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AfterWorkGuinness's user avatar
AfterWorkGuinness's user avatar
AfterWorkGuinness's user avatar
AfterWorkGuinness
  • Member for 9 years, 10 months
  • Last seen more than 1 year ago
5 votes

KMV-Merton Probabilties of Default vs Moody's EDF

4 votes

Risk Neutral Probability

4 votes

Validating a Credit Scoring Model without Data

3 votes
Accepted

Stressed Value at Risk vs Value at Risk

3 votes
Accepted

What are the pros and cons of historial and Gaussian approaches to VaR?

2 votes
Accepted

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

2 votes

Difference between Risk avoidance and Risk transfer

2 votes

What information should be delivered to the client so they have enough information to manage their exchange rate risks?

2 votes
Accepted

CVA as a running spread - risk annuity calculation in the Monte Carlo framework

1 vote
Accepted

How do I incorporate dividends into options pricing

1 vote

How to get to this answer on Macauley duration?

1 vote

Bond portfolio hedging against currency risk

0 votes

Futures Parameters for Value at Risk

0 votes

Smoothing factor of Exponential Moving Average

0 votes

pricing american calls on non dividend paying stocks

0 votes
Accepted

What is the date of reserve (operational risk)

0 votes

Computing loss of Call / Stock Purchase