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Recent content by Anuja

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    Square Root Rule with Mean Reversion & AutoCorrelation - VaR & Volatility

    Hi David, What's the formula for calculating Scaling Factor when Auto corelation is there. Std deviation daily is 1% Confidence level is 99% Target Horizon 10days Autocorrelation is .2 How we should calculate scaling factor, std deviation & VAR over horizon.. Thanks, Anuja
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    Valuation of Forward Vs Future market

    Like Mark to Market is the tool which provides realistic estimate of a financial situation for Future market transaction.. What is the tool used for arriving the current value of forward market transaction..
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    Economic Earning/Accounting Earning

    Hi, please explain me the difference between Economic earning & Accounting earning..
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    FRM Part 1 Nov 2017

    Hi, please Add me +919619295182 Thanks & regards, Anuja