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Recent Posts

Introduction to the Quantitative Foundation of Risk – Present Value

A common question asked by FRM candidates (and people who are considering whether to sit for the FRM exam) is, where can I find an...

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Week in Financial Education (June 28, 2021)

Welcome to the latest WIFE. For Part 1, we wrote a new set of insurance company practice questions (PQs). I was recently asked how much...

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A Note about Delta-Gamma Value at Risk (VaR) as Taylor Series

Alberto asked a good question here about using the delta-gamma formula to estimate the VaR of an option position. Lu Shu (lushukai) gave an excellent reply...

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