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by nsawilmott
October 16th, 2006, 12:59 pm
Forum: Careers Forum
Topic: Goldman Sachs
Replies: 52
Views: 99845

Goldman Sachs

Probably I would be bored of meeting my friend 70 times even though he/she was the best and closest. How and why do they make up such kind of long recruiting processes to get just a "human" in. Do they pay 1million/month?
by nsawilmott
October 16th, 2006, 12:52 pm
Forum: Numerical Methods Forum
Topic: How can we gauge the effectiveness of a commodity price or fx hedge?
Replies: 7
Views: 92490

How can we gauge the effectiveness of a commodity price or fx hedge?

<t>Meanwhile, how about regressing the derivative change in the value of the hedged item and the change in the value of the hedging instrument. It establishes whether changes in the hedged item and henging derivative are highly correlated. Y= Derivative change in fair valueX= hedged item change in v...
by nsawilmott
October 12th, 2006, 5:18 am
Forum: Numerical Methods Forum
Topic: How can we gauge the effectiveness of a commodity price or fx hedge?
Replies: 7
Views: 92490

How can we gauge the effectiveness of a commodity price or fx hedge?

<t>QuoteOriginally posted by: cemilIf you buy commodity, you can't hedge with fx. If you hedge with fx, you hege only your fx risk but not the commodity underlying risk.I don't remember that i said we hedge our commodity price risk with fx hedge. that would be strange, wouldn'it? I said we use both ...
by nsawilmott
October 12th, 2006, 5:10 am
Forum: General Forum
Topic: How find NewTurkshLira/USD swaps on London Exchange??
Replies: 5
Views: 91153

How find NewTurkshLira/USD swaps on London Exchange??

appreciate your help, citizen
by nsawilmott
October 11th, 2006, 2:28 pm
Forum: Numerical Methods Forum
Topic: How can we gauge the effectiveness of a commodity price or fx hedge?
Replies: 7
Views: 92490

How can we gauge the effectiveness of a commodity price or fx hedge?

<t>How can we gauge the effectiveness of a commodity price or fx hedge? Can you offer a model, book or explain a brief method... Our risk officer buys contract on London Metal Exchange and use FX hedge but never wonders how effective hedge they perform. We discussed on this issue and intended to imp...
by nsawilmott
October 11th, 2006, 1:54 pm
Forum: General Forum
Topic: How find NewTurkshLira/USD swaps on London Exchange??
Replies: 5
Views: 91153

How find NewTurkshLira/USD swaps on London Exchange??

Thank you Cemil, but could you offer me a link to a screen which i can see the details, volumes..etc of that kind of swaps. Does it require membership or somethng?
by nsawilmott
October 11th, 2006, 1:19 pm
Forum: Careers Forum
Topic: Banks for Quants?
Replies: 4
Views: 91739

Banks for Quants?

http://www.quantfinancejobs.com...may be useful. Good luck !
by nsawilmott
October 11th, 2006, 8:00 am
Forum: Careers Forum
Topic: Max=2 yrs of exp for Junior trader wtb?
Replies: 3
Views: 91243

Max=2 yrs of exp for Junior trader wtb?

what i mean is I think they may welcome any kind of experince as they seek little or no trading backg. but more experinced members to finance environment. If u have trade exp. you will probably start at above junior. I misunderstanded?
by nsawilmott
October 11th, 2006, 7:54 am
Forum: Careers Forum
Topic: Max=2 yrs of exp for Junior trader wtb?
Replies: 3
Views: 91243

Max=2 yrs of exp for Junior trader wtb?

Which area u have experience in?
by nsawilmott
October 11th, 2006, 7:52 am
Forum: Careers Forum
Topic: Does anybody have CFA I-II or III ?
Replies: 19
Views: 94944

Does anybody have CFA I-II or III ?

I appreciate your valueable advise.
by nsawilmott
October 10th, 2006, 6:26 pm
Forum: Book And Research Paper Forum
Topic: How find NewTurkshLira/USD swaps on London Exchange??
Replies: 0
Views: 90775

How find NewTurkshLira/USD swaps on London Exchange??

How can I find NewTurkshLira/USD swaps on London Exchange??any advice is welcome.
by nsawilmott
October 10th, 2006, 6:23 pm
Forum: General Forum
Topic: How find NewTurkshLira/USD swaps on London Exchange??
Replies: 5
Views: 91153

How find NewTurkshLira/USD swaps on London Exchange??

How can I find NewTurkshLira/USD swaps on London Exchange??any advice is welcome.
by nsawilmott
October 10th, 2006, 5:56 pm
Forum: The Quantitative Finance FAQs Project
Topic: What is hedging?
Replies: 33
Views: 271658

What is hedging?

<t>QuoteOriginally posted by: fireMJ: how can one call buying a stock for a call hedging? I mean, if the price of the underlying decrease then we lose both the value of the call as well as the asset differential.QuoteOriginally posted by: mjlet me clarify:buying one unit of stock to hedge a call opt...
by nsawilmott
October 10th, 2006, 12:29 pm
Forum: Careers Forum
Topic: Goldman Sachs
Replies: 52
Views: 99845

Goldman Sachs

I really embarrassed. I saw maximum 6 rounds. 7 would be the final 70s..woww. Congrat.s to GS
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