Search tags

alpha ang backtesting basel basel ii basel iii black-scholes board-of-directors calculator capm cfa coherent-risk-measures collateral collateralization conditional-probability confidence-interval convexity correlation cost-of-carry counterparty-risk covariance credit-exposure credit-value-adjustment credit-var crouhy cva cybersecurity data-science default-probability delaurentis delta delta-normal delta-normal-var diebold duration dv01 econometrics economic-capital effective-duration errors ewma exam exotic-options expected-loss expected-shortfall extreme-value-theory feedback fixed-income fixed-income-securities forward-rate-agreement forward-rates frm futures gamma garch gregory hedging historical-simulation hull information-ratio kurtosis libor liquidity-risk machine-learning malz mean meissner modified-duration netting operational risk options potential-future-exposure probability probability-of-default r-programming raroc reviewdh revisepdf securitization spot-rates stress-testing theta topic review topic-review tranche tuckman unconditional-probability unexpected-loss updated-materials us-treasury-bond valuation value-at-risk var var-mapping variance volatility wir yield-to-maturity youtube z-score