Are there documents and books on instruments like PRDs?? In pdf form?Advice and help much appreciated.Gerard

Hi,Would like to ask if anyone knows of models that accomodate the generation of discount factors or zero coupon yields from a yield curve that contains some negative interest rates.Or discuss any issues on this area.Thanks

<t>Some key questions to ask:- What are your products? It sounds like this is a software house rather than "pure" consultancy (is that an oxymoron?)Re: The list of products is actually quite long I know because I am an existing employee exploring a switch. It is certainly more than a software house,...

<t>Hi,I am exploring a role as a Business Analyst in a risk management solution firm in London. Would like to get some opinions on this. Thanks.What are the prospects? Is the experience valued?· Analysis of client requirements and delivery of functional specifications.· Validation of new functionali...

What is a "Closed-form Formula"? An example pls.And what is a corresponding formula that is not a "Closed-form Formula"?Thanks for your help.

<t>Thanks for your reply. True, Real Time Feeds is a big part of the system.What kind of pay scale would I be looking at? And what is the demand of such profile in London, New York, Chicago etc?QuoteOriginally posted by: exotiqPros: You will get even better at handling data, and may have several opp...

Hi,Just like to get some opinions on the career prospects or paths of a role as an implementation consultant in a Risk Management solutions provider like Reuters, Algorithmics or Sungard.What are the pros and cons of pursuing such a career path? What can I do after a stint in this role?Regards

What about loans? Are there loans I can get for certain upon admission? Will these schools look at the financial backing of students as a criteria?

Can anyone comment on that?Thanks

Which derivatives have term sheets?What about interest rate or fixed income derivatives, which have term sheets? Thanks

<t>Hi FDAXHunter,Thanks alot for your response.Some further questions:(1) To get the default probability, I can either use bond prices or equity prices (Merton's model) of say issuer ABC, or use a proxy issuer DEF to reverse derive the default probability (if DEF has the same ratings and is in the s...

<t>Hi FDAXHunter,Thanks alot for your response.Some further questions:(1) To get the default probability, I can either use bond prices or equity prices (Merton's model) of say issuer ABC, or use a proxy issuer DEF to reverse derive the default probability (if DEF has the same ratings and is in the s...

Does the phrase "Term Sheet" only apply to credit derivatives? Does it apply to fixed income or equity instruments as well?

<t>Hi, I have picked up some questions as I read through some CDS literature, your opinions and insights into these comments please.(1) In Asia, the CDS market is now more liquid than the cash bond market, in a number of sectors or individual credits, this implies that pricing in the CDS market prov...

<r>I meant this specifically. The article said that CDS can be priced using Asset swap as a basis, it seems too simplistic, true?What I am trying to do is to understand the how a CDS can be priced, as a start.Highly likely that I may be spouting rubbish, I am new to this but very keen to know more. ...