Test your knowledge: Risk – Expert level
Test your knowledge about risk management
Knowledge related Middle Office activities, models & processes is not only relevant for Risk Managers & Analysts, but supporting staff must also understand this in order to excel.
At this expert level your knowledge is tested in the sense of interpretation. After all, as expert you should be able to develop business.
What is vanna?
What is an example of a diffusion process?
How would you replicate a long put option?
A ninja order is an order whereby:
What relates to procedural control?
What is the main risk in a risk reversal?
What is the name of the combination: long call plus short put plus short future?
How would you replicate a long call option?
What is an advantage of the variance/covariance method of value at risk?
What is an example of a jump process?