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UNPRECEDENTED QA Profession course now has an authorized section 4.5 on Numerix, the legendary professional quant library.
The section is free, and it greatly complements Chapter 4 on “Quant Libraries and Systems”, where all examples are done in QuantLib. The new section contrasts the Numerix's “invoke”-based SDK to a purely functional interface of QuantLib. It is shown that the invoke-based binding is extremely beneficial for a non-quant end user, as it contains only a small number of the true interface functions through which the full analytical functionality is exposed. The interface is super-homogenous, it is much easier to learn and it is language-neutral.
You wanted somewhat more technical sections? Here it comes! And more to come
One still needs to enroll into the free version of the course to get access. The handout of the rest of the free sections is still on amazon.com, search for the course name.
Quantitative Analyst, Developer, Strat: The Profession
You will learn what job of quantitative analysts, quantitative developers and strats in buy and sell side (banks, investment management companies and hedge funds), in consulting and in fintech is really all about. What people in the profession do on daily basis, what are their deliverables, and...
