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by jfuqua
June 27th, 2015, 7:10 pm
Forum: Careers Forum
Topic: Renaissance Technologies
Replies: 10
Views: 140011

Renaissance Technologies

<t>How an Exclusive Hedge Fund Turbocharged Its Retirement Planby Richard RubinMargaret CollinsJune 16, 2015 ? 4:00 AM CDT Updated on June 16, 2015 ? 11:36 AM CDTIt?s one of the sweetest employee perks in the hedge-fund world: a chance to invest in Medallion, the wildly profitable fund created by ma...
by jfuqua
April 28th, 2014, 3:47 pm
Forum: General Forum
Topic: Are there still floor traders ?
Replies: 11
Views: 6026

Are there still floor traders ?

I read that very little stock floor trading is done.But what about commodities and bonds [others?] ?
by jfuqua
April 20th, 2014, 8:27 pm
Forum: General Forum
Topic: RISK March 2014---Where is it?
Replies: 0
Views: 4699

RISK March 2014---Where is it?

<t>Has anyone or their library not received the March issue ?My university library has not got it yet and has not found why.ProQuest lists all prior issue as well as April [which I doubt is complete and not an error] but not March. The librarian says the publisher is undergoing some changes in publi...
by jfuqua
January 30th, 2014, 3:20 pm
Forum: General Forum
Topic: Death of Marc Yor
Replies: 10
Views: 8144

Death of Marc Yor

Extended Obituaryhttp://stat-www.berkeley.edu/users/pitman/yor/obituary
by jfuqua
January 20th, 2014, 3:23 pm
Forum: General Forum
Topic: Death of Marc Yor
Replies: 10
Views: 8144

Death of Marc Yor

Does anyone have more information ? I've seen very little.A number of people were shocked by his death. When anyone dies suddenly and so young people want to have a better idea what happened---I guess partly as a question of our own mortality.
by jfuqua
January 12th, 2014, 5:38 pm
Forum: General Forum
Topic: Death of Marc Yor
Replies: 10
Views: 8144

Death of Marc Yor

by jfuqua
January 7th, 2014, 4:50 pm
Forum: General Forum
Topic: State of Russian Math./Science
Replies: 74
Views: 26389

State of Russian Math./Science

<t>In the late 80's the founder of the derivatives firm I worked for had a joint partnership with Russian businesses and universities. Russian mathematicians, computer people came to the US and we put them together with US and other firms. I went to meeting between the two on statistics and helped w...
by jfuqua
January 4th, 2014, 3:42 pm
Forum: General Forum
Topic: State of Russian Math./Science
Replies: 74
Views: 26389

State of Russian Math./Science

My real question was about the relationship and what differs between MSU and Steklov.
by jfuqua
January 3rd, 2014, 8:13 pm
Forum: General Forum
Topic: State of Russian Math./Science
Replies: 74
Views: 26389

State of Russian Math./Science

<t>Maybe someone can clarify.I often read of Moscow State University and Steklov Institute as being the 'top' places.Is it that MSU is the best school---through Candidate [Dr. Sci ?]---and that Steklov is a research institute granting no degrees [despite having a Dissertation Council].Somewhat like ...
by jfuqua
October 22nd, 2013, 8:42 pm
Forum: General Forum
Topic: Finance Masters in Russia, Poland, other ?
Replies: 12
Views: 7507

Finance Masters in Russia, Poland, other ?

<t>Several American universities have branch campuses in other countries. The University of Chicago offers their MSFM Program in Singapore as a satellite program.England, France and Germany have Masters programs in Quantitative Finance [or similar names] but I can?t think of other European countries...
by jfuqua
October 4th, 2013, 8:49 pm
Forum: Book And Research Paper Forum
Topic: Journal indexed ?
Replies: 2
Views: 6610

Journal indexed ?

No. I just ran across the journal in our library and one issue had three finance articles.I index all the quantitative finance articles I find and thought I could find the listing online rather than going through all the paper volumes.
by jfuqua
October 4th, 2013, 6:34 pm
Forum: Book And Research Paper Forum
Topic: Journal indexed ?
Replies: 2
Views: 6610

Journal indexed ?

[Revue des] Annales de l'Institut de Statistque de l'Université de Paris It appears to be paper copy only but odd no site that lists names/authors of published articles.University library could not find either.
by jfuqua
July 15th, 2013, 6:02 pm
Forum: Book And Research Paper Forum
Topic: Gyongy Paper
Replies: 10
Views: 83383

Gyongy Paper

<t>Brunick Gerard, Steven Shreve ?Mimicking an Itô Process by a Solution of a Stochastic Differential Equation? Annals of Applied Probability August 2013 V.23 #4 Given a multi-dimensional Itô process whose drift and diffusion terms are adapted processes, we construct a weak solution to a stochastic ...
by jfuqua
June 27th, 2013, 9:22 pm
Forum: Book And Research Paper Forum
Topic: Mathematicians vrs. Analyists [Pure vrs. Applied]
Replies: 0
Views: 7674

Mathematicians vrs. Analyists [Pure vrs. Applied]

<t>A 1999 issue of Philosophical Transactions of the Royal Society was devoted to finance.As I recall a noted expert said trading/quant shops, need at most one "mathematician"----careful checking of proofs, consistency, i.e. "Pure"---and the rest of quant stafff applied mathematicians.Anyone recall ...
by jfuqua
June 20th, 2013, 1:25 pm
Forum: Numerical Methods Forum
Topic: Implicit Euler vs Crank-Nicolson FDM
Replies: 27
Views: 57941

Implicit Euler vs Crank-Nicolson FDM

Yes that is it but published in the latest 'Quantitative Finance.'
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