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by ThinkDifferent
August 3rd, 2015, 4:18 am
Forum: Careers Forum
Topic: Which banks has the best/most interesting model validation work?
Replies: 9
Views: 5372

Which banks has the best/most interesting model validation work?

<r>QuoteOriginally posted by: londonerAccording to this forum, model validation in general is not very interesting and hard to get out of it. Are there any bright spots in the industry about model validation?Perhaps, someone who have done validation work in more than one bank can share their experie...
by ThinkDifferent
July 30th, 2015, 5:01 am
Forum: Careers Forum
Topic: Compensation at large Quant hedge funds
Replies: 4
Views: 4959

Compensation at large Quant hedge funds

not sure about huge upsides. many top funds (including the mentioned below) had quite uneven performance for the last 5 years.
by ThinkDifferent
July 14th, 2015, 2:35 am
Forum: General Forum
Topic: Quasi-Guassian Model or Libor Market Model
Replies: 22
Views: 7382

Quasi-Guassian Model or Libor Market Model

<r>QuoteOriginally posted by: MaxwellSheffieldso what kind of scheme do you use for pricing Bermudans?This could be priced using a PDE scheme. Matching the initial curve is not a problem in that case. Actually, I found the Cheyette much more stable than Hull-white or sny other gaussian models. Of co...
by ThinkDifferent
July 3rd, 2015, 3:45 am
Forum: Careers Forum
Topic: Quant scene in Hong Kong
Replies: 9
Views: 4975

Quant scene in Hong Kong

try Jump Trading in Singapore.
by ThinkDifferent
June 22nd, 2015, 5:17 am
Forum: Off Topic
Topic: The Donald Trump
Replies: 4405
Views: 147330

The Donald Trump

<r>QuoteOriginally posted by: AnalyticalVegaPeople say Trump is not a politician and is not democratic. It's time for action, we are done talking. We had 8 years of Obama and now it's time for America to have detox. All the talking of Obama, Clinton, and Kerry didn't help us. I don't think Trump wil...
by ThinkDifferent
June 17th, 2015, 8:12 am
Forum: Off Topic
Topic: The Donald Trump
Replies: 4405
Views: 147330

The Donald Trump

QuoteOriginally posted by: AnalyticalVegaDonald Trump as President would mean the end of Left Wing Liberalism as we know it and a final victory for the Right Wing Conservatives. It would mean the end of ISIS and Iran....the end of Iran? well, if that's not xenophobic then what is.....
by ThinkDifferent
June 16th, 2015, 10:42 am
Forum: Off Topic
Topic: Russia Watch
Replies: 970
Views: 98462

Russia Watch

<r>QuoteOriginally posted by: ExSanQuoteOriginally posted by: daveangelQuoteOriginally posted by: ThinkDifferentQuoteno wonder why Snowden prefers jail in US instead of one more day in Russiahe does?if there is no risk of prison I am sure he would go back to the USAdoes Russia have illegal immigrant...
by ThinkDifferent
June 15th, 2015, 2:44 pm
Forum: Off Topic
Topic: Russia Watch
Replies: 970
Views: 98462

Russia Watch

if there was no risk of prison he would never be in Russia at the first place....and look, he loves it there! :)A sober Snowden deems life in Russia ?great?
by ThinkDifferent
June 15th, 2015, 12:28 pm
Forum: Off Topic
Topic: Russia Watch
Replies: 970
Views: 98462

Russia Watch

Quoteno wonder why Snowden prefers jail in US instead one more day in Russiahe does?
by ThinkDifferent
June 15th, 2015, 3:58 am
Forum: Careers Forum
Topic: stochastic finance
Replies: 5
Views: 4341

stochastic finance

<t>I read it. It is a good book to get a theoretical background of pricing theory. I went through both Shreve and Shiryaev books and, I might be biased, but I find the latter more rigorous and deep while at the same time as readable as Shreve.Reading Shiryaev alone is however not enough. You need to...
by ThinkDifferent
June 11th, 2015, 3:01 pm
Forum: Off Topic
Topic: Jazz
Replies: 58
Views: 193654

Jazz

Lonely WomanOrnette Coleman, the alto saxophonist and composer who was one of the most powerful and contentious innovators in the history of jazz, died on Thursday morning in Manhattan. He was 85.
by ThinkDifferent
June 7th, 2015, 2:33 pm
Forum: Off Topic
Topic: Jazz
Replies: 58
Views: 193654

Jazz

Joey Alexander - Giant Steps (In-Studio Performance) 11 y.o. kid improvising on Coltrane's Giant Steps....
by ThinkDifferent
June 7th, 2015, 2:22 pm
Forum: Off Topic
Topic: Jazz
Replies: 58
Views: 193654

Jazz

Cannonball Adderley Quartet - Stars Fell on AlabamaArt Farmer & Benny Golson - Mox Nix
by ThinkDifferent
June 5th, 2015, 12:05 pm
Forum: Careers Forum
Topic: Is model validation really that bad?
Replies: 12
Views: 6806

Is model validation really that bad?

QuoteOriginally posted by: GamalAll right, you get your wages in MV. But what you do - does it have any sense?we make sure that what you do makes sense.
by ThinkDifferent
June 3rd, 2015, 7:58 am
Forum: Careers Forum
Topic: Is model validation really that bad?
Replies: 12
Views: 6806

Is model validation really that bad?

QuoteWhy is everyone so negative towards it? who's "everyone"? FO quants? Sure they are -'ve. They work twice more, get their arses whooped by the desk, and get paid marginally better :)
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