Note this effort is after my basic bond math study, though I often count this effort as part of the broader “bond math” study.
Basic bond-math knowledge has robust demand on Wall St. Without hard evidence I feel ROTI is decent in basic bond math study. Q1: How is the ROTI in this study?
I feel many of the jargon terms in this space are common and essential knowledge:)
- swap rate; comparative advantage;
- OIS; Libor;
- basis risk;
- curve building
However, this self-study rarely helped me:
- MSFM course
- Stirt job interview
Q1b: How is the market depth and robust demand of this skill?
A: not used much in the trading buy-side, but some asset management and most sell-side do need this know-how.
Note this topic is generally math-lite and much simpler than option math, so I was able to self-study:) See fixation@ROTI…dampens job satisfaction+joy@learning
Q2: how is the knowledge retention rate?
A2: decent. Thin->thick yes but not yet thick->thin