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Search found 14 matches

by Witt
September 22nd, 2005, 5:43 am
Forum: Careers Forum
Topic: University of New South Wales
Replies: 4
Views: 136244

University of New South Wales

<t>Well, there is no "streams" in the program. Main financial modelling features are Rutkowski's lectures, and he is pretty much theoretical. It depends what you are looking for, really - good math background (~martingales in financial maths, this is what his lectures boil down to) or more practial ...
by Witt
September 20th, 2005, 11:20 pm
Forum: Careers Forum
Topic: Startup vs. Career in Finance
Replies: 4
Views: 136780

Startup vs. Career in Finance

a unique opportunity is not the one to be missed
by Witt
September 20th, 2005, 11:14 pm
Forum: Careers Forum
Topic: University of New South Wales
Replies: 4
Views: 136244

University of New South Wales

hmm... I do. It's more out of curiosity, though, I have not decided yet if I want to be a quant send me a message if you want to.
by Witt
August 14th, 2005, 2:59 am
Forum: Programming and Software Forum
Topic: Is anyone doing any serious work with Mathematica?
Replies: 12
Views: 140881

Is anyone doing any serious work with Mathematica?

I think Mathematica is good for fast prototyping, and C++ type of language - for developing end product.
by Witt
August 13th, 2005, 7:37 am
Forum: General Forum
Topic: Stochastic calculus... Why Ito?
Replies: 4
Views: 141094

Stochastic calculus... Why Ito?

<t>QuoteOriginally posted by: madmaxI don't know much about Stratanovich integrals, but if I remember correctly, there is a connection between the two.But I think Stratanovich integrals are not martingales, while Ito integrals are, which gives Ito's integral a serious computational advantage.not onl...
by Witt
August 11th, 2005, 5:31 am
Forum: Careers Forum
Topic: PhD in Sydney
Replies: 49
Views: 146403

PhD in Sydney

QuoteOriginally posted by: mjisn't rutkowski at UNSW? a lot of people would regard him as a leading researcheryeah, he was reading "Continuous time financial modelling" (martingales based - as in his book) last semester, now reading "Term structure modelling" for postgrads.
by Witt
June 10th, 2005, 3:31 am
Forum: Careers Forum
Topic: Australia UTS quantitative finance, HELP
Replies: 10
Views: 152470

Australia UTS quantitative finance, HELP

I must say maths in UNSW is not bad.
by Witt
June 10th, 2005, 3:24 am
Forum: Careers Forum
Topic: pl respond back Unsw or Macquarie
Replies: 32
Views: 195467

pl respond back Unsw or Macquarie

well, not the third grade, more like second grade. There are a few so-called "sandstone uni's" (I think that's what they are called) and these are first grade. UTS is not one of them.
by Witt
May 23rd, 2005, 5:00 am
Forum: The Quantitative Finance FAQs Project
Topic: What is Taylor series?
Replies: 10
Views: 230834

What is Taylor series?

If you write down this series for a function of two variables f(t,W) as and use a rule then you obtain the differential form of the Ito formulaSimilarly for a generic process, not just W. Or something like this, I feel I've forgotten something here
by Witt
May 19th, 2005, 2:17 pm
Forum: Programming and Software Forum
Topic: C++^H^H^HCommon Lisp For Interviews Real Soon Now
Replies: 39
Views: 151276

C++^H^H^HCommon Lisp For Interviews Real Soon Now

why/what for? fast prototyping maybe? Somebody told me that the only reason financial industry is so fixed on C++ is because it interfaces with Excel well Lisp definitely does not.
by Witt
May 19th, 2005, 1:44 pm
Forum: Book And Research Paper Forum
Topic: Diffusions, Markov processes, and martingales
Replies: 20
Views: 151538

Diffusions, Markov processes, and martingales

Basic Stochastic ProcessesAnother good book, no finance in it, but very good on theory, lots of excercises with solutions.
by Witt
May 4th, 2005, 3:23 am
Forum: Book And Research Paper Forum
Topic: Bayesian Statistics book sought
Replies: 6
Views: 190449

Bayesian Statistics book sought

http://www.amazon.com/exec/obidos/tg/de ... 8488388X/a more practice-inclined book, not financial though.
by Witt
March 17th, 2004, 4:10 am
Forum: Careers Forum
Topic: No experience, first job
Replies: 12
Views: 190878

No experience, first job

BTW, is quant stuff popular in Australia at all? isn't the number of people employed in this field something like a 1% of what it is in US/UK? Or am I terribly wrong?