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Is anyone planning to do a PhD in Business? (1 Viewer)

RIZAL

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§eraphim said:
Would a part-time Masters by Research in Commerce complement a derivatives trading role? eg empirical study of interest rate models.
Maybe your time is better spent talking to the back office boys after work and figuring out the internal control system. Then once you bypass that, you can do a reverse Jerome Kerviel and end up $7billion in the money.

Seriously though, I probably wouldn't bother with the part time Masters - it couldn't hurt though. What model did you want to look at empirically? I'd say that it would be helpful if you researched the same model being used on your particular desk. I have heard from a possibly unreliable source that Hull and White's extension of the Vasicek model is really popular in the banks because it gives you closed form solutions to bond prices.
 

blakegman

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stazi said:
p.s. guys, turns out michael's aunty who worked for Myer wasn't some head office HR honcho, but a lolworthy store manager.
lol can't say im shocked.
 

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