Hedging
Going with the flow
Hedging
Stress tests and risk capital
For many financial institutions, "stress tests" are an important input into processes that set risk capital allocations. In the current regulatory environment, two distinct model-based approaches for setting regulatory capital requirements include stress…
Tailor-made for tails
Hedging strategies
Volatility swaps made simple
Volatility
On the edge of completeness
Credit derivatives
Regimes of volatility
Options markets