CasusBelli
  • Member for 1 year, 7 months
  • Last seen more than a month ago
2 answers
6 votes
149 views
2 bookmarks
Should I hedge this spread with a spread option or an insurance product?
3 answers
6 votes
538 views
2 bookmarks
Trading desk assumes zero percent discount rate?
1 answers
3 votes
133 views
Correlation for Trading vs. Risk Management
3 answers
3 votes
370 views
1 bookmarks
Bond prices and probability of default
0 answers
3 votes
49 views
1 bookmarks
Joint Distribution of Correlated Variables with Markov Switching
1 answers
2 votes
90 views
Interpreting Implied Volatility in Commodities Options
0 answers
2 votes
41 views
Should I train (and apply) a commodity forecasting model using nominal or real historical (futures) prices?
0 answers
2 votes
49 views
Valuing an electricity swap
0 answers
2 votes
63 views
Electricity Futures Risk Premiums With ARIMA
1 answers
2 votes
90 views
Correlation sensitivity in multivariate $t$-copula for portfolio VaR of electricity futures using Kendall's tau-$b$ correlation matrix
0 answers
2 votes
42 views
1 bookmarks
Non-Linear Time-Dependent Volatility
1 answers
2 votes
105 views
3 bookmarks
Implied volatility of hypothetical options market
0 answers
1 votes
32 views
Black 76 and Asian Style Options on Shaped Power Futures
0 answers
1 votes
34 views
Price Prediction Intervals from Forecasted Returns (ARIMA)
1 answers
1 votes
134 views
ICE futures settlement prices change with zero volume and zero OI
0 answers
1 votes
36 views
Which volatility should I use in a long-term futures swaption?
1 answers
1 votes
150 views
1 bookmarks
Expected Forward Volatility vs. Different Strikes
0 answers
1 votes
40 views
1 bookmarks
Hedging or Relative Value Strategies with Rho or Tau Correlations?
1 answers
1 votes
66 views
Do stationary prices need to be differenced for VaR?
0 answers
0 votes
29 views
Arithmetic Asian options on two commodities
1 answers
0 votes
53 views
Volatility surface of daily contracts from ATM volatility of quarterly contracts
0 answers
0 votes
45 views
Simulated VaR with differently distributed processes