Quantitative Finance Stack Exchange

I'm just starting to read about Arbitrage Trading and am currently looking at zero coupon rates as it's in the textbook I am using and had a question about bootstrapping.
Say that I have the maturities and and coupon rates for a 1-year bond, a 2-year bond, and a 3-year bond. In constructing the 1-year zero rate, I can just use the 1-year bond, and in constructing the 2-year zero rate, I use the 1-year zero rate to deal...

I always find myself in the unknown charted territory when it comes to non-Linear Instruments. I come across the scenario, How to value the option using Delta Vol surface?
Example
I have CME traded Soybean option(900 strikes, Underlying traded future (spot) trading at 880 USD-cents/BU) with dec maturity and delta surface from the Bloomberg....

Hello I am a finance major student in South Korea.
I want to get Quant jobs abroad in the States, UK, Singapore and others.
I'm currently studying programming and mathematics like real analysis by myself.

Say I have 100 stocks, but I am invested in only one of them.
I now want to do some analysis to see if I should change my portfolio, but since 100 stocks is a lot, I do PCA to reduce the dimension.
But, when I do the PCA, my portfolio suddenly changes from a 100 % exposure to 1 stock, to suddenly being this strange range of exposures to these synthetic principal components....