<t>I got three interview questions as follows, any idea?1. how to price American binary option? I only know the European binary option formula, use numerical methods for american options?2. what is the distrubition of t=P(S<V). S is stock price, V is some certain value, t is the first time that S<V....

Hello,I am scheduled for a phone interview with FICC group at GS. It' a strategist position in FX/Commodity area. What kind questions should I expect? Any info. welcome!Thanks in advance!

Hi, For a fresh PhD looking for the first job in IB, how can you decide which field fits you best? Any one can give some ideas regarding the different sectors such as equities, fixed income, derivatives, credit and FX? Do some IBs offer a rotation opportunity/training?

thanks a million!

<t>Hi, AllI am interested in simulating interest rate/forward rate by BGM model. I have used 2-factor HJM model to find interest rates before via Monte Carlo simulation, but not sure how to implement it in BGM model. What kind data do I need? historical swap rate? Any paper/book to recommend? Thank ...