Thanks you all for the information

Looking for this bookArbitrage Pricing of Derivative SecuritiesTheory and applications - Part IInterest Rate Derivatives Part II by M. Musiela and M. RutkowskiThe only one I can find written by these 2 guys isMartingale Methods in Financial Modelling Can someone help me? Thanks a lot.

Thank you all for the advice. I think I'll try not to send him my answers. Any thoughts on how to accomplish this without hurting anyone's feelings?

<t>Had an phone interview set up by a headhunter. At the end of it the interviewer asked me to finish a set of homework-like problems and to turn in my answers in a few days. The thing is that I told the headhunter about this and he asked me to send him a copy of my answers as well when I finished t...

<t>General Solutions of some Interest Rate-Contingent Claim Pricing Equations, D. R. Beaglehole and M. S. Tenney, Jounal of Fixed Income, page 69-83, 1991Corrections and Additions to 'A Nonlinear Equalibrium Model of Term Structure of Interest Rates', D. R. Beaglehole and M. S. Tenney, Jounal of Fin...

QuoteOriginally posted by: quadraturehow would u write an integration function so that it can be used to integrate any mathematical function ? (assuming u have some numerical integration scheme).Monte Carlo? Sample randomly and take average?

Did a search and found some posts on C++, how about C? Any typical questions? Any good books?Thanks.

Anyone had experience with Recruit IT Associates Ltd and Millar Associates? Anyone based in the US got jobs in the US using hhs in the UK? I mean some of these UK hhs do advertise positions in NYC.Thanks.

<t>Hi all,I am looking for projects to get myself busy, sharpen my programming skills, and learn finance. Will do work on C/C++ or VBA. I have a physics PhD from a good US school. Good math. Basic knowledge of derivatives. Particularly looking for work involving analyzing large amount of real financ...

I noticed this one. But the title doesn't sound like an entry-level position.QuoteOriginally posted by: ppauperThere's a fun looking one from scotia advertised on workopolis you guys might tryAssociate Director Financial Engineer

I'd like to know too. this seems to be one but I don't have any experience with them.QuoteOriginally posted by: LucetiosCan any one tell me what head hunter agancies are good for quant jobs in Toronto area?

<t>"Minimum of 2 years work experience in financial services, banking industry preferred"? this really kills.Surprised by the $75k-salary. Isn't that a bit too low (considering a PhD + 2 years of experience)? I thought it'd be >$100K, the amount offered to junior quants in the states.QuoteOriginally...

<t>Going to have a phone interview for a quant position in a weather group. Responsibilities include analyzing, modeling, pricing weather risks. I have no knowledge in this area. Only know basic stuff in financial derivatives from books such as Wilmott's. I can see how things like temperatures get t...

QuoteOriginally posted by: monkeyAGeneral forumthat thread's on Matlab I think? MathCad is much much less powerful than Matlab.

anyone, please?