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Marco Piazza


Last seen: 26 dagen ago Active since 2022

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Question


Reverse order of X axis
Hi everybody, I'm trying to plot the price of an option against time to expiration time in days (in positive integer ofc). But I...

3 maanden ago | 1 answer | 0

1

answer

Question


Expected Shortfall for asset returns
Hi everybody!!! I'm trying to compute the Conditional VaR (Expected Shortfall) for some funds' returns. I have a large matrix (...

3 maanden ago | 2 answers | 0

2

answers