Search tags

alpha ang apt backtesting basel ii basel iii binomial-distribution black-scholes board-of-directors calculator capital-asset-pricing-model capm coherent-risk-measures collateral collateralization conditional-probability confidence-interval convexity correlation cost-of-carry counterparty-risk country-risk covariance credit-exposure credit-value-adjustment crouhy cva data-science default-probability delaurentis delta delta-normal diebold duration dv01 economic-capital effective-duration enterprise-risk-management erm errors ewma exam exotic-options expected-loss expected-return expected-shortfall feedback financial-crisis fixed-income fixed-income-securities forward-rates frm futures gamma garch global-financial-crisis gregory hedging historical-simulation hull information-ratio kurtosis liquidity-risk macaulay-duration machine-learning malz mean modified-duration netting normal-distribution operational risk options poisson-distribution probability probability-of-default r-programming random-variables raroc reviewdh revisepdf securitization spot-rates stress-testing term-structure topic review topic-review tuckman unconditional-probability unexpected-loss updated-materials valuation value-at-risk var var-mapping variance volatility wir yield-to-maturity youtube z-score