Hi, Can I ask for mapping paper if anyone would like to share ? Thanks in advice. pls send the paper to my private email box.

Dear all; Currently I need to develop a model for pricing credit range accrual which is based on the credit spread of iTRAXX. Do you guys have any paper for pricing this product or related to model the credit spread of iTRaxx?Lookin gforward to your help!Thanks.LJ

my private email box

Hi, anupkurup:Can I ask for the paper regarding pricing credit range accrual? Any materials are welcome. Pls. email to my email box: ljcao@163.com

Hi, Karlmarx:Could you pls send me a copy by ljcao@fudan.edu.cnThanksLj

<t>assuming that i am a novice answer the following question?What do u mean by price over here? write down the explicit form of it?premium is fair spread of tranche?can any one explain me how to go about pricing( ie finding fair spread of tranche) by base correlation in layman terms if i am able to ...

Hi, tigerbill: You are right. It is located in Singapore. It is a new department. Can I ask you what company are you working on? Can you pls. give me more information regarding your major and your working experience?LJ

Hi, Tigerbill: The bank is Standard Chartered Bank. what industry are you working on? Can you pls. give me some advice on that?HI, energydude I will take your advice. Are you also working on bank?RegardsLJ

ljcao@fudan.edu.cn

<t>Hi, DCFC:Thanks for your reply. But it is possible to go in directly with no experience at all, not even as an intern, as was the case here.---- You mean go drectly in industry without experimence, right?Also although I say "more valuable", a good academic background score a lot of points.---- A ...

Hi, "The fact that I ended up in a knife fight with Goldmans over an academic tells me that the market values people like you? Did you mean that industry is more valuable than academic?RegardsLijuan

Hi, DCFC, HOw do you value a front office Quant and an associate professor in academic? ThanksLJ

Paupper and CEmil:Do you feel satisficatory in your job? Do you feel that Quan. is more valuable than that in academic?LJ

<t>Hi, Cemil: I am more clear about your job. Seems that industry and academic is a little different. Industry needs to get accurate price, now matter what method you use, while academic needs to create new models. From your words, it seems that in industry he simpler , the better . while in academi...

<t>GalerkinAlso nice to get your reply !. I am wondering whether you are in academic or in industry as a Quanta. Anyway, my wonder on going back to academia, I think it is rather unlikely if you come from a non-related finance field, physics, applied (not to finance ),maths…. Do quants coming from a...