- Joined
- 5/5/24
- Messages
- 73
- Points
- 18
The "birthday discount" Hello everyone! I am about to celebrate a big big birthday, and as my present to the world, a limited number of 25% discounts on the QA Profession course's base price are now offered. First in first served! Please use code "birthday" when checking out.
qaprofession.com
There have been few major updates to the content, which has now grown by 2 extra hours of video. Firstly, a very special and free section 4.5 was added, which is the case study of Numerix. This is a true gem of Chapter 4 on "Libraries and Systems", as it contrasts the two classical types of the library interfaces using Numerix and QuantLib as examples. It is a very rare opportunity to see this part of Numerix without getting a trial version yourself, let alone having put the matter of the interface in perspective.
Furthermore, the "technical" section 7.1 has been greatly expanded. It is a high level overview of topics I believe to be important, which are however rarely discussed even by the seasoned pros. In particular,
- what actually makes a product a true "ideal derivative", and are there such products in real life,
- what is a "hub and spoke" design of a hybrid pricing mega-model,
- what are the gotchas of using copulas to model dependency,
- what is the fundamental difference between XVA and contingent CDSs,
- a primer on AR/VAR modelling under P-measure.
More new and, perhaps, unusual material will be added soon, so watch this space!
Finally, certain topics of the course will be presented this autumn "live" at a few top UK universities, so students, please wait for the internal announcements.
Have a great rest of summer, everyone!
Andrey
