Most Likely Wealth Distribution
In the last post, I gave vent to all my left-wing righteousness against the growing income disparity. Then it occurred […]
Quantitative Finance
Quantitative Finance is my professional field. I write columns for a well-known periodical in the field called The Wilmott Magazine. Here are those columns and more.
Income Inequality
I read on BBC yesterday that the richest 62 people in the world now earn as much as the poorest
How Greece Got Quantitatively Eased
Would it be so bad if Greece left the Euro zone? Here is the story of how Greece got quantitatively eased, and when the Greeks decided enough was enough.
Books, Corporate Life, Quantitative Finance
Where to Go from Here?
Winding up this long series with book recommendations. All right, recommending my own book…
Books, Corporate Life, Quantitative Finance
Other Trade Perspectives
The perspective that is most common in the bank is still trade-centric. But view that the whole bank appreciates is the view of the senior management, which is narrowly focussed on the bottom line. Here is more about such perspectives.
Books, Corporate Life, Quantitative Finance
Middle Office
The perspective employed by the Middle Office team is that of queues running in a first-in, first-out mode.
Books, Corporate Life, Quantitative Finance
Quant Developers
The product-centric view of the quantitative developer suits their work paradigm.
Books, Corporate Life, Quantitative Finance
Quants
The perspective of the mathematical wizards of the bank, and why they often appear far-removed from the rest of the bank.
Quantitative Finance, Books, Corporate Life
Trade Perspectives
In this last section of this post series on how a bank works, we will see how the quants, quantitative developers and the middle office professionals (and the rest) see trades and trading activity.
Books, Corporate Life, Quantitative Finance
Summary — Life of a Trade
Quick summary of the section on the trade lifecycle, before we move on to the final section on the perspectives held dear by various business units in a bank.
Books, Corporate Life, Quantitative Finance
Termination
On the termination phase of the life of a trade.
Books, Corporate Life, Quantitative Finance
Validation and Processing
Once a trade is booked into the trading platform, it is monitored and processed on a daily basis. Here is a short summary of such activities.