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Carol.Kar's user avatar
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Carol.Kar
  • Member for 11 years, 1 month
  • Last seen more than a month ago
  • Vienna
18 votes
3 answers
6k views

Papers about risk management in algorithmic trading?

5 votes
1 answer
1k views

Definition of risk factors for market risk scenario testing

4 votes
1 answer
614 views

Market risk stress testing?

3 votes
0 answers
45 views

conferences for credit portfolio managers

3 votes
0 answers
126 views

Trading rules from automated search

1 vote
0 answers
71 views

Market Profiling open source packages or tools

1 vote
1 answer
68 views

Stressing the going up of LIBOR - Which balance sheet variables to stress?

1 vote
2 answers
88 views

Can the money market break in a crisis situation?

1 vote
1 answer
1k views

What are the different Credit Portfolio Management models and what are their advantages?

1 vote
1 answer
3k views

Determine state price vectors?

1 vote
1 answer
70 views

Why is the discount function non increasing if pure cash holdings are feasible?

1 vote
1 answer
116 views

Get discount factors with limited knowledge?

0 votes
1 answer
174 views

What are good online resources for credit portfolio managers?

0 votes
1 answer
61 views

Daily principal payments, accumulated on yearly basis in excel

0 votes
0 answers
101 views

Quant Strategies on longer time frames

-1 votes
1 answer
152 views

Where can I find data source for structural models?

-1 votes
1 answer
2k views

Calculate the total returns from the total return index [closed]