<t>"Quant Finance involve maths, finance, numbers, programming, logic. Women in general are not great at any of these things.""smart women are attracted towards fashion and modeling "==> Where did you get that from? Scientific research publication? or from a pub conversation?Rather, I would say that...

In the follwing case the output should be the following array ( here size is 15):1013204010 + 1310 + 2010 + 4013 + 2013 + 4020 + 4010 + 13 + 2010 + 13 + 4010 + 20 + 4013 + 20 + 4010 + 13 + 20 +40

<t>I need to write an algorithm that, given a finite set of increasing numbers, will generate the sums of all possible subsets.For example: Given 10, 13, 20, 40.I want an ouput array the will contain:10 + 1310 + 2010 + 4013 + 2013 + 4020 + 4010 + 13 + 2010 + 13 + 4010 + 20 + 40etc.....I will also wa...

<t>One's got to do what one has to do. An average job is better that none. Plus it looks like this one has some upsides: good bank, good business exposure.Dont be offended here but I think the fact that you left your previous job is the thing that may reflect bad on you, more than having MO job:Unle...

They like poker a lot. So they always like combinatorial related probability questions.

<sorry double post>

<t>What do you mean by " ATM swaption volatilities are quoted on the market" ?==> this is not true.how practitioners derive the volatilities for ITM and OTM swaptions from the ATM market data?==> there is no way to do that! And stoch vol models still need to be calibrated on OTM and ITM strikes.The ...

<t>well -10 sound arbitrary => yep. But you said you wanted a quick and dirty solution.Don't you think there is an arbitrary value beyond which someone decided the function should return infinity ?....My guess is that this value is not far from -10....Be carefull that your code will behave as if -6....

std::numeric_limits<double>::infinity() is formally correct but this only there to avoid propagating an error. What I meant by coping precisely means that, in my example, you have to use -10 when you get -infinity and +10 +infinity....

<t>I suggest you adjust your inverse distribution function to be able to cope with the limit values 0 and 1.Surely any cumulative distribution at least in the limit is worth 0 or 1.For example you can set the gaussian cumulative to be 0 for any value smaller than, say -10, and 1 for any value bigger...

<t>That is great. I think there has not been a book on fixed income derivatives - since the Brigo and Mercurio - that goes beyond the mathematical formulas. So I am looking foward for this one.I also think that coding things by yourself is the only way to really learn. Plus sometimes, the practical ...

<t>Lapsilago:One question: My experience is that the type of basis function does not matter much for LS method. What really matters is:1-/ choosing the right observables2-/ choosing the right degre for the basis functions (not too small not too big)3-/ selecting the relevent paths for the fit Looks ...

<t>"Linkedin: it is against Linkedin code of conduct rules. Is it ?"==> yes: contacting someone not connected to you via email for commercial purpose is a breach of code of conduct. "I would not hold your breath about LI doing anything, they haven't the resources to check the story out."==> believe ...

<t>"...Probably tu160, doesnt want the risk to expose himself..."==> I thougt this had already happened and that was why he started the thread in the first place.I am sorry I just can't agree with this: This is the same as witnessing a theft but saying nothing for the fear of being hit.Anyway this H...

tu160: I don't see the point of your thread here.Either you name the HH so we don't fall into the same trap or don't say anything at all.All you are advising here is "don't talk to strangers". Thanks for the advise but my mum already told me that a while ago....