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by Liguo
March 11th, 2004, 6:47 pm
Forum: Careers Forum
Topic: CSFB Interviews
Replies: 59
Views: 198364

CSFB Interviews

<t>QuoteOriginally posted by: GerasimosQuoteOriginally posted by: LiguoQuoteOriginally posted by: playerCSFB was, is and possibly in the near future will continue to remain a bit of a joke....HR run the whole house over there.My experience may be a special case. I was just hired by CSFB a couple of ...
by Liguo
March 6th, 2004, 5:48 pm
Forum: Careers Forum
Topic: CSFB Interviews
Replies: 59
Views: 198364

CSFB Interviews

<t>QuoteOriginally posted by: playerCSFB was, is and possibly in the near future will continue to remain a bit of a joke....HR run the whole house over there.My experience may be a special case. I was just hired by CSFB a couple of weeks ago. Never talked to a single HR people until I received the o...
by Liguo
February 14th, 2004, 12:24 am
Forum: Careers Forum
Topic: Practice of Quantitative Arbitrage
Replies: 0
Views: 189410

Practice of Quantitative Arbitrage

I am talking to a group, which is practicing "Quantitative Arbitrage". This seems to be different than the statistical arbitrage mentioned serveral times on this forum earlier. Can any wise man here share some insights, experience or speculation?Thanks for your input.
by Liguo
November 24th, 2003, 3:57 pm
Forum: Programming and Software Forum
Topic: C++ : data from txt files
Replies: 5
Views: 189795

C++ : data from txt files

<t>How about this? ifstream fin("data.txt"); int temp[3]; char tmpch; while (fin >> temp[0] >> tmpch>> temp[1] >> tmpch>> temp[2]) { cout << temp[0] << ',' << temp[1] << ',' << temp[2] << endl; fin.clear(); fin.ignore(std::numeric_limits<std::streamsize>::max(), '\n'); } fin.close(); Of course, this...
by Liguo
October 28th, 2003, 4:53 pm
Forum: Programming and Software Forum
Topic: C++ STL Vector Merging
Replies: 9
Views: 189995

C++ STL Vector Merging

<t>With the least function calls, you should do this:using namespace std;vector<int> test3(test1.size()+test2.size());merge(test1.begin(), test1.end(), test2.begin(), test2.end(), test3.begin());// As the test1 and test2 are already sorted, so test3 is also sorted by "<".vector<int>::iterator end = ...
by Liguo
October 6th, 2003, 12:53 pm
Forum: Careers Forum
Topic: Need Internship or Entry Level Opportunity
Replies: 9
Views: 190375

Need Internship or Entry Level Opportunity

The website is built with MS Frontpage's scheme with modification by hands, and I guess that I am not alone in the bad taste. Thanks for the suggestion. I'll try to change it.
by Liguo
October 6th, 2003, 12:53 pm
Forum: Careers Forum
Topic: Need Internship or Entry Level Opportunity
Replies: 9
Views: 190375

Need Internship or Entry Level Opportunity

Sorry. Double replies.
by Liguo
October 5th, 2003, 6:55 pm
Forum: Careers Forum
Topic: Need Internship or Entry Level Opportunity
Replies: 9
Views: 190375

Need Internship or Entry Level Opportunity

QuoteOriginally posted by: CarolynTA better chance to market yourself is to post most of solutions to exercises in Duffie's DAPT book on your web.Sorry. I haven't read this book yet. Now, it is on the top of my book list. I will do it as soon as I start it.Thanks for the advice.
by Liguo
October 5th, 2003, 3:40 am
Forum: Careers Forum
Topic: Information on PPL quant group
Replies: 0
Views: 189269

Information on PPL quant group

<t>A friend of mine recommended the quant group in PPL (Pennsylvania Power & Light) to me. I cannot find enough information about them on the internet. Does anyone here have more information on them? What they do? And what kind of stuff that they are mainly dealing with?Thanks in advance for any...
by Liguo
October 4th, 2003, 4:39 pm
Forum: Careers Forum
Topic: Need Internship or Entry Level Opportunity
Replies: 9
Views: 190375

Need Internship or Entry Level Opportunity

<t>I am going to get my Ph.D. in Physics this December, and am searching for an intern or entry level opportunity anywhere in US. I just want to get the opportunity to gain some real world experience in quantitative finance. I wouldn't mind to just work for experience without monetary compensation f...
by Liguo
October 4th, 2003, 3:50 pm
Forum: Programming and Software Forum
Topic: easy mathematica question
Replies: 10
Views: 191111

easy mathematica question

<t>Please see the warning at the end!!!!!Sorry. I cannot reproduce your error in the following versions of Mathematica: 4.0 Linux, 4.2.0 Linux, 4.2.1 Linux, and 5.0.0 Win32.The error message you get is due to the failure of NonlinearRegress. I accidentally found out this when I failed to define VolD...
by Liguo
October 3rd, 2003, 8:32 pm
Forum: Programming and Software Forum
Topic: easy mathematica question
Replies: 10
Views: 191111

easy mathematica question

Try to do Needs["Statistics`NonlinearFit`"]before you run the NonlinearRegress. Just like NonlinearFit, NonelinearRegress also needs Statistics`NonlinearFit`.If this doesn't solve your problem, check the version of your Mathematica. It works in Mathemtica 4.2.1.0.
by Liguo
October 3rd, 2003, 3:01 pm
Forum: Programming and Software Forum
Topic: easy mathematica question
Replies: 10
Views: 191111

easy mathematica question

Did you tried the NonlinearRegress method? It did exactly what you wanted.Here is the result:{a -> 1.197071784342699`, b -> -1.606134993286988`, c -> 3.2666722896250926`, d -> 0.0008110958925133949`}
by Liguo
October 2nd, 2003, 8:32 pm
Forum: Programming and Software Forum
Topic: easy mathematica question
Replies: 10
Views: 191111

easy mathematica question

<r>Why don't you use NonlinearRegress? It is much easier. Try the following:BestFitParameters /. NonlinearRegress[data, 1/(4*c^3)*(b^2 + 2*a*b*c + 2*(a^2)*(c^2) + 8*b*c*d + 8*a*(c^2)*d + 4*(c^3)*(d^2)*t) - Exp[-c*t]*(8*b*c*d + 8*a*(c^2)*d + 8*b*(c^2)*d*t) - Exp[-2*c*t]*((b^2) + 2*a*b*c + 2*(a^2)*(c^...
by Liguo
September 23rd, 2003, 12:54 pm
Forum: Programming and Software Forum
Topic: QPG Model Library of Morgan Stanley
Replies: 2
Views: 190115

QPG Model Library of Morgan Stanley

Now I know what it is, and I should find more information about it. Thanks.