Compare price of future and forward

Fundamental reason for this issue Although future and forward share the same underlying asset, their prices diverge because of their different features. The main reason that future price is different from forward price is the daily settlement, which means the future contract holder could trade their futures anytime before the maturity, while the forward contract is an OTC … Continue reading Compare price of future and forward

Getting email responses from busy people

Source: http://simplystatistics.org/2011/09/23/getting-email-responses-from-busy-people/ Share this on → Twitter | Facebook | Google+ I’ve had the good fortune of working with some really smart and successful people during my career. As a young person, one problem with working with really successful people is that they get a ton of email. Some only see the subject lines on their phone before … Continue reading Getting email responses from busy people

Fundamental knowledge for financial engineering interview

Algorithm: http://www.tutorialspoint.com/data_structures_algorithms/expression_parsing.htm   Github http://git.oschina.net/progit/index.html   Math https://www.youtube.com/user/kvyi/videos   Part 6. Numerical Method 6.1 Newton-Cotes 6.2 Gauss Quadrature 6.3 Numerical Differentiation Forward and Backward Difference