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  1. Pulco

    Bonus Regulation in Europe

    As you know, there is a real concern about bonuses in Europe and especially in France. A Bonus / Malus system has even be proposed by French President. I consider that this debate is currently going too far, if we continue this way, there won't be anymore bonus in Europe in finance...
  2. Pulco

    BGM model for commodities

    Does anyone know where I can find some papers about the application of BGM model to commodities (modelling each future with its own brownian) ?
  3. Pulco

    Books on commodities

    I already have the first book on commodities from Helyette Geman : "Commodities And Commodity Derivatives: Modelling And Pricing For Agriculturals, Metals And Energy" However I am looking for a more quantitative one, still in the field of derivatives pricing. Any insights ?
  4. Pulco

    Quant job application online

    Let's say you want to apply online for a quant position in a bank. However, you don't have a PhD, just a MSc. Where should you apply ? For instance, on morgan stanley website, you have a quantitative finance section, but for most other banks you don't have a section like this one. You have...
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