In the forum (selected only)
- [Exam] Sharing mock/practice exam results https://forum.bionicturtle.com/threads/practice-exam-scores-and-actual-exam-result.7650
- [P1.T2] control variate technique https://trtl.bz/2ICTLRa
- [P1.T2] When the exact binomial standard error doesn't make a material difference https://trtl.bz/2IDrQQQ
- [P1.T3] Thank you @jameskb10 for a helpful correction to my ambiguous question https://trtl.bz/2IF6KBU
- [P1.T4] Good example of applying the technical hybrid value at risk interpolation https://trtl.bz/2IF3rug
- [P1.T4] Why is a forward's delta one but an option's delta is often (much) less than one? https://trtl.bz/2IEX3Dt
- [P1.T4] The general form of the discrete forward rate solution https://trtl.bz/2IDqaqF
- [P2.T5] Kendall's tau (concordant versus discordant) example https://trtl.bz/2IF7PcW
- [P2.T5] More discussion about implied volatility smile https://trtl.bz/2IzVC9d
- [P2.T5] On the challenge of interpreting GARP's "narrower rejection region" https://trtl.bz/2IBzbk5
- [P2.T5] More discussion about binomial backets https://trtl.bz/2IySVoB
- [P2.T5] Thinking about the method to estimate expected shortfall (ES) with quantiles https://trtl.bz/2ICTFZO
- [P2.T6] Smart observations by @Karim_B w.r.t. incremental CVA under different trade sequences https://trtl.bz/2IAllOW
- [P2.T6] The key Gregory counterparty credit risk relationship is: Risky value = Riskfree value - bCVA = Rf value - (CVA - DVA) https://trtl.bz/2IDm9T7
- [P2.T6] In Malz CVaR, the number of defaults is estimated with a binomial inverse cumulative distribution function (CDF) https://trtl.bz/2IBtxP2
- [P2.T6] CVA difference between Gregory's 2nd and 3rd edition https://trtl.bz/2ID6y5T
- [Pt.T6] Thank you @willyong for exposing a flaw in my question (that I don't think I ever would have seen!) https://trtl.bz/2IG2QZC
- [P2.T7*] Does SMA change the OpVaR definition (UL + EL)? https://trtl.bz/2IBVKoM
- [P2.T7] Thank you @Karim_B for taking the time to detail a typo in my EVT question https://trtl.bz/2IwyVTB
- [P2.T7] The numerator in RAROC can be before or after-tax https://trtl.bz/2KbpxBW
- [P2.T9*] In the CCP loss waterfall, when does VMGH kick in? https://trtl.bz/2IAhfq2
- [P2.T9] Interpreting the titanic classification tree https://forum.bionicturtle.com/thre...-tricks-for-econometrics-by-hal-varian.13462/
