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• Calculating Risk Sensitivities for Monte Carlo Approach

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Credit derivatives, Derivative securities--Valuation, Risk management, Capital assets pricing model

  Item Type:

  Article

  Tag(s):

  securitization, Monte Carlo simulation, Risk Sensitivities, CDO

  Search term matches:

  Title

  ... Calculating Risk Sensitivities for Monte Carlo Approach ...

  Tag

  ... risk sensitivities ...

  
  

• Risk Sensitivity Introduction

  Author(s):

  Tim Xiao (see profile)

  Date:

  2020

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Presentation

  Tag(s):

  Risk sensitivity, Greeks, Delta, Gamma, Vega, Theta

  Search term matches:

  Title

  ... Risk Sensitivity Introduction ...

  Tag

  ... risk sensitivity ...

  
  

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