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Cornelissen, Eric (author), de Vroomen, Cornel (author), Verbraeken, Joost (author), Winnubst, Nick (author)
In this project we aimed to create a post-trading day safeguard system that allows for the identification of bugs in the primary and secondary risk control systems at Optiver. These systems are needed to prevent undesirable exposure to the market from happening, and to ensure that they know exactly what this exposure is. The amount of input data...
bachelor thesis 2018