Extreme Value Theory (EVT), Highlights for the FRM exam:…
02 May 2007
Learn Finance with the pros. Better articles, resources and screencasts for easier learning.
Info
After an almost twenty-year raging bull market (1981 to 2000) that was obsessed with market returns, and a subsequent meltdown, risk is now in ascendancy. Risk measurement and risk management are intra-disciplinary endeavors that will certainly play a key role in future markets. Risk-related fields are innovation hotbeds that will continue to create some of the most exciting, lucrative jobs in financial services.
Chalk Talk Blog
Basis risk: the mother of all risks? A 9 minute screencasts
30 Apr 2008
Basis risk attaches to all derivatives. Lately, examples abound: Imperfect CDS protection on retained, unfunded super-senior CDO tranches Airlines struggle to hedge the cost of jet fuel (cross-hedging plus basis risk = hard to do!) …
Page 3 of 3 pages « First < 1 2 3
Extreme Value Theory (EVT), The Idea: Part 2
01 May 2007
Extreme Value Theory, The Idea: Part 1
30 Apr 2007
Long run variance in GARCH(1,1)
26 Apr 2007
Persistence and long-run volatility
25 Apr 2007
Persistence in GARCH(1,1)
24 Apr 2007
Volatility Decay
23 Apr 2007
Survey says: Risk pays, brisk demand
05 Apr 2007
Contango
12 Mar 2007
Browse Categories
Contact Us
Send us a quick question below or send an email directly to support@bionicturtle.com. Fields with an * asterisk are required.