DO ANYONE HAVE THIS ARTICLE?The essentials of the LMM BY HULL AND WHITE, RISK MAGAZINE?

how many working hours per day or per week should i expect if i work as a trader or quant in bank?12 hr per day? 70 hr per week? can someone show me the expected level?

<t>Here is my idea about structuring TARN(linked to a basket of stocks), Assume the 7yr TARN, linked to the worst of 6 stocks, Target rate is 14%, the fixed coupon of first period is 7%, we can decompose TARN into the following component,1)7yr zero coupon, redemption at 1002)a package of worst-of-6 ...

Hi, have anyone seen the term sheet of athena product sold by BNP?I feel confused about the option payoff at maturity, but I only see the brochure...Can anyone upload the term sheet or describe it in this forum?THANKS A LOT!

<t>IMHO the rocket science is the aggregation of many genius thoughts, it's also helpful for mereading the books written by the professionals... even the code examples are not ready-to-use for my current job..if c++ or other programming is necessary for the research or job...it's essential for anyon...

<t>IMHO Brook's book is accessible for the c++ users, and the bcb is friendly to implement pricing derivatives model Brook use oop hiding the implementation of secant method, that's really smart...since you can change the method inside the model and do not need to change the interface...the only pro...

Have anyone use the spreadsheets in the disk?I found the *.xlw cannot run without some *.dll files, should I mail to someone to get the complete version?thanks for your reply!!

Hi, though i see many books talking about the interest rate derivatives, but it's hard for me to imagine any contract in the real world, do anyone have the sameple confirmation or termsheet of these interest rate derivatives(ie. caps..floor...swaptions....)?thanks for the sharing...

Hi, do anyone know where to download the option pricing software since I lost the disk....Thanks a lot!!

hi, i thought the blended discount rate methodogy is introduced by the Goldman Sachs paper, can anyone share the pdf file that i cannot find it, thanks!

hi all,i use c/c++ before and wanna develop some small tool with excel, anyone can recommend some good VBA book for learning VBA programming?? VERY THANKS!!