VaR Calculation for a simple
Portfolio - Monte Carlo, Historical and Parametric
Approaches -
Credit Risk Calculation of means
of CreditMetrics.
Interpolation Lineal, Exponential
y Boostrapping
Cholesky Decomposition
Black
-Derman -Toy Approach
Delta Gamma Theta Approximation
Mean Reversion
Investment
Style of William Sharpe
Multivariate non Normal
Simulation
Pricing Simples Options
GARCH
Correlated Stocks Prices
Stress
Correlations Methodology
Cubic
Spline Interpolation 