|
|
 |
| Pricing Basket Options With Skew |
| Dong Qu |
2102 Views |
|
Equity basket options have long been important
tools in structuring financial products. They are widely used in portfolio
management and as retail products as they are typically more
cost-effective than multiple single underlying options. The components in
a basket can be single stocks (names), equity indices or funds.
Historically, managing basket option books has proved to be problematic
and rather difficult for many banks.
|
|
 |
|
 |
| Get the most out of the Events Board |
Welcome to the Wilmott Events Board!
Receive email notification of new events as soon as they are posted. Members can activate this feature by going to the 'profile' navigation tab, the selecting the personal options tab and activating the categories you wish to subscribe to.
If you choose to book a place or make an enquiry please use the Email link within the posting.
Interested in an event that's not posted here? Contact us at events@wilmott.com and we may be able to arrange a substantial discount!
Event organizer wanting access to 70,000+ quants? If you are interested in posting here, please email events@wilmott.com
|
|
 |
| High Frequency Quantitative Professionals - Highly Competitive (base + % of profits) - NJF551 |
High Frequency Quantitative Professionals
A very successful global statistical arbitrage fund is looking for highly talented quantitative professionals to join their team across trading, research and development?
A successful global statistical arbitrage fund is looking for highly talented quantitative professionals to join their team. They are searching for quantitative researchers, developers and traders who have had outstanding successes in the high frequency space and want to take their career to the next level. You will be working with a team who are headed up by some of the leading professionals in the industry and have access to the most up to date technology. In order to be successful in this group, you will have a true passion for quantitative methods, proven exceptional results in high frequency space and a stellar academic background. This is a unique opportunity to join a rapidly expanding fund who can offer fast growth and development due to strong team ethics and encouragement. A highly competitive compensation package is on offer for the right individuals.
Desirable Skills:
Stellar academic background
Experience in a high frequency environment
Strong team ethics
Proven quantitative success
If this role would be of interest, please either send your CV to w.murday@njfsearch.com or call Will on +44 207 604 4444.
Highly Competitive (base + % of profits)
|
|
|
|
 |
|
|
|
| |
|
 |
| Paul
High-frequency Trading: Where are we and how did we get here?
28 06 10: 10:30 AM |
| NNT
My Technical Appendix
16 04 09:2:40 PM |
| Collector
Unpublished, unedited, undated, unread
31 08 10:11:18 PM |
| Emanuel Derman
There Must Be A Pony
30 08 10: 9:27 PM |
| Satyajit Das
Cross Dressing in Political Economy
26 08 10: 8:08 AM |
| DCFC
deMorgans Law
22 07 09: 3:04 PM |
| Pablo Triana
Donald Van Deventerīs Self-Serving And Childish Critique
05 08 10: 12:21 AM |
| Jan Dash
Free Opera - NY Grand Opera 2010
12 07 10: 8:34 PM |
| Dan Goldstein
Taxi Drivers Get Bigger Tips When Paid By Credit Card
10 03 10: 10:28 PM |
| Iris Mack
"Inside Job": Documentary Investigates the Financial Crisis (video)
02 09 10: 9:26 PM |
| Cuchulainn
Higher Order PDEs and the Curse of Dimensionality
06 06 10: 4:12 PM |
|
