this spread with a spread option or an insurance product?
Jul 11, 2020
question
6
Trading desk assumes zero percent discount rate?
Dec 21, 2020
question
3
Bond prices and probability of default
Oct 21, 2020
question
3
Joint Distribution of Correlated Variables with Markov Switching
Jul 20, 2020
question
3
Correlation for Trading vs. Risk Management
Mar 25, 2021
question
2
Should I train (and apply) a commodity forecasting model using nominal or real historical (futures) prices?
Sep 14, 2021
question
2
Interpreting Implied Volatility in Commodities Options
Oct 13, 2021
question
2
Correlation sensitivity in multivariate $t$-copula for portfolio VaR of electricity futures using Kendall's tau-$b$ correlation matrix
Oct 7, 2020
question
2
Expected Forward Volatility vs. Different Strikes
Oct 17, 2020
question
2
Non-Linear Time-Dependent Volatility
Jul 15, 2020

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