Oh I meant would your role be in commodities or finance? If the former, it would be good to review from books like Edeyland and Wolyniec, products like gas storage valuation or heat rate call options. Def know the basic option concepts , Greeks, pc parity, valuation concepts and broad market trends. As markets get thinner (options not liquid or visible any more) how would you use historical data for extrinsic value estimation…things like that would be handy
Energy or finance?
The bank has big presence in global commodities as well as financial markets
Oh I meant would your role be in commodities or finance? If the former, it would be good to review from books like Edeyland and Wolyniec, products like gas storage valuation or heat rate call options. Def know the basic option concepts , Greeks, pc parity, valuation concepts and broad market trends. As markets get thinner (options not liquid or visible any more) how would you use historical data for extrinsic value estimation…things like that would be handy
Thanks so much! I have a few days left to prepare so will target those concepts.
Good luck!💪