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AfterWorkGuinness

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8 posts edited

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Votes Activity Newest

KMV-Merton Probabilties of Default vs Moody's EDF

Oct 1 '15 at 15:16

Validating a Credit Scoring Model without Data

Nov 26 '15 at 17:37

Risk Neutral Probability

Sep 20 '15 at 0:30

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

Oct 27 '15 at 19:24

Stressed Value at Risk vs Value at Risk

Sep 17 '15 at 1:11

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

Oct 27 '15 at 16:35

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

Oct 3 '15 at 19:31

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

Oct 2 '15 at 1:24

Difference between Risk avoidance and Risk transfer

Sep 24 '15 at 1:45

How to get to this answer on Macauley duration?

Nov 17 '15 at 22:05

Bond portfolio hedging against currency risk

Oct 24 '15 at 18:31

How do I incorporate dividends into options pricing

Oct 19 '15 at 15:24

Smoothing factor of Exponential Moving Average

Nov 11 '15 at 1:45

Futures Parameters for Value at Risk

Oct 28 '15 at 20:33

pricing american calls on non dividend paying stocks

Oct 22 '15 at 14:14

Computing loss of Call / Stock Purchase

Oct 18 '15 at 0:21

What is the date of reserve (operational risk)

Oct 12 '15 at 22:05

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17 Answers