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Valuation and Risk Models
Two Asset VaR (Relative vs Absolute)
Hybrid Volatility (HS and EWMA)
Delta Normal VaR
Taylor Approximation
Structured Monte Carlo
Return Aggregation & VaR
Binomial Option Pricing Model
Lognormal Stock Property
Historical Volatility
Maturity vs Bond Price & Return
Black and Scholes & Warrant Dilution
Implied Volatility
Yield to Maturity
Pull to Par
DV01
Dynamic Delta Hedge
Greeks of a Call Option
Discount Function
Durations (Modified & Macaulay)
Convexity
DV01 Hedge
Duration and Convexity
Expected & Unexpected Credit Loss
Gamma Neutral
Delta Theta Gamma
CDS Valuation
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