thanks BramJ, yes I just trade APOs and floors, had some swaptions and redemption structure before but the size is tiny. Why i have an exposure to foward vol for index options?

<t>Can anyone tell me what?s the difference between these two, esp in commodity business? I?m doing customer flows in an energy house so the company don?t have the desk for index business, as I understand that banks generally separate commodity into two desks. I understand the basic difference but r...

Can anyone recommand good material on pricing Commodity Structured Notes? Can I simple think a structured note as a bond + options/Swaps, for example a 50% capped crude oil linked notes = Call Spread, and sharkfin is just liked a barrier option? Thanks

i think you should say which department instead of front/middle office? Also i will add the achievement section.

thanks hungryquant and kimkc84btw.... it's a telephone interview, so dont think i need to solve any PDE or PDE->BS close form.....Kimkc84: Do you know any student from that part time course?

thanks EscapeArtist999 and Panang. I will get a good rest and tell the prof that i'm very active on wilmott.com ( 3 posts so far!)However, anyone knows what kind of questions they will ask?

Anyone can help? thanks

<t>I have got an interview with Oxford part-time PG course in Mathematical Finance. and they said:"The interview will last approximately 30 minutes and will be with Professor Sam Howison. It will cover your mathematical background and include some technical questions; no preparation is necessary."An...