The risk educational platform

From Theory ......

The aim of this website is helping people with little knowledge of Risk Management to develop a taste for Risk topics. Quantik.org is free access and allows users to consult and download working papers as well as other educational tools.




.....To Real-Time Information

But Quantik.org is also more than working papers and models; allowing readers to access real-time - or slightly delayed - market indicators (cf "Market Indicators" tab) or new Risk articles published by the reputed Risk information platform "Risk.net" (cf here below). 

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Local volatility models in commodity markets and online calibration (Fri, 18 Aug 2017)
This paper introduces a local volatility model for the valuation of options on commodity futures by using European vanilla option prices.
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Libor, Mifid and risk margins (Fri, 18 Aug 2017)
The week on Risk.net, August 11–17, 2017
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FRTB to create winners and losers on the buy side (Thu, 17 Aug 2017)
Wider spreads could hit returns, but some funds eye opening in exotic and securitised markets
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Using derivatives to forecast oil scenarios (Thu, 17 Aug 2017)
Generating probability-weighted oil price scenarios from traded derivatives prices can help risk managers in the industry
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Asset price bubbles and the quantification of credit risk capital with sensitivity analysis, empirical implementation and an application to stress testing (Thu, 17 Aug 2017)
This paper presents an analysis of the impact of asset price bubbles on standard credit risk measures.
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