<t>it's about bond futures. Also think it has sth to do with tail risk or distribution. still has no clue. Googled it, only find one paper talking about "tail risk index" from Generalized Extreme Value Distribution (GEV) model.Does that have sth to do with DV01 neutral calander roll? Just my guess. ...

what is "implied tail" when it comes to futures? any one heard of that? thx

i was thinking in which scenario the basis will go negative?deflation environment ......

<t>I finished my Msc in Financial Math in Germany this March. But I am not EU citizen. Currently I am working in a small retail bank in Frankfurt. It is really boring for me. I want to switch to a postion in IB or hedge fund in UK. How large the possiblity? And HH is going to consider my application...

I would recommend truckman's Fix income securities.It is a nice easy book with good examples to help understand.

can some one also send me a copy? franco.qiao@gmail.com