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Hedge Fund Strategies
Hedge fund strategies are a set of principles followed by a hedge fund to protect themselves against the movements of...
Forward Quotes
Forward quotes are used to represent and identify the future rates of the currency. These rates are used for currency...
Lease Rates
The lease rate is the periodic payment made by the lessee to the lessor for the use of an asset in a lease transactio...
Backwardation and Contango
In interest rates management, backwardation and contango are two critical phenomena that identify the direction of in...
Agriculture Commodities
Agriculture commodities are also essential for the commodity markets. These commodities have a higher rate of fluctua...
What are Greeks?
The Greeks are essential risk management tools. Each Greek calculates the sensitivity of a portfolio's value to a tin...
What is Duration in finance ?
The sensitivity of a bond to interest rate fluctuations is measured by its duration,as to what happens when analysis.
Validation of Models
Validation is the “proof ” that a model works as intended, it is a useful tool to test a model’s risk sensitivity.
Probability Mass Function and Probability Density Function
Probability Mass Function & probability density function with Example, this function returns the probability that a r...
Basel II: Three Pillars
While Basel I improved the way capital requirements were determined for banks worldwide, it had some major limitations.
Binomial Trees
A binomial model is a model that assumes that interest rates can take only one of two possible values in the next period
What is Technology Risk?
Technology can be used to mitigate operational risks. Automated procedures are generally less prone to error than man...