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Looking for non-GAUSS Code for Thiery Roncalli's book on Risk Parity and Budgeting

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Caplet stripping in the bwd-looking RFR world with/without maturity adjustment

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MAC swap futures

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Market beta across quantiles : interpration of increasing beta in the tails

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Explaination and Reference of Formula for Portfolio Optimization

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Visual way to assess normalisation/prediction of log returns?

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Simulating correlated Geometric Brownian Motion with lag

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Proof of weights maximizing sharpe of a portfolio

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Asian vs Vanilla Call

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Implied volatility for different expiration dates

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What is the Italian BTP yield calculation in last period?

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Hedge a down-and-in BTC put?

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Black Scholes PDE explicit Scheme

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Calculation of Total Credit Risk Capital % but seeing lower capital percentage for higher risk band. Is there any correction required?

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