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Search found 22 matches

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by Osas
May 12th, 2006, 5:42 pm
Forum: Student Forum
Topic: Columbia Statistics and MFE Programs
Replies: 8
Views: 111550

Columbia Statistics and MFE Programs

<t>QuoteOriginally posted by: bostonquantI have a hard time believing the Stat progam at Columbia isn't solid. If you have no experience and want to trade I would do the MFE but if you have experience it really doesn't matter which program you complete, do what interests you most. I don't know if th...
by Osas
May 12th, 2006, 10:26 am
Forum: Student Forum
Topic: Columbia Statistics and MFE Programs
Replies: 8
Views: 111550

Columbia Statistics and MFE Programs

By CQF, you mean the certificate in quantitative finance? I'm not sure that there is one at Columbia. I've heard of a certificate in financial engineering, but I don't know how reputable that is.
by Osas
May 11th, 2006, 5:51 pm
Forum: Student Forum
Topic: Columbia Statistics and MFE Programs
Replies: 8
Views: 111550

Columbia Statistics and MFE Programs

<t>Next year, I’ll be applying to both the Statistics and MFE programs at Columbia, and I need to know whether it’s worth the effort. My goal is to get into a quant role at a top trading institution. I’m also applying to Uchicago, Uberkeley and CMU. I need to verify a few things about the Columbia p...
by Osas
April 27th, 2006, 4:14 pm
Forum: Brainteaser Forum
Topic: Rain on a weekend
Replies: 13
Views: 115445

Rain on a weekend

I think this question is also asked by SIG.
by Osas
April 26th, 2006, 6:46 pm
Forum: Student Forum
Topic: electricity futures!!! help needed!!
Replies: 13
Views: 113505

electricity futures!!! help needed!!

<t>Electricity can’t be stored, but if the hydro plants have capabilities such as pumped storage, their owners can delay the production of power until a time when they expect to make higher profits. Electricity forwards can therefore be affected, IF storage reservoirs are large enough they plant own...
by Osas
April 26th, 2006, 5:39 pm
Forum: Careers Forum
Topic: electric power?
Replies: 8
Views: 111104

electric power?

ra008, Where are you? These markets are pretty "domestic" if you are looking for opportunities in a utility. A lot of big banks are in the market too...JARON(Goldman), Lehman, Bear Stearns, Morgan Stanley.
by Osas
December 22nd, 2005, 2:42 pm
Forum: General Forum
Topic: How do I use GARCH to get a pre-determined output volatility?
Replies: 2
Views: 126207

How do I use GARCH to get a pre-determined output volatility?

<t>I’m also trying to I find a relationship between the monthly vols(that I want series 2), and he variance parameters used by GARCH. GARCH(1,1) uses a long-term variance as input. I guess there is a way to transform this variance into a vol. But how to I transform the other GARCH input parameters t...
by Osas
December 21st, 2005, 9:40 pm
Forum: General Forum
Topic: How do I use GARCH to get a pre-determined output volatility?
Replies: 2
Views: 126207

How do I use GARCH to get a pre-determined output volatility?

<t>Given series1(with monthly volatility, x%) and series2, where series2 is calculated as an hourly GARCH basis from series1. How can I use GARCH to simulate series2 so that series2 has a monthly volatility that is (x+c)%, where c is a constant? How would I use calculate the appropriate parameters? ...
by Osas
February 4th, 2003, 6:20 am
Forum: Student Forum
Topic: Easy Statistics question ?
Replies: 1
Views: 189592

Easy Statistics question ?

Is it possible to find an example of a statistic that does not estimate any corresponding population parameter? I can't think of one.
by Osas
January 24th, 2003, 6:01 pm
Forum: Careers Forum
Topic: Trader questions
Replies: 4
Views: 190478

Trader questions

<t>Well, I'm not sure how much I can help since I'm only an undergrad. Anyway, I have had three interviews for trading assistant positions in the US. The companies that I interviewed with were into stock options. They all asked the following questions:1)Are you competitive? Sounds like a silly quest...
by Osas
January 18th, 2003, 6:43 pm
Forum: Off Topic
Topic: where is James?
Replies: 5
Views: 189888

where is James?

But I'm in Barbados, and I don't see him.
by Osas
January 9th, 2003, 3:56 pm
Forum: Off Topic
Topic: Trader Or Not
Replies: 7
Views: 190189

Trader Or Not

<t>Thanks for the replies. I am not completely sure what i want to do. I know that I want to use my math degree in a business environment. At the same time, I know that I don't want a PhD in Math (which seems to be a requirement for quants). I also want a job where I will learn a lot about finance, ...
by Osas
January 8th, 2003, 10:35 pm
Forum: Off Topic
Topic: Trader Or Not
Replies: 7
Views: 190189

Trader Or Not

<t>I am in my last semester of college. I have been offered a job as an assistant trader with a specialist firm. Eventually I want to complete either a masters in financial engineering or an MBA at a top american university? Does anyone know if this job is good preparation? What is the typical caree...
by Osas
December 19th, 2002, 7:36 pm
Forum: Careers Forum
Topic: Looking for an internship on a quant desk
Replies: 19
Views: 192004

Looking for an internship on a quant desk

"how 'bout kaptial?" FDAX just misunderstood, Kapital spelt it incorrectly, and all of you are MEAN!!!
by Osas
December 19th, 2002, 4:03 pm
Forum: Careers Forum
Topic: help on a phone interview
Replies: 8
Views: 191776

help on a phone interview

How good is Susquehanna? Do they pay well? You can private message me.
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