<t>hi, any one can share some thoughts on how to price a credit contingent cross currency swap? or is there any paper about this?typically a contingent cross currency swap linked the plain vanila currency swap to a credit event,,and casuse the swap to terminate upon the credit event.thank you very m...

I mean invest in another 10mil, so total notional now is 20mil.

<t>I am trying to price a structured note, basic feature is like below1. At the beginning, invest in 10million at rate x% for 10years.2. Every 6 month, if Libor larger than y%, top up another 10million principal, with rate at x%. 3. Every 6 month, if Libor less or equal y%, only if the top up invest...

<t>I am trying to price a structured note, basic feature is like below1. At the beginning, invest in 10million at rate x% for 10years.2. Every 6 month, if Libor larger than y%, top up another 10million principal, with rate at x%. 3. Every 6 month, if Libor less or equal y%, only if the top up invest...

hi, anyone could give a comparision between the career path of model validation and quant research analyst?I cannt figure it out by myself, especially for the quant research, is it practical for portfolio manager? thanks a lots!

<t>Hi, any one can help me clarify the career path of a model validation quant? I think the model validation positions belong to a neutral department, like risk management, not as front desk quant, working closely with trading desk, but in a few years, one may develop good knowledge and experience i...

<t>If some one asks your opinion about the global market in an interview, what does the interviewer expect?Bond market or equity market current state or trend?I am feeling this question is so big, and don’t know where to start, I know most members of this forum are insiders of the finance market, ho...

really helpful, thank you very much

<t>hope this is not a too stupid question, I am quite a newbie, I know operation and IT business analyst are back office positions, as a fresh graduate, from which position one could learn more things and more easy to deveop oneself, possibly to a quantitative postion via self improving? furthermore...

<t>I hope to do challenging work, maybe fix income or derivative price analysis which is more related to my engineering background after some self training? what kind of relevant projects do you suggest? and I have no idear how tough to enter this area in Singapore and what else can I do. after chec...

<t>hello, all, could anyone tell me is it possible for an engineer student with Phd degree(without working experience) get entry level quantitative analyst position in Singapore? I will graduate this July and now doing singal processing in electrical and electronics engineering in one of university ...