Sales & Trading interview guide – quantitative topics
3 mins read Its that time of the year again. You have made it through the initial selection rounds but you are worried
3 mins read Its that time of the year again. You have made it through the initial selection rounds but you are worried
2 mins read A collection of everything we have ever written about understanding Delta, Gamma, Vega, Theta & Rho (the Greeks). To help
3 mins read This post is a continuation of our earlier post that describes the usage of historical simulation for VaR calculation of
2 mins read Valuing and marking to market over the counter interest rate (IRS) and cross currency swaps (CCS) has always been a
4 mins read Presenting the case to the client As part of our risk management training course in June we did a fair
6 mins read While it is useful to get comfortable with the concept of Delta Hedging, most academic finance specialization programs provide cursory