AfterWorkGuinness's user avatar
AfterWorkGuinness's user avatar
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AfterWorkGuinness
  • Member for 9 years, 10 months
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1 vote
1 answer
1k views

CDO selling or buying credit protection?

1 vote
1 answer
22k views

Cumulative vs marginal probability of default

1 vote
2 answers
3k views

Why do we need correlated random variables in a Monte Carlo simulation?

1 vote
1 answer
73 views

Pension funds co-investing with private equity?

0 votes
1 answer
2k views

How is internal risk transfer different than moving from banking book to trading book?

0 votes
2 answers
63 views

What risks is an exchange exposed to?

0 votes
2 answers
3k views

Corporate bond quote convention

0 votes
1 answer
2k views

Calculating expected shortfall

0 votes
1 answer
551 views

Why does the credit exposure of a forward increase with time

0 votes
2 answers
1k views

How does tranching cause leverage?

0 votes
1 answer
1k views

Why can't marginal CVA be used in pricing?

0 votes
1 answer
340 views

Explain equation to calculate CDS spread

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