[latexpage] Geometric Brownian Motion, also known as “GBM”, is the first and a fundamental model one learns in quantitative finance. The same is used in the famous Black-Scholes Option Pricing formula, meaning…Read More5 Things You Need to Know About Geometric Brownian Motion
Introduction A great resume gets you the interview, but a great interview gets you the job. Therefore, you must NOT commit the top 5 mistakes interviewees make. Put another way – the…Read MoreTop 5 Mistakes Interviewees Make
Introduction Among all the market risk measures, Value-at-Risk (“VaR”) is the champion in terms of popularity and usage. Pioneered by J.P. Morgan in 1995 as part of their “RiskMetrics” software, it had…Read MoreWhat is VaR (Value-at-Risk)?
I’m writing this post to put down concretely my motivation for starting this website / blog. In a world full of distractions, I believe it’s important to write down your goals so…Read MoreWhy I started marketriskinterview.com
“Hello world!” This is a symbolic phrase that anyone learning a new programming language tries to produce. Today is 4 Mar 2020 and this is my very first post on my very…Read MoreHello World!
