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by NonoSto
March 23rd, 2011, 1:29 pm
Forum: Careers Forum
Topic: Interview Job with Futex and IMC trading
Replies: 1
Views: 23519

Interview Job with Futex and IMC trading

<t>Dear friendI am french student in mathematics. I have two job interview: first with Futex, second with IMC.The interview with IMC, I will be speaking with a senior trader at Skype video conference. Do you have any idea of question or interview's form?Futex interview, I will be required to complet...
by NonoSto
March 14th, 2011, 9:24 am
Forum: Numerical Methods Forum
Topic: Longstaff Schwartz method
Replies: 5
Views: 31641

Longstaff Schwartz method

<t>Dear Friend I try to implemente the LSM method with this algorithm:but my price are always too low. By example for a american put with follow parameter : S0 = 36, Strike = 40 , rate = 6%, T = 1 year, discret path = 50, volatility = 20% I found 4 $ but in their article Longstaff and Schwartz found...
by NonoSto
January 13th, 2011, 9:43 pm
Forum: Trading Forum
Topic: Need help for an interview job
Replies: 2
Views: 22632

Need help for an interview job

Dear friendsthanks but I failled intellect test, but it's very easy, but I'wasn't concentrate.
by NonoSto
January 13th, 2011, 7:02 am
Forum: Trading Forum
Topic: Need help for an interview job
Replies: 2
Views: 22632

Need help for an interview job

<t>Dear forum's friendFor an interview job , I need some answer please:-in the derivative , the stock flow is it the same things of delta one ( future, forward,....)-what's exactly the Electronic Market Making Desk in a stock flow context?-what's strategies can we build in this case, can you give me...
by NonoSto
March 27th, 2010, 2:09 am
Forum: Trading Forum
Topic: Gamma and Theta positive position
Replies: 10
Views: 45687

Gamma and Theta positive position

Dear friend I'm sorry for the late, but I'has some of problem with my precary job waiting a true job like traderI send a pdf with all explanation.ThanksNB:I'm sorry for my english but I 'm frenchgammathetapositifgammathetapositif2
by NonoSto
March 27th, 2010, 12:37 am
Forum: Trading Forum
Topic: Data on option market without subscription
Replies: 0
Views: 29295

Data on option market without subscription

<t>Dear friend To improve my skills, I build a trading option Excel tool (with VBA). To feed my tool I need some of data CAC 40's option market like :all the priceall strike availableall maturitythe free rate curve the implied volatility surface (if I have the other information iI can calculated the...
by NonoSto
February 10th, 2010, 12:46 am
Forum: Trading Forum
Topic: Gamma and Theta positive position
Replies: 10
Views: 45687

Gamma and Theta positive position

Dear FriendLast week in a job interview, the senior trader asked me to build a Gamma and Theta positive position.When I'm long volatility my position is gamma positive and thta negative, but I'venot any idea.Some body can help me please, for the next interview.Thanks
by NonoSto
March 8th, 2009, 11:16 pm
Forum: Careers Forum
Topic: Interview in french Bank : logical & trading test
Replies: 2
Views: 42327

Interview in french Bank : logical & trading test

Thanks my friend
by NonoSto
March 8th, 2009, 5:29 pm
Forum: Careers Forum
Topic: Interview in french Bank : logical & trading test
Replies: 2
Views: 42327

Interview in french Bank : logical & trading test

Dear friend I have an interview in a Big French bank for a trader's internship EQD : the fisrt part is a logical & trading test and I need training to prepare this.Somebody can give me more information or example to help me? ThanksNono Sto