hi david h96,Of the firms whointerviewed you, what were the roles they were offering. Did you receive any offers. Were they interested in quants only?Thanks

Thank you

Hi,Does anyone know where I can find the Merril Lynch article : "Dissecting Index VOlatility" , from Dec 04 Equity derivatives?Thanks

hi, does any one have a copy of the saloman paper, "Rolling down the Yield Curve".The link from an earlier thread no longer works.Thanks

How does one calculate the affect of a company going ex dividend on its stock price, in order to calculates its affect on an index?For example, if Vodafone went ex-div tomorrow, how would you calculate how much you would expect Vodafone and the FTSE 100 index to fall the next day ?Thanks

<t>hi,thanks for the reply.I am trying to find out the correlation in the movements of the index of the contracts... for example for FTSE and EUROSTOXX- if i can calculate the monthly correlation to be 0.80, then for everyu 1 % rise in FTSE future index, I m expecting EUROSTOX future to also rise 0....

<t>I want to calculate the monthly/weekly correlation between the movements in the FTSE 100, DAX and EUROSTOXX futures contracts.What is the best way to do it? I thought of doing it this way...eg weekly FTSE v DAX1) Work out the weekly range. ie Week high minus Week low.2) Find Average3) Find S.D4) ...