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by GA
May 31st, 2007, 9:14 pm
Forum: Student Forum
Topic: The Valuation of Option Contracts and a Test of Market Efficiency
Replies: 0
Views: 70847

The Valuation of Option Contracts and a Test of Market Efficiency

The Valuation of Option Contracts and a Test of Market Efficiencydoes anyone has an electronic copy of this paper? thx
by GA
September 12th, 2002, 6:50 pm
Forum: Book And Research Paper Forum
Topic: Books wanted (if you want to sell!)
Replies: 15
Views: 191782

Books wanted (if you want to sell!)

<t>interested to buy --Fixed Income Securities: Tools for Today's Markets, Second Edition, University Editionby Bruce Tuckman- "Dynamic Hedging " by Taleb- "Dynamic Asset Pricing Theory", Third Edition. by Darrell Duffie, J. Darrell Duffie- "The Complete Guide to Pricing, Hedging and Risk Management...
by GA
July 1st, 2002, 3:23 pm
Forum: Careers Forum
Topic: risk finance/risk finance trading
Replies: 2
Views: 189967

risk finance/risk finance trading

i am responsible for credit derivatives pricing/price testing for riskfin trading desk.
by GA
June 24th, 2002, 12:37 pm
Forum: Careers Forum
Topic: success stories?
Replies: 14
Views: 191988

success stories?

<t>the story continues ...this time round, one of my headhunter i knew for a long time called me. he marketed me. i got first interview, the hiring manager liked me, i interviewed again with his boss, this boss liked me. i received offer a week later.looking for second job was not really hard as loo...
by GA
June 24th, 2002, 12:28 am
Forum: Careers Forum
Topic: success stories?
Replies: 14
Views: 191988

success stories?

<t>in the past i have helped out few people on the forum as much as i can to find an entry to ws. i am always worried people having high expectation for the first job on ws. you guys should never take your first job too seriously, i.e. don't think this is THE JOB you want. before i leave my old firm...
by GA
June 22nd, 2002, 11:45 pm
Forum: Careers Forum
Topic: success stories?
Replies: 14
Views: 191988

success stories?

<t>one of the main problems with people with quant background is that they all think they can find a quant job on ws. the fact of life is that most big shops on ws don't think quants are important till quants can make money for them. but there are alot of structured/exotic products actively traded d...
by GA
June 17th, 2002, 9:24 pm
Forum: Careers Forum
Topic: risk finance/risk finance trading
Replies: 2
Views: 189967

risk finance/risk finance trading

could someone give me insight on what they do? and if it is a good place to be if you want to be in front-office(either trading or research or portfolio trading)? i am interested in credit derivatives and interested to crederiv trader or desk researcher within next two years. thank you, GA
by GA
May 29th, 2002, 11:49 am
Forum: Book And Research Paper Forum
Topic: Please help me.
Replies: 9
Views: 190797

Please help me.

Heard on the Street : Quantitative Questions from Wall Street Job Interviewsby Timothy Falcon Crackexcellent book to have if you are a job seeker. it gives you more than just quant questions.
by GA
May 24th, 2002, 2:04 pm
Forum: Book And Research Paper Forum
Topic: The New Kind of Science
Replies: 44
Views: 194992

The New Kind of Science

<t>it is extremely hard to rank scientists, i agree. do you rank by how much people contribute, or by how bright they are, or by political status? or by # of votes? i guess everyone has their own ranking of scientists. richard feynman, chung, thomas hou, persi diaconis, andrew lo are on top of list....
by GA
May 23rd, 2002, 4:10 pm
Forum: Book And Research Paper Forum
Topic: The New Kind of Science
Replies: 44
Views: 194992

The New Kind of Science

his book was such a hotie, i went to three b&n stores in mid-two nyc. all told me that they are out of stock!!!
by GA
May 14th, 2002, 2:30 pm
Forum: Book And Research Paper Forum
Topic: The New Kind of Science
Replies: 44
Views: 194992

The New Kind of Science

i guess a bit of arrogance helps him marketing his book (No.1 selling on Amazon??). it is simply not fair to compare wolfram with newton; wolfram is a infomercial personality, newton a great scientist.
by GA
May 1st, 2002, 12:39 pm
Forum: Book And Research Paper Forum
Topic: The New Kind of Science
Replies: 44
Views: 194992

The New Kind of Science

"Strong AI is in my opinion doomed to abject failure" please explain, thx
by GA
April 30th, 2002, 4:41 pm
Forum: Book And Research Paper Forum
Topic: The New Kind of Science
Replies: 44
Views: 194992

The New Kind of Science

<t>I have been following the birth of this book since early last year. I did my undergrad thesis on cellular automata and have been very interested in ca since college. However, I am not sure if this book really talks about THE "New Kind of Science". Does anyone on the forum have any inside informat...
by GA
April 30th, 2002, 1:55 pm
Forum: Book And Research Paper Forum
Topic: A Course in Probability Theory Revised
Replies: 3
Views: 190438

A Course in Probability Theory Revised

<t>the instructor's manual for paul's black book is under daivd epstein. if you have the main text, there is a section in preface telling you where you can get the manual. i think the manual is free-charge <img src="i/expressions/face-icon-small-smile.gif" border="0"> and you need to pay shipping an...
by GA
April 30th, 2002, 1:42 pm
Forum: Careers Forum
Topic: How I got my job
Replies: 26
Views: 194535

How I got my job

<t>how could someone who made through stochastic calculus, monte carlo, neutral network, and etc. NOT been able to get A job? i could not understand this. there was a time when physics ph.d. from mit could not find a research position in US, but many of them were smart enough and flexible enough to ...