Hi, anyidea what is the difference between flow and exotic business quant in terms of compensation and prestige. thanks

hi all , it would be very kind if someone please help me to understand the difference, flow business quant and an exotic business quant. how do these two position differ in terms 1> of what work is done 2> compensation 3> general stress many thanks in advance

any help from any sophisticated members ?

that is another mystery which I also observed. but any luck with the discount factors ?

<t> well you see you have a bigger difference compared to BBG. that is the issue which i am trying to resolve. for the last date.date your DF my DF BBG DF11/02/2000 0.893322438 0.893331018 0.893330985 so you see your model is further off from BBG than mine. but the point is both of us are off compar...

sorry the formatting of the table messed up, could not figure out how to post with better formattried to attach picture, tried to attach excel everything failed.

<t>the 3m rate is 5.625% the 2Y rate is 5.72%the conventions are.FIXED FREQUENCY 6MFLOATING FREQUENCY 3MFIX CALENDAR NewYork LondonFIXED ACCRUAL CONVENTION fFIXED PAY CALENDAR NewYork LondonFIXED PAY CONVENTION FFLOAT ACCRUAL CONVENTION FFLOAT PAY CONVENTION FNOTIONAL 10,000,000,000,000.00the basis ...

in fact i have done that but still did not get good result

<t> Hi, can someone please help me with some pointer about how the swap curve is constructed in bloomberg. to build the curve say i start with historic data and put just 1 swap instrument with a 2y maturity. i choose interpolation of of linear continuous. to be concrete lets take the curve date to b...

Hi all, it would be kind of anyone to answer this question of mine. in what scenarios would i choose HJM model over LMM models. Is it for modelling the overnight rates ? Can someone please calrify on that. thanks in advance

<t> hi, it would be very kind of someone to clear this doubt of mine the general convexity adjustment formula between forward and future is exp( int_u=0^u=t1 ( b(u,t2) - b(u,t1) )*b(u,t2) du ) wher b(u,t) is the bond volatility = - int_s=u^s=t sigma(u,s) ds where sigma(u,s) is the general volatility...

<t> hi, it would be very kind of someone to clear this doubt of mine the general convexity adjustment formula between forward and future is exp( int_u=0^u=t1 ( b(u,t2) - b(u,t1) )*b(u,t2) du ) wher b(u,t) is the bond volatility = - int_s=u^s=t sigma(u,s) ds where sigma(u,s) is the general volatility...

<t>Hi, I am trying to understand copulas. Can someone please clarify this issue i am having. many times in analyzing basket of credit derivaties gaussian coupla is used as follows: from the individual names we can obtain the marginal distributions we now put some correlation structure that we want (...

<t> Hi, I am trying to understand copulas. Can someone please clarify this issue i am having. many times in analyzing basket of credit derivaties gaussian coupla is used as follows: from the individual names we can obtain the marginal distributions we now put some correlation structure that we want ...

<t> Hi, can someone pleae help me with a jargon I keep coming across. in the ocntext of constructing discount curves or pricing derivates i come across this phrase "roll the discount curve". now is this a standard pharase which people use to mean something. i understand my question is very vague, bu...