l*******r
发帖数: 3799 | 1 【 以下文字转载自 Quant 讨论区 】
发信人: songh2 (wewe), 信区: Quant
标 题: 求教选offer
发信站: BBS 未名空间站 (Sat Feb 27 14:47:12 2010, 美东)
请教各位大虾，如何选offer
Goldman Sachs in Hong Kong
UBS
Bloomberg
都是Quant的position.
小弟该选哪个好呢？
GS就必须去香港。UBS前两年巨亏，估计会影响bonus
Bloomberg怎么尽是strict的老印。 |
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b***k
发帖数: 2673 | 2 ☆─────────────────────────────────────☆
songh2 (George) 于 (Tue May 13 12:27:49 2008) 提到:
If you are long a FRA (Forward Rate Agreement) and short a ED (Eurodollar)
future with the same fixing dates, do you have positive convexity or
negative convexity?
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Ithink (牛夫人) 于 (Tue May 13 15:38:01 2008) 提到:
negative convexity, given future is positively correlated with interest rate.
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matrixIII (matrixIII) 于 (Tue |
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t**o
发帖数: 64 | 3 please check your mail. thanks.
sorry for the spam to others. |
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