Correlation and Equity Derivatives (Q&A from the Webinar)
1. Could you please comment on using Spearman correlation as opposed to Pearson? Also, how in practice is the implied correlation computed as opposed..Jul 23, 2024 2:56:21 PM / by Dr Simon Acomb
Wrong-Way Risk (Q&A from the Webinar)
1. What are your thoughts on methods for default correlation estimation? When there are no direct estimates available, sometimes equity or CDS..May 9, 2024 12:35:39 PM / by Jon Gregory
Monetising Convexity (Q&A from the Webinar)
1. Is it fair to say that options actually have two types of convexity: one due to the payoff structure, working along the underlying’s price..Mar 13, 2024 4:38:11 PM / by Richard Fedrick
Fixed Income Attribution – Towards a Generic Model? (Part 2)
This article was first published in the Journal of Performance Measurement Volume 27-4, Summer 2023Jan 19, 2024 4:46:51 PM / by Paul Giles
Decentralized Finance on the Blockchain in 2023 (Q&A from the Webcast)
1. How is regulation evolving?Dec 14, 2023 4:46:33 PM / by Jean-Luc Verhelst
Advances in Asset Allocation (Q&A from the Webcast)
1. In Modern Portfolio Theory - there is a lot of valuable information about factors and style funds where they position within the mean variance..Oct 19, 2023 2:44:48 PM / by Andreas Steiner
Trading and Managing Equity Derivatives in 2023 (Q&A from the Webcast)
Jul 21, 2023 10:03:29 AM / by Dr Simon Acomb
Key Issues in Interest Rate Derivatives Valuation (Q&A from the Webcast)
Jun 15, 2023 5:05:20 PM / by Richard Fedrick
An Introduction to xVAs with Dr Jon Gregory (Q&A from the Webcast)
1. Can you share your views regarding survival probability adjusting FVA versus including FVA in the replacement cost and thus embed it in the CVA..Feb 22, 2023 2:25:02 PM / by Jon Gregory