QuoteOriginally posted by: ra008If called for an on-site interview at a HF or IB, can one safely assume the success probability as around 60% if one does not really screw up the opportunity?ThxThis depends on how one defines "the screwing up the opportunity".

<t>I basically agree with those Amazon reviews on this book. It's like an incomplete summary of their articles. But if you read the credit risk chapter in Duffie's latest edition of Dynamic Asset Pricing Theory, this book may be a decent introduction to their credit risk researches. But you will wan...

Mark Joshi's book is said to assume "basic knowledge" of C++.But, I have only a very limited programming experience in Matlab.Can anyone recommend me a good book on "basic knowledge" of C++ that is sufficient enough to read Mark Joshi's book?

Is GS so much better than JPM in every aspect?I don't know how the name of GS is respected in the market. But, I don't think GS is always the top of the tops.

I'm just getting 2nd round, and expected to meet the team.I just hope to finish this long job search process. It's been more than 3 months...

Just curious. How many interviews do I have to go through before I get the offer (if successful)?1st round - 0.5-1hr interview by phone or at a job fair or campus visit.2nd round - invitation to their work place; a full day interview...And next?

QuoteOriginally posted by: DCFCNot happy, but this is sadly often the case. He may try to put pressure on you to go for the job he got you.Oops! I'm getting enough pressure now. And another one? Oops!Thank you, DCFC.

<t>1. A headhunter is helping me to find out a quant job in NY, and I'm going into the second round interview for the position. But at the same time, I myself is looking for a job in other firms, and got some progress. If I get offers from two places, and choose not to go to the one the headhunter h...

QuoteOriginally posted by: CBefinancialcareer is a fake web.No jobs in HK or China or Taiwan.Is efinancecareer a fake? Oops! I posted my resume there a couple of weeks ago...CB, can you give some more information about why it's a fake?

Thanks everyone.So the bottom line is the salary question is only for experienced and not applied to newbies.

I'm filling in an employment application form now, and it's asking "Minimum Salary Requirement". I really have no idea of the fair amount for entry level quant with PhD. Can I just leave this with blank? Or do I have to provide any number? Or can I just say "market value"?Thanks in advance.

You can use (exponential) affine transformation for Hull-White or CIR.See Bjork or any other textbook on affine term structure models or articles.

<t>QuoteOriginally posted by: tibbarBonds are derivatives of the short rate and the bonds market does not admit arbitrage. Thus the real-world prices of the bonds are arbitrage free -- so for the bonds, fitting the model to the real-world prices is in fact arbtrage free (it is the same as determinin...