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Search found 14 matches

by diamond
January 16th, 2009, 4:32 pm
Forum: Student Forum
Topic: SPX Dividend Treatment
Replies: 2
Views: 44249

SPX Dividend Treatment

I think it is important to include dividends paid.
by diamond
January 16th, 2009, 10:07 am
Forum: Numerical Methods Forum
Topic: What maths should I revisit
Replies: 11
Views: 45772

What maths should I revisit

Or somply take the CQF maths course.It's the best maths course for financial engineering I have seen out there. But you should have some basis.
by diamond
November 20th, 2008, 11:07 am
Forum: Technical Forum
Topic: IRS Skew!!
Replies: 9
Views: 48078

IRS Skew!!

A priori, a simple plain vanilla IRS has no skew. If someone can confirm????
by diamond
November 14th, 2008, 2:27 pm
Forum: Trading Forum
Topic: wilmott article on options -
Replies: 2
Views: 47558

wilmott article on options -

I guess he meant that instead of buying a proper option one can manufacture it by replication, with the underlying and a bank account for instance or a combination or strategy of option. Someone can confirm?
by diamond
November 14th, 2008, 2:21 pm
Forum: Off Topic
Topic: Strange! Almost all countries in recession except France?
Replies: 7
Views: 48179

Strange! Almost all countries in recession except France?

French PM Francois Fillon said today there would be no recession in France this year, but maybe in 2009. While Gordon Brown said 1 month ago UK was already in. That makes me ask myself if France and Spain have stronger economy than UK and States?
by diamond
November 14th, 2008, 2:17 pm
Forum: Off Topic
Topic: Strange! Almost all countries in recession except France?
Replies: 7
Views: 48179

Strange! Almost all countries in recession except France?

<t>Maybe and maybe not. But knowing that from 2002 to 2006 there were around 800,000 housing starts per annum in Spain with 18.5% of GDP going to housing / construction, pouring 66% more cement than Germany (whose economy is 3 times larger), and building 25% of all new homes in the EU in 2006, and c...
by diamond
November 14th, 2008, 1:48 pm
Forum: Off Topic
Topic: Strange! Almost all countries in recession except France?
Replies: 7
Views: 48179

Strange! Almost all countries in recession except France?

France and Spain are the only main countries which are not in recession. Does it mean they have better manager than Germany, UK, States, Hong Kong, Italia, or they just forgot to say they are over too?
by diamond
November 13th, 2008, 3:19 pm
Forum: Careers Forum
Topic: Commodities desk interview
Replies: 6
Views: 47908

Commodities desk interview

Me to, I am interested by that info. If you can PM it would be nice.
by diamond
November 13th, 2008, 2:52 pm
Forum: Careers Forum
Topic: Quantitative Trading
Replies: 7
Views: 48785

Quantitative Trading

Then a quant trader can trade on any products? It seems clear.Thanks
by diamond
November 11th, 2008, 8:49 pm
Forum: Careers Forum
Topic: Quantitative Trading
Replies: 7
Views: 48785

Quantitative Trading

Hi all,I would like to know what a quantitative trader job is. The difference between this kind of trading and another one, trader on derivatives for example.Thank you for your reply.
by diamond
November 11th, 2008, 10:05 am
Forum: Careers Forum
Topic: CQF
Replies: 10
Views: 59481

CQF

Thank you Paul, it is what I was thinking of about CQF. And what I am looking for.
by diamond
November 11th, 2008, 8:56 am
Forum: Careers Forum
Topic: CQF
Replies: 10
Views: 59481

CQF

<t>My queston is, for a quant developer, does the CQF program give necessary tools to move to a more quanitative or trading role? Because if it is designed just for analysts who want to leverage their experience, I don't see the point, they can make one of the many formations on some particular aspe...
by diamond
November 10th, 2008, 9:55 pm
Forum: Careers Forum
Topic: CQF
Replies: 10
Views: 59481

CQF

I think that one have to physically show up at least on exams.It looks a very interesting formation but I would like to know its value in a FO role.
by diamond
November 10th, 2008, 7:04 pm
Forum: Careers Forum
Topic: CQF
Replies: 10
Views: 59481

CQF

<t>Hi! I have been working as quant developer on equity derivative for two years and I am currently working as developer for a commodities derivative risk analyser software. I would like to move to a quant analyst or trading role. I am engineer in computer science with 3 years experience. Could the ...