Recent content by StevenChen

May I know which future contract you trade? As a general suggestion, you can monitor change of open interest. It is better to combine it with price.

I do not think course can tell you how to trade.

Back to question, It is my suggestion that look for options expire in same time period that you study vol of underlying in. i.e you would like to know 30 days vol of underlying, look for options expire 30 days. Then, collect only out of money options information as they reflect time value...

Back to title, as I read Hull's book, the answer is simple, function y=1/x is nonlinear, in this case y is bond price B and x is[(1+r)][/T] Pricing a derivative is to deal with underlying price probability distribution. Denote probability distribution of bond price as G(B), and convert G(B) to...

As far as I know, Private Equity is most involving firm asset pricing. Why will you think it is a exit opportunity for who has a trading job? BTW, are you a trader?

I am interested and hope it will not conflict my other class.

hello, it is glad to join this group. Objective: enhance my skill of C++ and may support admission of a MFE program Programming experience: mostly about C Previous and current work: my background is a semiconductor engineer and current leave job to prepare change career to finance industry...