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Risk Measures

  1. equity, foreign exchange, interest rate, and credit derivatives;

  1. stochastic volatility;

  2. hedging parameters;

  3. implied volatility surfaces;

  1. Coverage of a wide range of derivative securities, from plain-vanilla to cutting edge exotic varieties, including both exchange-traded and over-the-counter instruments;

  • path-dependent derivatives;

  • no-arbitrage pricing methodology and risk-neutral probabilities;

  • corporate securities as contingent claims;

  • real options.

 Information Ratio
Sharpe Ratio,
Treynor' Measure
Eigenvalues and Eigenvectors		 CAPM
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