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Active 1 Bountied Hot Week Month
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Proof for expected shortfall sub additivity

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Bob Jansen♦
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1 answer
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Showing that VaR is not sub additive

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Bob Jansen♦
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0 answers
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Difference between S&P Global PMI and ISM PMI?

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worldCurrencies
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1 answer
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Integral of Function of Brownian Motion w.r.t Time (Context: Computing Quadratic Variation)

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CommunityBot
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1 answer
283 views

Include Dollar Cost Averaging Strategy in BT python

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CommunityBot
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1 answer
186 views

Option strategy Collar

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CommunityBot
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32 views

How do you model share repurchase agreement?

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Gábor Pálovics
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1 answer
344 views

Monte Carlo simulation for OTM options under stochastic volatility

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CommunityBot
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122 views

How to fInd relation between call and Put IV on expiry day without calculating?

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Vaibhav Sharma
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All I need to know about FRTB

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nbbo2
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2 answers
816 views

How to obtain one-step ahead forecast in Python based on GARCH?

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CommunityBot
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2 answers
148 views

Best way to lock in margin rate via hedging

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CommunityBot
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1 vote
2 answers
579 views

Is duration of a bond a convex function?

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dm63
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0 answers
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Some questions about the pricing and the construction of Fixed Coupon Notes (FCN)

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AnxiousBoi6969
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