n****3
发帖数: 23 | 1 Our firm is opening an “Advanced Analytics Center” for Risk Methodologies
in Shanghai’s Financial District. If you are interested and also match
the requirements, please contact me with in-site mail.
(Note these are local positions and no relocation package is available.) |
A*****s
发帖数: 13748 | 2 这年头还有用cov来simulate VaR的？
Methodologies
【在 n****3 的大作中提到】
: Our firm is opening an “Advanced Analytics Center” for Risk Methodologies
: in Shanghai’s Financial District. If you are interested and also match
: the requirements, please contact me with in-site mail.
: (Note these are local positions and no relocation package is available.)
|
p*x
发帖数: 260 | 3 为啥不能用COV?
【在 A*****s 的大作中提到】
: 这年头还有用cov来simulate VaR的？
:
: Methodologies
|
A*****s
发帖数: 13748 | 4 用cov搞出来的VaR本质上和mean-variance有啥区别？
【在 p*x 的大作中提到】
: 为啥不能用COV?
|
t**********a
发帖数: 166 | 5 JPM?
only know JPM uses the term "risk methodologies" for a group of QR.
Methodologies
【在 n****3 的大作中提到】
: Our firm is opening an “Advanced Analytics Center” for Risk Methodologies
: in Shanghai’s Financial District. If you are interested and also match
: the requirements, please contact me with in-site mail.
: (Note these are local positions and no relocation package is available.)
|
l****o
发帖数: 2909 | 6 UBS as well.
【在 t**********a 的大作中提到】
: JPM?
: only know JPM uses the term "risk methodologies" for a group of QR.
:
: Methodologies
|
p*x
发帖数: 260 | 7 大牛介绍一下不用cov怎么算MC VaR吧。
【在 A*****s 的大作中提到】
: 用cov搞出来的VaR本质上和mean-variance有啥区别？
|
A*****s
发帖数: 13748 | 8 谁又是大牛了，莫明其妙。。。
方法多了。。。
而且对于不同的asset class，生成price path的model都不会一样
起码factor model就比cov要强很多吧。。。
bond pf, equity pf, exchange pf应该都有各自现成的方法了。。。
【在 p*x 的大作中提到】
: 大牛介绍一下不用cov怎么算MC VaR吧。
|
d********t
发帖数: 9628 | 9 Hello, I'll graduate in Dec. this year with a PhD in physics. I'm interested
in the job.
Methodologies
【在 n****3 的大作中提到】
: Our firm is opening an “Advanced Analytics Center” for Risk Methodologies
: in Shanghai’s Financial District. If you are interested and also match
: the requirements, please contact me with in-site mail.
: (Note these are local positions and no relocation package is available.)
|
