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A classic WILMOTT magazine article:

The Market Price of Interest-rate Risk: Measuring and Modelling Fear and Greed in the Fixed-income Markets by Riaz Ahmad & Paul Wilmott

Abstract: In this paper we examine the statistical properties of the spot interest rate and the yield curve, using US data, to identify the behaviour of the market price of interest rate risk. This is then also examined statistically so that a two-factor interest rate model is developed.

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• Leading Swiss Firm Recruiting Senior Quant Risk Manager/ Zurich/ $ Neg |
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• C++ Developer ? Prop High Frequency Trading. NY or Los Angeles. $175K/+Bonus. |
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? Quantitative Software Developer | Los Angeles USD$200K + Bonus (MIEL)
? Junior Trading Application Developer ? Chicago USD 150 Basic + Bonus
? Windows System Administrator with 5+ years of experience
? UK Hedge Fund Hiring Statistical Arbitrage Developer/ High Frequency Platform- London/ £Competitive
? Swiss Fund Recruiting Quantitative Engineers- Zurich- $ Competitive
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Winton Capital Management. Hong Kong

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