Hi,I have just come in HK and would like to meet some HK wilmotters!Tell me if there is a WilMot bar Thks

Oui.

Pour des personnes interessees par un stage post-bac+5 en finance, vous pouvez envoyer un message prive.

P&D: achieve your dream:living on a paradise island.

<t>Some houses use python for the batch like stuff.....With the computers, it is less important to save one part of memory..... as it was in the 80, 90s....You choose the language which can are robust and well tested as C++, ADA (from US army..).as you are enrol in a team development, felxible langu...

<t>Hey:Lugos,If you don't want tons of C++, programming stuff, as nobody answers/advices here, go to Model Validation.Guys in this field explicitely don't want any computer/programmer background people. They prefer guys who have done good mathematics/physics and know maths stuff, theorems demonstrat...

you can use Powell algorithm..

<t>Thanks very much for you reply.I wonder because some of my colleagues and managers seem to know everything about me.....It's a bit strange when you send email to a friend to go to the coffee, after that your boss asked you how was the coffee....Something, I have the wrong impression that managers...

Hi all,I would to know somethingif it is true or a myth. How many manager/colleagues could read your emails sent/received in an IB ?I think everybody above could read emails.Thanks

thks very much Cuchulainn !

hi,I am looking a good book on differential geometry for beginner (levels: Msc in Maths) .

What do you want to do exactly ?

Bermudan swaption is not so easy to price. No need a big model.In you read Pat's model, you could A 2 factor Hull White can be used for this pricing with ajustement.With Bermudan swaption, you have an exposure with forward swap rate volatilities, make strategies in some products.

basic ideas: put a dynamic of credit spread, calibrate to the market data, and monte carl all at the payoff, you will get your price !One question: which model to choose ? It depends on the market !:music