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Math, modelling, analytics and coffee.

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Multi-asset portfolio: Bootstrapping Value at Risk

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August 04, 2019

Discussing contracts for difference (CFD)

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Comments on Value-at-Risk (VaR)

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Diogo de Moura Pedroso

Diogo Pedroso: São Paulo, São Paulo, Brazil; Find me on LinkedIn: www.linkedin.com/in/diogopedroso2 Get in contact!

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Black-Scholes7
business1
C++1
commodity1
credit2
crypto1
cryptocurrency1
derivative12
equity4
finance17

fixed income6
futures1
FX3
interest rate5
learning5
machine learning4
Martingale5
Modelling20
numerical solution5
optimization5
portfolio3
probability12
programming3
Python6
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Quant job question interview8
quantitative finance13
risk8
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swap1
time-series1
trading9
Value at Risk2
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