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CasusBelli
  • Member for 4 years
  • Last seen more than 2 years ago
6 votes
2 answers
186 views

Should I hedge this spread with a spread option or an insurance product?

6 votes
3 answers
630 views

Trading desk assumes zero percent discount rate?

3 votes
3 answers
875 views

Bond prices and probability of default

3 votes
1 answer
222 views

Correlation for Trading vs. Risk Management

3 votes
0 answers
78 views

Joint Distribution of Correlated Variables with Markov Switching

2 votes
1 answer
123 views

Correlation sensitivity in multivariate $t$-copula for portfolio VaR of electricity futures using Kendall's tau-$b$ correlation matrix

2 votes
3 answers
336 views

Expected Forward Volatility vs. Different Strikes

2 votes
0 answers
58 views

Non-Linear Time-Dependent Volatility

2 votes
1 answer
187 views

Implied volatility of hypothetical options market

2 votes
0 answers
81 views

Electricity Futures Risk Premiums With ARIMA

2 votes
0 answers
68 views

Should I train (and apply) a commodity forecasting model using nominal or real historical (futures) prices?

2 votes
1 answer
239 views

Interpreting Implied Volatility in Commodities Options

1 vote
0 answers
66 views

Price Prediction Intervals from Forecasted Returns (ARIMA)

1 vote
1 answer
168 views

Valuing an electricity swap

1 vote
1 answer
103 views

Black 76 and Asian Style Options on Shaped Power Futures

1 vote
0 answers
50 views

Which volatility should I use in a long-term futures swaption?

1 vote
1 answer
361 views

ICE futures settlement prices change with zero volume and zero OI

1 vote
1 answer
71 views

Do stationary prices need to be differenced for VaR?

1 vote
0 answers
52 views

Hedging or Relative Value Strategies with Rho or Tau Correlations?

0 votes
0 answers
55 views

Simulated VaR with differently distributed processes

0 votes
1 answer
99 views

Volatility surface of daily contracts from ATM volatility of quarterly contracts