Capital Market Insights | Dr Simon Acomb

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

Trading and Managing Equity Derivatives in 2023 (Q&A from the Webcast)

Jul 21, 2023 10:03:29 AM / by Dr Simon Acomb

Does the FRTB ensure that capital reflects trading risk?

I recently spent an enjoyable few days leading seminars on the Fundamental Review of the Trading Book (FRTB) with a financial supervisory authority...

May 19, 2021 12:55:46 PM / by Dr Simon Acomb

LFS Insights

Correlation and Equity Derivatives (Q&A from the Webinar)

Trading and Managing Equity Derivatives in 2023 (Q&A from the Webcast)

Does the FRTB ensure that capital reflects trading risk?

LFS Insights

Links

Contact Us