<t>Hihas anyone every applied the small vol-vol expansion formula of Lewis for a stoch vol process where the instantaneous volatility is defined as an exponential of ornstein-uhlenbeck process? I am referring to the general technique that Lewis proposed in his book "option valuation under stochastic...

this is a mere PDE, but you mentionned a PIDE, ie containing an integral of the solution against some kernel...

Hello,does anyone have an opinion on them ? are they mass bombing CVs just like Huxley and other contingency-driven recruitment/HH firms, or are they more value-driven ?thx for sharing your experience with themT.

thx very much dominic for your kind advice

<t>Hello,I've been contacted by a headhunter who asks me to work for him exclusively. How am I supposed to deal with this ? I am a senior quant but never seriously thought of jumping ship to an other place, hence my lack of experience regarding this issue...thanks in advance for your feedbackkarl </t>

FX

Hi,does anyone have a view on HSBC London Quant Team ? I have already read the few threads dedicated to that matter but none of them was actually focused on the quant team...Thanks!

Hihas anyone heard of the Financial Products division ? Any Thoughts ? Pro and Cons compared to working in an IB as a quant ?any opinion welcomeThanks