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Welcome to the
Contingency Analysis family of websites, a
comprehensive resource for trading, financial engineering and
financial risk management. Here you
will find a glossary linked to detailed articles, an active
discussion forum, book reviews, research and much more.
The family of websites was launched
by
Glyn Holton in 1996.
Glyn is a consultant and author. His websites have become a
preeminent on-line resource for practitioners in the capital,
commodity and energy markets.
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Family of Websites
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riskglossary.com
A comprehensive glossary, encyclopedia, and resource locator. |
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riskchat.com
An active forum for traders, financial engineers, and risk
managers. |
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riskbook.com
Independent book reviews and book comparisons. |
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risklearning.com
Professional training in financial math and
related topics. |
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GlynHolton.com
A blog about financial risk. |
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value-at-risk.net
Exercise solutions and more for Glyn
Holton's book on value-at-risk. |
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isuffrage.org
The Investor Suffrage Movement is a grassroots initiative. |
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about
Contact and other information for Glyn Holton and the family
of websites. |
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Research
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Investor
suffrage movement
A proposed "proxy
exchange" will allow shareholders to transfer voting rights
among themselves.
Corporate governance will never be the same. |
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Defining risk
Everyone talks about risk, but no one seems
to want to define it. What is going on? |
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Negatively
skewed
trading strategies
By adopting a negatively skewed
trading strategy, a trader or hedge fund can create the
appearance of market out-
performance. Here is what to look out
for. |
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See all
research ... |
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Services
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Financial Notation Project
The Financial Notation Project is an initiative to standardize
financial notation. All authors are encouraged to adopt its
simple conventions.
Read more ...
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Sponsored Links
Ads by Contingency Analysis
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Financial Math Training
Corporate training in financial mathematics. Three short
courses take professionals from pre-calculus to stochastic
calculus—with plenty of applications.
Read more ...
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Client Projects
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Select Energy |
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A pumped storage facility
is a man made pond. Water is pumped into the pond when electricity
is cheep. It is released into generators when prices are high. The
profitability of the facility depends on the volatility of hourly
electricity prices. When Select Energy wanted to acquire a pumped
storage facility, their bankers were concerned. The New England
power market was just being deregulated. Volatility was high, but
might it decline as the market matured? Select Energy turned to
Glyn Holton to prepare a technical study of how volatility
developed in other markets that emerged during the 20th century.
The banks were convinced, and Select Energy received its funding. |
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Accenture |
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Formerly known as Andersen
Consulting, Accenture is a technology consulting firm with a focus
on delivering business solutions. Accenture's London office was
performing a lot of work for financial firms in the UK and on the
continent. Their consultants needed to understand financial
risk management, and especially value-at-risk (VaR). Accenture brought
Glyn Holton in to run a one-day training program. Downplaying
technical mathematics, the program focused on providing an
intuitive understanding of VaR and how it is used in trading. Attendees enjoyed the program so much that they invited
Mr. Holton back to speak at one of their employee conferences. |
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Olam International |
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Olam International is a
Singapore based commodities trading firm. They were using an
internally developed financial risk management system to monitor market
risk and economic capital. The firm was expanding and starting to
trade options. They wanted to have an expert review the
value-at-risk (VaR) component of their
system and recommend improvements. As an authority on VaR with
prior experience in commodities markets, Glyn Holton was perfect
for the job. He met with staff for four days, made specific
recommendations, and helped implement a demo VaR measure. He wrote
a technical memo detailing for Olam staff how to incorporate the
upgrades into their system. |
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See more client projects... |
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Sponsored Links
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copyright ©
Contingency Analysis, 1996 - current
http://www.contingencyanalysis.com
primary index pages
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