LehmanLive has a pretty good search function.

I'd try the same brokers you (or your firm) uses for corporate bonds.

<t>Think about what your results would say with regular regression with one independent variable (i.e. with intercept, variable is not significant, but w/o it is).This could happen if you took some uncorrelated data and centered it on the point (10, 10). With intercept, you'd get an intercept of 10 ...

Interestingly, the Dietz method isn't even mentioned in Spaulding.

Any recommendations on existing systems? Any comments on:Wilshire AxiomLehman PointCMS BondedgeYieldbook (have not heard good things)What else is out there?Thanks.KO

<t>big national bank.....assuming you mean the likes of Wachovia, BoA, etc.both are presumably known names. Having Gold in Sacks on your resume doesn't help too much if you aren't using your skills. Also, you're more likely to advance and make a good impact at a job you'll like. As someone who works...

<t>switching jobs later in the year. You won't get the bonus from the current employer and the new employer will pro-rate your bonus when February rolls around. Is it common for companies to compensate new hires for this lost comp?When I was a newbie, I knew a guy who left in Dec. I said "you'd thin...

<t>Verbal 600 is more than fine. I was in the same range .... very good in quant and analytical and 600 on Verbal. At that time, 600 corresponded to 84%-tile. So, I was not worried at all. Better than 84% of all people who intend to go to grad school. This includes all those who are interested in pr...

<t>you do not need any physics to become a quant. It is purely the mathematical methods and the problem solving skills that are learned by physics students that are desired/useful.US undergrad econ is usually not that rigorous, so I'd take 101/102, Intermediate, and perhaps money and banking, but lo...

<t>Hey, don't let the non-quant people (head hunters, etc.) know that an 800 isn't that hard.I am surprised about all the attn. the Princeton program is getting. I think the school is great, overall.However, they don't even have a Bschool and their program claims to be "more than just financial eng....

<t>I'd say 80k min. Of course this depends on the school and whether your programming experience was with a financial firm. A good phd with "academic experience" in finance should warrant more than 60k in Chicago. I am not sure what effect the economy has had on starting salaries, though.In fact, I ...

<t>take the job....or apply for jobs and phd programs simultaneously (as recommended by NJ). You're young. Phd programs are always there and your age won't count against you for a while. Obviously, you'll want to do some grad program eventually. No need to rush. I think working right away gives "you...

<t>Ahhhhh, OK.Yes, they are definitely good ol' regular martingales. You can view sig1(t) and sig2(t) as speeding up or slowing down the brownian motion. i.e. a time change. Oksendal has some on this, also K&S page 174. The time change is related to the quadratic variation process, which in this...

<t>If X(o) <> zero, isn't this the solution to dX = sig X dWX(t) = X(o) exp[ - t sig^2/2 + sig W(t) ] (*)this falls within the class of (what I call) exponential martingales. In fact, I think any strictkly positive martingale has the exponential martingale form.Note, I didn't realize you were lettin...