<t>Hello all,I am looking into this volatility topic and, browsing through the forum, it appears there are a lot of posts but they are quite fragmented...my questions are, I think, quite simple and straightforward:1)what are the definitions of BPvol, yield vol and price vol? (looking for something: ...

<t>Hello everybody,let's suppose you have a position on a Cap with a tarn feature (the cap will disappeared as soon as the total payoff you've paid/received - depending if you have sold or bought the cap - will reach a certain level); any idea about how to hedge it and the risk profile for this cap?...

<t>QuoteOriginally posted by: Padaiu..why does it make sense that both instrument have yields moving in the same direction...thats all i m asking..a fundamental reason .. i think that's because behind it there is the same fundamental factor... if you expect the economy to shrink (interest rates to f...

did anyone ever got an interview through SJ? or anyone ever got a job through them? I'm not lucky enough to know a person who did....

<t>Hello all,I am looking into this volatility topic and, browsing through the forum, it appears there are a lot of posts but they are quite fragmented...my questions are, I think, quite simple and straightforward:1)what are the definitions of BPvol, yield vol and price vol? (looking for something: ...

gcthanks a lot for your very clear explanation..it should be enough for now but if anyone among the other forum members wishes to provide more insights it would be appreciated...you never stop learning!thanks again

thanks.the paper is just a daily reaserch they send out and it is indeed on interest rates.may i ask you why the name gamma/vega vols is used depending on the maturity?thanks

<t>Hi all,I was just reading a piece of reaserch from an IB, and they mention "gamma vols" and "vega vols". my first impression is that the first is the same as what is usually known as vomma (change in vega for a change in volatility) and maybe the second is what is commonly referred to as "vanna" ...

did you have any luck on your request? I'm also looking for the same kind of papers, more focused on Euribor futures...if you receive (or have already received anything) would you let me know? thanksG.

<t>If I may give my 2cents opinion on this...I think being numerate helps in being a trader, but the kind of numeracy you need it's of the kind "get an approximate figure in the shortest time possible" (this is what I think is the necessary level of numeracy a trader would need).Then he/she might ne...

<t>I think job related stress is better than unemployment related stress, especially these days..I've lost my job in april and since then I've tried to keep myself busy studying (after taking a little break in may) hoping that getting another qualification would have helped in the job hunt..unfortun...