• About
    • History
    • Executive Team
    • Careers
    • Our Partners
  • Our Solution
    • All-in-one Solution
    • Risk managers
      • Risk managers in large asset management companies
      • Risk managers in boutique Hedge Funds
    • Fund managers
    • Hedge Fund analysts
    • Latest Risks from Market
  • Resource Center
  • News & Events
  • Contact us
  • Client Area
Riskdata Riskdata Riskdata

Archives

Home » Portfolios
The  Dodd-Frank  Act

The Dodd-Frank Act

REGULATORY TEXTS

VaR  measure

VaR measure

RISK MEASURES, WHITE PAPERS

Return  smoothing  practices

Return smoothing practices

HEDGE FUND RISK, WHITE PAPERS

The  Stress  VaR

The Stress VaR

RISK MEASURES

Interest  rate  models

Interest rate models

PRICING AND CALIBRATION

Load More
1234
page  4  of  4
About
Riskdata provides risk managers, quantitative analysts and portfolio managers with accurate real-time calculation of any risk analytics.
Follow us on Linkedin:
Contact us
Riskdata S. A.
6 rue de l’Amiral de Coligny
75001, Paris, France
+ 33 1 44 54 35 00
Send a message
Links
  • Terms & Conditions
  • Latest Risks from Market
  • Contact us
Contact Us

Not readable? Change text. captcha txt

Start typing and press Enter to search