Bhai Saab Namaskaar.Asha hai aap theek thaak hai aur bahut mazze kar rahe honge. Bhagwaan kare aapki shaadi jaldi pakki ho jaye agar abhi tak nahin hui hai to.padhai ki baatein baad mein karenge.shukriya

How does one hedge the vega of options on commodity baskets - for example, GSCI or DJAIG commodity index? Are there variance swaps available on these? Is it feasible to hedge for individual commodity futures contracts?All ideas welcome.Thanks

As you said, the underlying is a problem. How are you going to hedge these options if you don't own a ship?

<t>QuoteWhat's your background?I have an MSc in FinMath and have some experience in commodity trading/risk.Heronquay, this is for a commodity desk. I am not sure there are any other popular pricing models apart from the ususal GBM, Mean Reversion, Jump Diffusion, stochastic convenience yield...Any i...

Any help at all.....?Would be greatly appreciated.

Would only know it a couple of days later..

I might have an interview for a model validation role for a commodities desk. Can anyone suggest what questions might be asked?

<t>If one were to join such trading/ risk management system software companies in a junior, semi-quant type role, how difficult/ easy would it be to later shift to a mainstream quant role with banks, hedge funds etc., say after 2 years?What could be a good strategy to prepare yourself for such a goa...

<t>Quotemy 92year old grandma in her wheelchair is more graceful than a cricketer.. point taken. you must be meaning when she sips tea. Yes indeed...some of these grandmas (and may yours live for another 100 years)have such amazing tea-sipping grace that....Quoteyes, i do prefer the primal instinct,...

<t>clarion, Quotea real sport cannot have people taking tea-breaks, cannot last 8 days and cannot be played by a bunch of public school pansies who were not good enough to play rugby.. what's wrong with tea? do u prefer coffee? A test match lasts 5 days. Ever heard of words like endurance, grace, sk...

What a stupendous performance by the Indians in Australia! What a befitting reply to the overconfident Australians ! Hope they keep it up in the whole series. Who else is rejoicing?

Try this website www.talklanguages.netIf you do go with them, tell Jim that the Hindi teacher sent you!

<t>There would be two tests:1. Numerical - 35 questions in 35 minutes. usual pattern. questions based on charts/graphs. about 5 questions per chart but not grouped together (scattered throughout).2. verbal reasoning- 40 questions in 20 minutes. a short paragraph followed by three statements each. yo...

Thanks FDAX. Err...before you actually retire, could you tell me how you arrived at the third answer.

<t>I am a beginner who is trying to solve some past exam questions. Can anyone take some time to explain these? 1. What happens to the price of a delta neutral straddle if the risk-free interest rate rises but the forward stays the same?2. The vol price for a 3 month 25 delta strangle is 0.55% above...