Software Engineering for Risk Management and Trading
Arturo Gonzalez
A couple of Equity Derivative pricing models were crated in C/C++. Such pricing models were plugged-in to Excel to run a validation against the outputs supplied by the Quants.
Once the the pricing models were validated successfully the models were deployed and integrated into the main trading and Risk management systems such as Murex and ORC.
Like this project
Posted Feb 29, 2024
Implemented and integrated pricing models written in C++ with downstream and upstream trading systems
