SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by Keanu
March 8th, 2012, 3:56 pm
Forum: Technical Forum
Topic: quadrinomial tree
Replies: 3
Views: 16711

quadrinomial tree

You can find a 2-dim binomial tree in the "Collector's" book, "OPtion pricing Forumulas".
by Keanu
December 15th, 2011, 5:23 pm
Forum: General Forum
Topic: CB with parisian softcall
Replies: 14
Views: 66128

CB with parisian softcall

QuoteOriginally posted by: Joshua2004exact numeric solutionIsn't that a bit contradictory ?Can you share your solution ?
by Keanu
September 1st, 2011, 7:33 am
Forum: Careers Forum
Topic: Heads of research in IBs
Replies: 43
Views: 23504

Heads of research in IBs

<t>Yes, i heard too, Gatarek is at UniCredit,.I think Lutz Schloegl (former Head of Credit Research at Lehman Brothers) and Phillip Schoenbucher are at Goldman Sachs.But the GS politics is not make a big deal out of it. I heard quants at GS have to keep strictly quiet about there know-how, i.e. they...
by Keanu
July 25th, 2011, 2:11 pm
Forum: Careers Forum
Topic: How to get serious about trading
Replies: 22
Views: 21633

How to get serious about trading

Why ? What is wrong about it ?
by Keanu
June 16th, 2011, 12:01 pm
Forum: Off Topic
Topic: Random photo's
Replies: 1856
Views: 95829

Random photo's

QuoteOriginally posted by: outrunWhat is the point ?
by Keanu
February 26th, 2010, 2:36 pm
Forum: Book And Research Paper Forum
Topic: Good Credit Books
Replies: 4
Views: 34843

Good Credit Books

The books of Schönbucher and Jon Gregory are good.
by Keanu
February 23rd, 2010, 8:06 pm
Forum: Careers Forum
Topic: Algorithmic Trading or Quantitative Analytics
Replies: 5
Views: 31347

Algorithmic Trading or Quantitative Analytics

<t>QuoteOriginally posted by: QArbiTraderI came across an older thread regarding a carrer choice between algotrading or quant analytics.algo vs analyticsThat was a particular case regarding two job offers but made me wonder about what do people think in more general settings.I know right now algo tr...
by Keanu
February 23rd, 2010, 7:52 pm
Forum: Careers Forum
Topic: What Do Quants Do?
Replies: 37
Views: 38499

What Do Quants Do?

<t>QuoteOriginally posted by: Finance1987Good one Escape Artist. But, I would like to know do "Quants" develop and then "test" these risk management, etc tools ? (Who tests them? What if their models are riddled with bugs? Who validates these models???) The quants will test them while they are devol...
by Keanu
February 23rd, 2010, 7:26 pm
Forum: Careers Forum
Topic: What Do Quants Do?
Replies: 37
Views: 38499

What Do Quants Do?

<t>QuoteQuoteYou are thinking of the quants who write papers on their models and go talk at conferences in exotic locations. Well, they live on the same planet as unicorns. Industry quants are working against short, but not unreasonable, deadlines.Alright, but why is that? You'd think that after som...
by Keanu
February 23rd, 2010, 4:25 pm
Forum: Careers Forum
Topic: What Do Quants Do?
Replies: 37
Views: 38499

What Do Quants Do?

<t>QuoteOriginally posted by: EscapeArtist999QuoteOriginally posted by: KeanuQuoteOriginally posted by: curtpThanks for the replies and links, very interesting. Still don't get it though. Are quants at all concerned with economic theory, or don't you need it do to your work?No, it's all about financ...
by Keanu
February 23rd, 2010, 11:06 am
Forum: Careers Forum
Topic: What Do Quants Do?
Replies: 37
Views: 38499

What Do Quants Do?

<t>QuoteOriginally posted by: curtpThanks for the replies and links, very interesting. Still don't get it though. Are quants at all concerned with economic theory, or don't you need it do to your work?No, it's all about financial mathematics and coding.QuoteI found one thing in Joshi's article a bit...
by Keanu
February 22nd, 2010, 7:16 pm
Forum: Careers Forum
Topic: What Do Quants Do?
Replies: 37
Views: 38499

What Do Quants Do?

Check out:Mark Joshi: On becoming a quant
by Keanu
February 22nd, 2010, 6:05 pm
Forum: General Forum
Topic: Is my professor is incompetent
Replies: 15
Views: 33194

Is my professor is incompetent

Yes, your professor has obviously no intuition.Is he a mathematics of economics professor ?
by Keanu
February 17th, 2010, 3:22 pm
Forum: Careers Forum
Topic: Back Office - Model development?
Replies: 3
Views: 30939

Back Office - Model development?

I dont think so.Usually they use native models of the trading system or some models developed by the Front Office.In that case, these models will be approved by some model validation department.
by Keanu
February 13th, 2010, 1:17 pm
Forum: Careers Forum
Topic: Quant related research?
Replies: 2
Views: 30384

Quant related research?

<t>Quote 1) Intra-Daily Volume Modeling and Prediction for Algorithmic Trading 2) Assessing the Impact of Algorithmic Trading on Markets: A Simulation Approach I would go for the these two. These topics should have future as they are less prop. desks on the market nowadays. Also, they are a lot of r...
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