oh, really?thanks for your point, can you give me more details?

hi Pal,Just got an offer from a sell side front office, it's a technology position. Could you guys share with me some tips in working in front office? how to survive in front office? Is there any suggested reading/ magazine for front office? thank you!!

<r>QuoteOriginally posted by: rmaxWould be surprised if you end up in FO - but could be wrong. This can be very good - if you have specialised knowledge you can make a reasonable amount of money, see the world, have a large number of clients...However the forturnes of you career are tied to the prod...

hi ArthurDent,What does that mean? I guess you mean it's a negative job ,right?I'm thinking it's not quanty, but maybe it is a path to front office? because the system's client is direct front office.

Hi Guys,Any ideas of the financial consultant position in Murex?What's the career path? I interviewed with them, the head of the team does not know what is eigenvalue... but insisted to challenge me about pca...

hi David,When we calculate the real PnL, do we take the borrowing cost into account?thanks

<r>hi Guys,How would you answer the P&L calculation for swaps, swaptions?I know this sounds like a trivial answer, but it's actually accounting related, there's economic pnl, accounting pnl etc..This is a file I found useful, but as a guy without accounting background, it makes me confused....<U...

hi P,Can you give more detail?

hi Guys,Thanks for all your comments.I just dont know: HOW THEY EXTEND A 10 YEAR BOND INTO 30 YEAR BOND USING SWAP/SWAPTIONS? DaveAngel's answer is forward starting swap, but you're also paying in the forward start swap ,right? how is the bond extended then... I just still don't get it.

more in detail?

<r>Hi guys,I just read this news :<URL url="http://www.bloomberg.com/%E2%80%8Bnews/2012-03-16/italy-said-to-%E2%80%8Bpay-morgan-stanley-3-4-%E2%80%8Bbillion-to-exit-derivative.%E2%80%8Bhtmlabout"><LINK_TEXT text="http://www.bloomberg.com/​news/2012-03- ... ​htmlabout">http://www.bloomberg.com/​news/...

hi MC,thank you , do you have any thoughts now?

my project seems tricky: just to check if the vol surface make sense, and actually...all my options market prices are gone.What would you do then?thx

hi Guys,When you have the vol curves for thousands of options, how do you check if the vol cube looks good? If there's only several names I can just check them by looking at them, but now there are tons of them, can you give me some method or algos to check the vol curve?thanks

by the way, MC,how to calculate theta for vanna volga method then? the formula for theta includes volatility. what vol should I use for vanna -volga method?regards,