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by spenserzhou
January 5th, 2011, 7:36 am
Forum: Technical Forum
Topic: Simple Swap Valuation
Replies: 5
Views: 22485

Simple Swap Valuation

Thanks. It sounds good. So why do they use different base curves?
by spenserzhou
January 4th, 2011, 12:47 pm
Forum: Technical Forum
Topic: Simple Swap Valuation
Replies: 5
Views: 22485

Simple Swap Valuation

<t>Hi,I just have a simple question for swap valuation, e.g. a plain vanilla one. Is that a common pratice, that bank uses different base curves to construct discount curve and forward curve? I am trying to understand a valuation, however, only with the curve provided cannot reach the given result. ...
by spenserzhou
May 27th, 2010, 8:05 pm
Forum: Careers Forum
Topic: structured investment vs structured finance
Replies: 1
Views: 27272

structured investment vs structured finance

<t>Hi ALL- any one would like to take time to do a multiple choice question??regarding structured investment and structured finance, which one do your guys think to have better future? Under structured investment, I mean it helps high wealth individual, pension funds and state funds to do sustainabl...
by spenserzhou
May 20th, 2010, 7:05 pm
Forum: Careers Forum
Topic: MO to FO? your thoughts please
Replies: 29
Views: 32872

MO to FO? your thoughts please

<t>Quote.....People need to know that these are INDUSTRY STANDARD LIES.I like the words "industry standard lies". I was seduced by such an industry strandard lies to middle office, have given up a front office offer of a tier-two bank two years ago. I would say, I have been suffering. However I agre...
by spenserzhou
May 20th, 2010, 7:04 pm
Forum: Careers Forum
Topic: MO to FO? your thoughts please
Replies: 29
Views: 32872

MO to FO? your thoughts please

<t>QuoteOriginally posted by: ArthurDentQuoteStraight to the point ArthurDent!Very likely adr knows it too.QuoteOriginally posted by: twofish This seriously, seriously depends on which IB. There are some places that take risk very seriously.The signal adr gives by changing from job X to take up anot...
by spenserzhou
May 19th, 2010, 8:17 pm
Forum: Careers Forum
Topic: Any one thinks the ABS market will be picking up in the next 12 months?
Replies: 11
Views: 29039

Any one thinks the ABS market will be picking up in the next 12 months?

<t>QuoteOriginally posted by: Gillhard to say. from one hand it's a good move form middle office to the business side, from the other hand this area is not growing market to say the very least and bonus potential is next to nothing... it's up to you, but i strongly feel like practicaly every other j...
by spenserzhou
May 19th, 2010, 8:13 pm
Forum: Careers Forum
Topic: Any one thinks the ABS market will be picking up in the next 12 months?
Replies: 11
Views: 29039

Any one thinks the ABS market will be picking up in the next 12 months?

<t>QuoteOriginally posted by: EscapeArtist999QuoteOriginally posted by: spenserzhouthanks gill. point is, i have an mid-level position offer in structured finance from a large bank now. i thought the chance is good because i have to do from origination, structuring to legal part of jobs. but not sur...
by spenserzhou
May 18th, 2010, 10:44 am
Forum: Careers Forum
Topic: Any one thinks the ABS market will be picking up in the next 12 months?
Replies: 11
Views: 29039

Any one thinks the ABS market will be picking up in the next 12 months?

<t>thanks gill. point is, i have an mid-level position offer in structured finance from a large bank now. i thought the chance is good because i have to do from origination, structuring to legal part of jobs. but not sure about the perspective~~~i am now working in the risk area for rates trading, w...
by spenserzhou
May 17th, 2010, 5:13 pm
Forum: Careers Forum
Topic: Alloption (saen option) test
Replies: 2
Views: 27699

Alloption (saen option) test

QuoteOriginally posted by: plusYes, if it exists, there is someone who knows something about the personality test of Alloption.it exists.
by spenserzhou
May 17th, 2010, 3:17 pm
Forum: Careers Forum
Topic: Any one thinks the ABS market will be picking up in the next 12 months?
Replies: 11
Views: 29039

Any one thinks the ABS market will be picking up in the next 12 months?

<t>the point is, is there something in the banking industry currently not uncertain? except for energy~~~ OTC market is also shrinking, fixed income market is cooling down...... hedge fonds is perhaps good...but still facing regulation problem....Besides, OTC-swap has the same black stamp because of...
by spenserzhou
May 17th, 2010, 11:54 am
Forum: Careers Forum
Topic: Any one thinks the ABS market will be picking up in the next 12 months?
Replies: 11
Views: 29039

Any one thinks the ABS market will be picking up in the next 12 months?

Very curious about that~~~I am considering if it would be a good career direction in the future......THANKS
by spenserzhou
May 17th, 2010, 7:28 am
Forum: Careers Forum
Topic: Alloption (saen option) test
Replies: 2
Views: 27699

Alloption (saen option) test

Hi ALL- does anyone know something about the personality test of Alloption? How many test do they really have? THANKS IN ADVANCE!!!!
by spenserzhou
May 4th, 2010, 1:57 pm
Forum: Technical Forum
Topic: OAS / MBS
Replies: 2
Views: 29527

OAS / MBS

thanks kitgzz!
by spenserzhou
May 3rd, 2010, 11:30 am
Forum: Technical Forum
Topic: OAS / MBS
Replies: 2
Views: 29527

OAS / MBS

<t>HI ALL- short question over MBS. 1) Just curious about what ppl do in real world to price MBS. Do they calibrate OAS from the liquid securities, and use this OAS to price the MBS with similar character with monte carlo? 2) Does Bloomberg has a function providing a benchmark OAS?Thanks in advance....