They have posted 2003 salary salary stats long ago..here's the linkhttp://web.gsia.cmu.edu/default.aspx?id=142585hope it works...

<t>QuoteOriginally posted by: spacemonkeyAnything that is a function of |B(t)| is also a function of B(t). Since your terminal condition is also a function of |B(t)| then Im pretty sure that you don't need to do anything extra. The two problems have the same solution. To solve the problem with absor...

QuoteOriginally posted by: BeavisColumbia and NYU will look at quant and verbal scores, but quant is much more important. You'll need at least 95%. Try for a 790 or 800.What about analytical part.I am not sure but I 've heard analytical is more important then verbal.

<t>Hi,I tried the second case ,considering B(t)>0 and then while solving PDE,instead of taking pdf of B(t) ,I took pdf of abs(B(t)),but it didnt worked.What do you suggest to go,if i again consider it as reflecting when it hits zero.and how the conditions changes if i consider it as absorbing bounda...

<r>Hi all,Please help me solving this I have a backward heat equationUxx +2*Ut=0;Terminal condition:U[T]=1+x*xSolving this, U(t,B(t))=1+T-t+x*xThe above is solved by E[integrate[pdf of B(t)*U<S><s>[s]</s>ds]Now if I impose the condition B(t)>0. here B(t) is brownian motion.what is the pdf of B(t).Th...

<r>Hi all,Please help me solving this I have a backward heat equationUxx +2*Ut=0;Terminal condition:U[T]=1+x*xSolving this, U(t,B(t))=1+T-t+x*xThe above is solved by E[integrate[pdf of B(t)*U<S><s>[s]</s>ds]Now if I impose the condition B(t)>0. here B(t) is brownian motion.what is the pdf of B(t).Th...

<t>Thanks for your reply.I have one more doubt and will appreciate if u can help me out.But if a Trader with short position is obliged to hand over the goods,then like the profit of Long position is linear, loss for short should be linear instead of constant value equal to the price he paid to buy t...

<t>In the books they say if a long position is taken by A and Short by B ,and the spot price of future at maturity is above the strike price,B will just loose what he has paid for buying the future and this means B wont be selling the future to A.So basically A wont be getting the goods on which fut...

Vince,Thanks for ur advice.i have seen ur previous messages on this board and kind of feelings people have for ur replies.this is my last msg for this thread.u r free to write anything

<t>Hi,Y did u took pain to write such a stuff.btw i didnt wanted to compare Uof C,i mentioned only purdue and iit.obviously everyone would like to have feedback about the programs which seems to be of similar profiles,but not the kind of one u write.U have so much of time to write rubbish then to pu...

Hi,I am in process of applying for Masters and would like to get feedback from the seniors regarding the programs at purdue and IIT,chicago.Which one is better(reputation,program structure and job scenario),i am planning to apply in one of these two.ThanksMunish

<t>Hi,I agree whatever you said,but write now due to time constraint I cant give CFA level 1 exam before applying,I can give level 1 before joing the unis in june.Is there anyway other that I can do to make admission committee understand that before joining their program I will have lot better knowl...

<t>Hi,I am MS student in EE at University of cincinnati and I am applying for MS finance engineering for fall 2004.I have good mathematic backrground due to engineering background and also studied probabilty theory ,statistcal methodology,computaional finance ,books like john c hull during my grad s...

<t>Hi,I was wondering regarding the status of MS program at IIT Chicago.The positive points I think it has 1)Located in Chicago and present student says that around 90-95% students got job although from thier own links and bit help from IIT career center2)Faculty is from top unis3)Dr.Ong is a new di...

<t>Thanks all for your replies.I think Now I have lot better idea about stratovich integral.AFter discussion with Dr.Srdjan Stojanovic ,it comes like this.Basically we have to think db as dB=2*db and then take the alternate values of Brownian Values to get stratovich integral.This makes sense and he...