Sales and Trading Interview Guide: Option Greeks Primer – Preface A word of fair warning. This is a trivial book by quantitative standards. It is trivial because as a handbook it doesn’t present proof, pose revolutionary solutions or spend time deriving interesting partial differential equations (PDE).
The Sales and Trading Interview Guide Series – Understanding Greeks and Delta Hedging – Coming soon to an iPad near you…
Update: The ebook edition of the Sales & Trading Interview Guide – Understanding Greeks and Delta hedging is now available for sale and in stores. Preparing for the quantitative portion of a sales and trading interview for a main street bank is a nightmare.
When they announced his name as the winner of the distinguished teaching award at the commencement day of Class of 2000, twelve years ago, every single one of Ralph’s student in the audience stood up and clapped. We didn’t stop till Ralph stepped off the
The Investment Banking interview guide to Barclays LIBOR scandal There is a simple question being asked within financial circles these days. When the dust settles what would be the final tally (toll) of the LIBOR scandal? To answer this question you have to get involved
Calculating Value at Risk and Asset Liability Management Test bank now live on the Apple iTune store.
Our third title in our ground breaking Risk on the iPad series, “Asset Liability Management & Value at Risk Test Bank” is now available for sale on the Apple iTunes iBook Store. Customers asked for a self contained, self assessment iBook based on our earlier Value
Jawwad Farid How is that for a birthday gift? The Apple iTunes store features two of our iBooks for iPad titles in the New and Noteworthy featured section in Finance. The Featured in Finance titles include Understanding ALM and Calculating Value at Risk. A
Treasury Department. The Bank Treasury function The post that follows is a transcript of the Introducing the bank treasury function lecture delivered as part of the Option pricing and risk management course at the SP Jain School of management in Singapore. Figure 1 Understanding derivatives
Just a quick update from our site admin. We are moving our DNS servers to improve site speed. While the DNS upgrade will be effective immediately it generally takes 24 – 48 hours to roll out across the world. You may experience intermittent connectivity issues
A short review of stress testing regulatory frameworks. Stress testing is evaluating the impact of large, expected as well as unexpected shocks on a bank’s capital. With the global financial crisis of 2008, EU debt crisis, Libor scandal and rampant rogue trading, it has become
Risk Exposure. Target Accounts & ALM. This is the transcript of our last lecture on Risk Management and it completes our online series on Risk Management. Figure 1 Risk Management – Target Accounts At the beginning of our first class today, we spoke about target