Abstract
In this appendix, we would like to reproduce an hypothetical conversation between a trader in interest rate derivatives and a quantitative analyst eager to get acquainted with some specific market practice. This virtual interview reflects our personal experience of interaction with traders, considering some of the traders’ opinions we have collected over the years.
‘A logical division of Labor. Interviews require a certain facility for interpersonal interaction, sometimes referred to as “people skills”’ J’onn J’onnz in reply to Batman in “Martian Manhunter annual” 2, 1999, DC Comics.
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© 2001 Springer-Verlag Berlin Heidelberg
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Brigo, D., Mercurio, F. (2001). Talking to the Traders. In: Interest Rate Models Theory and Practice. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-04553-4_16
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DOI: https://doi.org/10.1007/978-3-662-04553-4_16
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-662-04555-8
Online ISBN: 978-3-662-04553-4
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