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  1. Does any one have CD for Dynamic Term Structure Modeling: The Fixed Income Valuation Course?

    Hello everyone Does any one have CD for Dynamic Term Structure Modeling: The Fixed Income Valuation Course? There are some spreadsheets in that CD. Do you mind sharing those spreadsheets? I can not find it in all libraries at my place. I have the book but I don't have the CD. Therefore I...
  2. Job skills, which product is hiring?

    Hello Everyone I will graduate at this Dec. I hold two Master Degrees in Quantitative Finance and Applied Math. I had 4 months intern experience in trading floor. I am just wondering to know if it is really hard to find a junior quant or quant developer job in States now. I know most of...
  3. Does any one have the CD for Option Pricing Models and Volatility Using Excel-VBA?

    How about "Financial Modeling using Excel" ? Hello Everyone I know the 3rd has been in market. Did anyone have bought it? How about this book? Best Regards raywin
  4. Has anyone got intern offer from Blackrock financial modeling group?

    Hello everyone I am just wondering to know if there is anyone who has got intern offer from Blackrock financial modeling group? I had an interview on Feb 20. But so far I didn't get any further info. I guess I am in waiting list because my classmate has got rejection on this Monday. Is there...
  5. How to build up the negative gamma position?

    "Built up extremely large negative gamma positions by selling large number of out-the-money gold options. " How to understand this?
  6. Question about delta?

    For European call the delta = N(d1), if S0, K, r, sigma, T are given then N(d1) is a fixed number. Then delta can not be changed with time to maturity. But in terms of definition of delta, delta = dC/dS. With time growth, dC and dS are changed. Then delta is not a constant and we can get gamma...
  7. Does anyone have experience about Heston model's calibration?

    Hello Every Does anyone have experience about Heston model's calibration? I just followed nimalin moodley 's paper. But I can not get the same results as page 29. Did anyone do that before? Thanks a lot...
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