<t>Can anyone give me pointers on starting an equity Derivative Structuring Team. I'm thinking maybe startup with 3-4 staff. 2 in Structuring, 1 in Research and 1 in Documentation? Anyone who's got experience in starting a team. Location is in Malaysia. Team will look primarily at the Malaysian Mark...

I'm quite interested in quantitative finance. I was wondering how can I become a quant? I have a mechanical engineering degree and a masters in finance. I would also like to know what duties does a quant do? Is it similar to a pricing job?

<t>Basically what i did was that, i was analysing the total hedging error for the the Toft strategy. Which minimises the expected transaction costs. However what i do is slightly different, instead of looking at the error and the transaction cost separately. I combined them by saying that the functi...

<t>Say i am hedging an option that i have written... with transaction costs therefore incomplete markets. So the theoretical BS price willl be lower thann the price of my hedging portfolio. i have computed that i need to sell the option at a certain price to achieve a particular sharpe ratio. wat wo...

How is the Sharpe Ratio related to Option Hedging?I mean if you want to achieve a certain Sharpe Ratio, you would need to sell the option at a certain price. Obviously we would want as high a Sharpe Ratio as possible.