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msitt's user avatar
msitt's user avatar
msitt
  • Member for 10 years, 11 months
  • Last seen more than 1 year ago
8 votes
Accepted

Pricing of a Foreign Exchange Vanilla Option

8 votes

What is the total correlation between assets in a portfolio?

6 votes

Is there a non-recursive way of calculating the exponential moving average?

5 votes

What does "rolling" for a CDS contract mean?

5 votes
Accepted

How to compute VaR of a simple equity portfolio?

4 votes
Accepted

Sharpe Ratio, risk free rate

3 votes
Accepted

variance of log return

2 votes

would multiplying a co-variance matrix by the inverse of a variance matrix generate a beta matrix?

1 vote

What are Generic government treasury bonds? (Bloomberg terminal)

1 vote

duration of a cms swap

1 vote

VaR estimate with Monte Carlo simlation

1 vote
Accepted

Does the YTM for a zero coupon treasury equal the treasury yield curve value for it's maturity?

1 vote

How to compute conditional expectation of multivariate normal

1 vote

Do exchanges issue position ID after order execution?

1 vote

A question about dates generation

1 vote

Delta Skew Measure as volatility changes

1 vote

Likelihood Ratio Method - Delta

0 votes
Accepted

Boeing's Debt-to-Equity Ratio

0 votes
Accepted

z-score versus log standardisation of stock prices for calculating correlation; which to use (in ML clustering, distance measure)?