Muddahudda

Your research skills are finely honed Lupe, go forth and be hired.

More seriously, I would guess for a rotational program like this (never been in an IV for one, but have had sector/strategy specific interviews), a general understanding of basic concepts like duration, yields, how rates/spreads/options/other components impact bond pricing. Understanding treasuries, how monetary policy and other topics relate to pricing would be about as in-depth as you'd be expected to go. Reviewing L2 is probably where I'd start, I'd guess you won't need stuff like bootstrapping but a refresher on it won't hurt. Good luck dude.

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-My friend QQQbbe, we will never forget you.



Edited 1 time(s). Last edit at Monday, March 21, 2011 at 10:35AM by jcole21.