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Mathematics, Coding, and Finance
The speaker shares their experience with higher-level mathematics and their decision to pursue computer science and mathematics degrees simultaneously, highlighting their passion for coding and practicality. They delve into their interest in finance, their position on a trading team dealing with innovative structured products and algorithms for credit, and explain the concept of tranches. The chapter also discusses the risky nature of equities, credit indices, CDS indexes, risk management, and conventional portfolio allocation strategies.