SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by SanFranCA2002
March 22nd, 2006, 11:44 pm
Forum: Off Topic
Topic: I'm losing faith in physicists
Replies: 116
Views: 117323

I'm losing faith in physicists

If you are thinking about me in the shower, I think you might try to put more balance into your work/leisure time tradeoff.
by SanFranCA2002
March 22nd, 2006, 11:19 pm
Forum: Off Topic
Topic: I'm losing faith in physicists
Replies: 116
Views: 117323

I'm losing faith in physicists

<t>Its far worse than you think. Nice show on PBS a few weeks ago. Seems physicists can't even agree on how ice melts. Ice. That stuff in the glass in front of you. Ice. Yet they think they have finance (and economics and everything else by some here who shall remain nameless) all figured out. I've ...
by SanFranCA2002
March 1st, 2006, 3:35 pm
Forum: General Forum
Topic: model for yield curve
Replies: 25
Views: 119597

model for yield curve

<t>ruben wroteYou’ve got a problem with this?! I challenge you, or any other economist for that matter, where ever you think you sit on the intellectual ladder, to come up with an original, publishable idea in physics – and I don’t mean “econo-physics”!Sorry. I was out yesterday (and will be out the...
by SanFranCA2002
February 27th, 2006, 6:43 pm
Forum: General Forum
Topic: model for yield curve
Replies: 25
Views: 119597

model for yield curve

The purpose of the paper was to write a nice safe "get your feet wet" kind of thing to move in the direction of more ambitious projects in the future. His web site list his papers are more about physics, and now he is getting interested in economics.
by SanFranCA2002
February 27th, 2006, 6:40 pm
Forum: General Forum
Topic: model for yield curve
Replies: 25
Views: 119597

model for yield curve

<t>Oh, I did appreciate it. The paper had incredibly strict constraints, and given those constraints it was wonderful. Unfortunately, the same (or a little more) effort could have addressed the current DYNAMIC situation in the markets. This right now is about as interesting as it gets with the Fed d...
by SanFranCA2002
February 27th, 2006, 5:09 pm
Forum: General Forum
Topic: model for yield curve
Replies: 25
Views: 119597

model for yield curve

<t>Sorry. I had a really really bad weekend so I'll take it out on you. I think these sorts of papers can be bought by the pound and I don't see anything there that adds value. What is there that allows one to understand the dynamics of the yield curve? Here in the US about a trillion dollars walked...
by SanFranCA2002
September 21st, 2005, 9:13 pm
Forum: Careers Forum
Topic: Can I get input from a real, live, US-employed quant?
Replies: 18
Views: 137078

Can I get input from a real, live, US-employed quant?

<t>As you can tell from by name, I do not work in NY so I am not familiar with the hours. And I do not consider myself a quant anyway, but I do know enough that the Jayendran link is not representative of a quant. He says buy side analyst anyway there. So, I was mostly just trying to eliminate that ...
by SanFranCA2002
September 21st, 2005, 8:18 pm
Forum: Careers Forum
Topic: Can I get input from a real, live, US-employed quant?
Replies: 18
Views: 137078

Can I get input from a real, live, US-employed quant?

<t>Joshi and Derman are the real deal. As for that link, I can't find anything correct about it. and I would bet it was written by someone who has never had anything to do with quantitative finance. Yes, I know he lists Investments something as his association. I don't buy it. Maybe its just me. Aft...
by SanFranCA2002
September 21st, 2005, 7:53 pm
Forum: Careers Forum
Topic: Can I get input from a real, live, US-employed quant?
Replies: 18
Views: 137078

Can I get input from a real, live, US-employed quant?

I find that Jayendran's link is an extremely accurate representation. He only left out the part that for more senior quants, generally a limo service of bikini-clad super-models will chauffeur them home after work. Hope this helps.
by SanFranCA2002
September 19th, 2005, 9:54 pm
Forum: Careers Forum
Topic: Career Advice
Replies: 49
Views: 139627

Career Advice

Sorry, I'm not going to bite. But yes, I am rather familiar with economics concepts.
by SanFranCA2002
September 19th, 2005, 8:03 pm
Forum: Careers Forum
Topic: Career Advice
Replies: 49
Views: 139627

Career Advice

<t>So you want to argue that the question "what is the opportunity cost of not finishing the PhD" is the same as "tell me about the kinds of jobs I can get with an ABD". Darn. Right after I sort of complemented you by indicating you weren't taking yourself seriously. I think anyone would reasonably ...
by SanFranCA2002
September 19th, 2005, 7:28 pm
Forum: Careers Forum
Topic: Career Advice
Replies: 49
Views: 139627

Career Advice

You wrote: "An alternative job with an ABD is, at this time, the opportunity cost for jksaid of finishing the PhD." Interesting sophistry. I'll delete the rest of my answer as unresponsive.
by SanFranCA2002
September 19th, 2005, 6:48 pm
Forum: Careers Forum
Topic: Career Advice
Replies: 49
Views: 139627

Career Advice

<t>Its good that you are not taking yourself as seriously as I had inferred from your writings. OK, to address some of this....You wrote; "Plus, I didn't see any discussion of the risk of failing to complete a Ph.D. or of completing a Ph.D. after a very long time - wouldn't you agree that this is a ...
by SanFranCA2002
September 19th, 2005, 6:09 pm
Forum: Careers Forum
Topic: Career Advice
Replies: 49
Views: 139627

Career Advice

<t>I don't know there guy. You sound like a classically trained economist. That is not a complement. One could memorize everything in the economist's flagship publication American Economic Review and would still be completely clueless in analyzing the economy. I cannot think of a profession in such ...
by SanFranCA2002
September 18th, 2005, 7:58 pm
Forum: Careers Forum
Topic: Career Advice
Replies: 49
Views: 139627

Career Advice

<t>I think you guys need to give it up. Jksaid is a little too smart for you. He may or may not pursue the PhD, but he is not buying into all this junk. Two things, dc, one is that I left a reference for home equity data at the other place if thats what you wanted. Also, in your response here you ag...
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