Has anyone heard of this firm? Can anyone give any comments? Is it a top player in the structured equity arena?

<t>I noticed there are quite a few junior trader, trading assistant, trading support etc roles nowadays. The terms are all used very loosely and as such, the roles vary from bank to bank. Can someone offer an insight into what a good trading assistant role should be like? I would assume helping to k...

<t>I have applied for a position in trading in a major bulge bracket. I have gone through 3 rounds with the various trading heads and I am having a final round next week with HR. Can anyone familiar with the industry advise me if this is the norm? I always thought HR will be the 1st round. Can I ass...

<t>I have applied for a position in trading in a major bulge bracket. I have gone through 3 rounds with the various trading heads and I am having a final round next week with HR. Can anyone familiar with the industry advise me if this is the norm? I always thought HR will be the 1st round. Can I ass...

Is it possible to determine if a bermudan should be called on a notice date solely by the PV?i.e. if the PV of the entire bermudan swap(swap + swaption) is negative then the whole structure should be called?

<t>Ok, perhaps my qn is really fundamental but I hope some kind soul can put up with me and give me an answer. I got the below off a website but I cant figure out how they arrive at the resulting 4 eqns from the finite difference formula :T(I+1) + T(I-1) - 2T(I)/change x square = S(I)assuming change...

<t>QuoteOriginally posted by: TheBridgethe procedure is as follows There are two parts Imagine you want to price a bermudean swaption on a swap maturing in 5 year with annual exercise with strike x%Then you get the prices of the following vanilla swaptions 1Yx4Y ( expiry x maturity)2Yx3Y3Yx2Y4Yx1YTh...

Can someone please explain the similarities and difference between Hull White stochastic vol model and SABR model? Both uses stochastic vol but SABR seems a lot more popular.Thanks

<t>Ok. I think I have found the answer myself. Coz hull white is not used to calculate american options.On another related qn.... if we calibrate hull white to purely european options, how accurate is it to use hull white to compute the price of a bermudan? By using hull white with vols from europea...

Hi,I hope my question doesnt seem too silly, but it seems like Hull white's vol is always calibrated to european options. May I know why this is so? Why doesnt pple calibrate it to american options etc?

Hi,I hope my question doesnt seem too silly, but it seems like Hull white's vol is always calibrated to european options. May I know why this is so? Why doesnt pple calibrate it to american options etc?

My impression of SABR is to generate the Vol Skew/Smile, hence why should it be restricted to only equity?

<t>Hi ,I am getting a bit confused over some of the terminologies here. Term structure models consist of Hull white, ho lee etc and are used to model the short rate, which can then be used to price options right? So what about SABR? SABR is not really a term structure model, but it can be used to mo...

<t>I have been tasked by my trader to generate a grid of fixings risk for him. Basically, he wants the PV01 of his trades in a grid, the columns being the reset dates of his trades, and the rows being the tenor of the fixing. My question is :1)Why is there a separate risk for trades that are about t...

<t>I have been tasked by my trader to generate a grid of fixings risk for him. Basically, he wants the PV01 of his trades in a grid, the x-axis being the reset dates of his trades, and the rows being the tenor of the fixing. My question is :1)Why is there a separate risk for trades that are about to...