I'll attend Global Derivatives 2008 in May, I am interested in learning some volatility and correlation modeling/trading. Could anyone recommend some presentations/speakers that are more practical than academic oriented? There are too many presentations that look very interesting to me. I don't want to be a middle office quant researcher, so going deep into math does not fit me well( as far as I know, front office quants don't use deep knowledge of math a lot,e.g. stochastic calculus, am I right? ).
Thanks,
Global Derivatives 2008
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Eldesdichado
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- Joined: Thu Jan 01, 2004 12:00 am
Global Derivatives 2008
"as far as I know, front office quants don't use deep knowledge of math a lot,e.g. stochastic calculus, am I right?"
Clearly you haven't searched this forum a lot... Scared
At least Global Derivatives 2008 will give you a better understandings of what the FO quants are and do. So try to talk to people there Wink
Clearly you haven't searched this forum a lot... Scared
At least Global Derivatives 2008 will give you a better understandings of what the FO quants are and do. So try to talk to people there Wink
I am the dark one, -the widower; -the unconsoled, The prince of Aquitaine at his stricken tower: My sole star is dead, -and my constellated lute Bears the black sun of the melancolia.
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niuer
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Global Derivatives 2008
o really? I did read many posts in career board but don't think they focus a lot on deep math, maybe I misunderstand:(
I thought for FO quants, they have a lot of time pressure and less likely to derive a model from scratch and mostly, traders may not use the most advanced stochastic volatility models for trading.
I thought for FO quants, they have a lot of time pressure and less likely to derive a model from scratch and mostly, traders may not use the most advanced stochastic volatility models for trading.