QUIZ
- What is the difference between inception pricing and aged pricing of a trade?
- What is historical VaR and why do people mistrust it as a risk measure?
- Can you recall six trade termination events that trigger settlement?
- What is the difference between the model validation (performed by the market risk management) and the trade validation (performed in the middle office)?
- How do human resources align the employees’ and the bank's financial interests?
- Why is it important for quantitative developers to appreciate the various trade perspectives and work paradigms of other business units?
Get Principles of Quantitative Development now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
