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by ashkar
January 20th, 2012, 2:53 pm
Forum: Programming and Software Forum
Topic: Virtual inheritance
Replies: 76
Views: 21103

Virtual inheritance

<t>Been thinking about it since it was raised in the other forum. Assuming B and C derive from A virtually and D derives from B and C. Assume that none of them have any virtual functions. What does the D object look like in memory ... Specifically when casting pointers of D into B or C? It must have...
by ashkar
January 20th, 2012, 2:31 pm
Forum: Careers Forum
Topic: Work as C++ Developer
Replies: 33
Views: 19518

Work as C++ Developer

Looking at the index is not convincing argument. Lots of books have very compelling indexes! I'm not a beginner in finance or c++ and have read the usual c++ books. Does this book have good application of c++ (e.g templates etc) which are not discussed in pure c++ books?
by ashkar
January 20th, 2012, 8:41 am
Forum: Careers Forum
Topic: Work as C++ Developer
Replies: 33
Views: 19518

Work as C++ Developer

Wow, £72 for a new version of this book! Does this have any extra stuff about C++ compared with the usual stroustrup, myers, sutter etc ?
by ashkar
January 19th, 2012, 2:02 pm
Forum: Careers Forum
Topic: Work as C++ Developer
Replies: 33
Views: 19518

Work as C++ Developer

I've answered the virtual question differently in almost all the interviews. Is the right answer to give one definition that covers both virtual functions and inheritance?
by ashkar
January 19th, 2012, 9:00 am
Forum: Careers Forum
Topic: finding the time to study while working full time
Replies: 154
Views: 33552

finding the time to study while working full time

<t>Agree with capafan2! Just enroll in something and you'll make time by dropping less priority stuff. I am doing a part-time masters now with 2 evening lectures/week. I read something during lunch for an hour with a sandwich or pasta box in front of me (you must have a sandwich to last you 1 hr oth...
by ashkar
January 19th, 2012, 8:20 am
Forum: Student Forum
Topic: Asian option with both floating and fixed strike
Replies: 2
Views: 15160

Asian option with both floating and fixed strike

This paper is quite easy to read on this topic: http://www.cato.tzo.com/brad/papers/asian.pdf
by ashkar
January 17th, 2012, 10:41 am
Forum: Careers Forum
Topic: Final round Commodities Structuring Interview
Replies: 9
Views: 18474

Final round Commodities Structuring Interview

<t>I know that some structurers deal with legal issues. I wouldnt be surprised if they take into consideration tax and accounting rules when structuring products for corporates. But, I would have thought some other team in investment banking side would formally do the tax and accounting for corporat...
by ashkar
January 17th, 2012, 10:29 am
Forum: Careers Forum
Topic: Final round Commodities Structuring Interview
Replies: 9
Views: 18474

Final round Commodities Structuring Interview

<t>I dont know a lot about corporate side. Structuring is divided mainly into investor products and corporate side (maybe even three areas)...third one towards IB side. Investor products create new products that they market to retail investors (e.g. google structured notes). You would typically more...
by ashkar
January 13th, 2012, 4:45 pm
Forum: Technical Forum
Topic: First Passage time
Replies: 11
Views: 18302

First Passage time

<r>There is this paper i read on the topic <URL url="http://www.actuaries.org/AFIR/Colloquia/Nuernberg/Geman_Yor.pdfI"><LINK_TEXT text="http://www.actuaries.org/AFIR/Colloquia ... n_Yor.pdfI">http://www.actuaries.org/AFIR/Colloquia/Nuernberg/Geman_Yor.pdfI</LINK_TEXT></URL> got bored half way throug...
by ashkar
January 13th, 2012, 4:31 pm
Forum: Student Forum
Topic: Bond Yield
Replies: 21
Views: 16635

Bond Yield

Like others have said, most likely due to tax/balance sheet 'stuff' - i dont even know the jargon there.I was also thinking if one is in a ctd basket...but maturity is prob too short. Are there bond futures for short dated bonds?
by ashkar
January 13th, 2012, 3:35 pm
Forum: Careers Forum
Topic: Final round Commodities Structuring Interview
Replies: 9
Views: 18474

Final round Commodities Structuring Interview

Corporate structuring is less technical than investor products side. It differs quite a lot between asset classes and banks but in my bank the corporate structurers tend to deal with quite vanilla products.
by ashkar
January 13th, 2012, 3:22 pm
Forum: Careers Forum
Topic: Final round Commodities Structuring Interview
Replies: 9
Views: 18474

Final round Commodities Structuring Interview

<t>I dont particularly know what they ask at intern level. If I was in your position, my list would read something like this:- basic macroeconomics, read some current articles on commods and develop some view on the markets - puzzles- practise a few simple maths questions like integration by parts, ...
by ashkar
December 22nd, 2011, 9:39 am
Forum: Student Forum
Topic: risk neutral derivation of BS
Replies: 42
Views: 19172

risk neutral derivation of BS

<t>I'm still learning with much less background in pde than prob theory so I prefer martingale method. I started off with standard books - hull's and wilmott and definitely found the pde method more intuitive to think about but harder to visualise the solution. With martingale pricing, it was very u...
by ashkar
December 20th, 2011, 4:14 pm
Forum: Student Forum
Topic: risk neutral derivation of BS
Replies: 42
Views: 19172

risk neutral derivation of BS

<t>I asked the same question in class once to Prof.Geman but she went off in her thoughts for a while and walked away! My reasoning was that if the asset is risk-neutral under the new measure then why does it have any vol. I understand that Measure change is change to the expectation and not higher ...
by ashkar
December 20th, 2011, 3:44 pm
Forum: Student Forum
Topic: Reference Letters for Admissions in Masters Programme
Replies: 7
Views: 15669

Reference Letters for Admissions in Masters Programme

<t>Reference is generally from your project supervisor who can comment on your other attributes that are not seen from the transcript. Generally professors don't lie on a reference (their reputation is at stake). In your case, I would contact any professors who knew you and try and get a reference f...