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by bootstrapper100
November 27th, 2004, 8:27 am
Forum: General Forum
Topic: Tough interview questions?
Replies: 5
Views: 170087

Tough interview questions?

How about this? Interviewer: If our firm didn't exist , which firm would be at the top of your lift and WHY?Interviewee: blah blah blah....Interviewer: But since we do exist, why did you choose us?...............Tricky little one huh?
by bootstrapper100
November 2nd, 2004, 6:26 am
Forum: Careers Forum
Topic: Advice for Citigroup GCIB Management Associate Interview??
Replies: 1
Views: 170823

Advice for Citigroup GCIB Management Associate Interview??

Any advice much appreciated!
by bootstrapper100
November 2nd, 2004, 5:55 am
Forum: Careers Forum
Topic: Urgent - GS superday for FICC
Replies: 19
Views: 175754

Urgent - GS superday for FICC

<t>I just went for a GS interview , FICC too, they do ask technical questions so be prepared. I went in thinking that there will be more fit questions than technical questions but boy was i surprised, never take the technicals for granted especially when it comes to S&T, GS people are sharp and ...
by bootstrapper100
November 2nd, 2004, 5:05 am
Forum: General Forum
Topic: CBOE VIX
Replies: 1
Views: 170965

CBOE VIX

<r>What's your view, would love to hear what some of you have to say in response to building volatility indices...........<URL url="http://www.cboe.com/micro/vix/method.aspxDoes">http://www.cboe.com/micro/vix/method.aspxDoes</URL> it serve any purpose in the market, what can you do with it?? Care to...
by bootstrapper100
November 2nd, 2004, 4:48 am
Forum: General Forum
Topic: What do you say?
Replies: 6
Views: 171371

What do you say?

<t>Thank you for the reply, I guess the only way to prepare for such quantitative questions is to practise, practise and practise.BTW, maybe I have miscommunicated in my first note. I am just using the forward rate question as an illustration, I was able to answer that question so I do know the answ...
by bootstrapper100
November 2nd, 2004, 4:33 am
Forum: Book And Research Paper Forum
Topic: Volatility as a new asset class?
Replies: 0
Views: 170352

Volatility as a new asset class?

<r>Check this out:<URL url="http://www.iqpc.co.uk/iowa-robot/singlecell.html?topic=223&event=5842Apparently"><LINK_TEXT text="http://www.iqpc.co.uk/iowa-robot/single ... Apparently">http://www.iqpc.co.uk/iowa-robot/singlecell.html?topic=223&event=5842Apparently</LINK_TEXT></URL>, this confer...
by bootstrapper100
November 1st, 2004, 12:26 am
Forum: General Forum
Topic: What do you say?
Replies: 6
Views: 171371

What do you say?

<t>I recently attended an interview with Goldman Sachs and I was asked some quantitative questions on the spot, I can answer most of the questions but I am clueless about the rest. For those who have attended similar interviews and faced typical questions like "if the one year interest rate is 5% an...
by bootstrapper100
October 1st, 2004, 6:55 am
Forum: Book And Research Paper Forum
Topic: Need crash course on vector error correction model
Replies: 0
Views: 173154

Need crash course on vector error correction model

Anyone got a book recommendation for Vector autoregression, vector error correction model and also matrices transformation? Good reference for such stats and regression area?I am working in the credit portfolio risk area.Many thanks!
by bootstrapper100
October 1st, 2004, 6:54 am
Forum: Book And Research Paper Forum
Topic: Need crash course on vector error correction model
Replies: 4
Views: 173598

Need crash course on vector error correction model

Anyone got a book recommendation for Vector autoregression, vector error correction model and also matrices transformation? Good reference for such stats and regression area?I am working in the credit portfolio risk area.Many thanks!
by bootstrapper100
September 29th, 2004, 8:22 am
Forum: General Forum
Topic: Interview Guide Books
Replies: 1
Views: 173836

Interview Guide Books

<r>Hi guys, I am preparing for my investment banking interview. Other than those listed below, any of you got good recommendations for other books that I am not aware of ?1) Vault Guide to Advanced Finance and Quantitative Interviews (Vault Guide to Advanced Finance & Quantitative Interviews)by ...
by bootstrapper100
September 29th, 2004, 8:13 am
Forum: General Forum
Topic: Aptitude Tests
Replies: 0
Views: 173329

Aptitude Tests

<r>Hi guys, see link: <URL url="http://www.barcap.com/campusrecruitment/Anyone">http://www.barcap.com/campusrecruitment/Anyone</URL> has any experience taking this online aptitude test? You have to complete an online resume before you can take the test. How many questions are there? Are they tough? ...
by bootstrapper100
September 20th, 2004, 12:32 am
Forum: Programming and Software Forum
Topic: Financial Calculator on a PDA
Replies: 6
Views: 175357

Financial Calculator on a PDA

<t>Hi all, can anyone advise a PDA software that functions like a financial calculator? You know....performs all the standard financial calculations like NPV, IRR, option pricing using Black Scholes, calculate implied volatilities, get the delta, gamma, vega, calculate duration, convexity, get the a...
by bootstrapper100
September 3rd, 2004, 12:46 am
Forum: Book And Research Paper Forum
Topic: Good reference textbook on international finance
Replies: 4
Views: 177048

Good reference textbook on international finance

Hey guys,I am looking for good reference textbook on international finance, macro economics. A book that talks about general trends in fx, bond, equity and commodity markets type of thing...............any suggestions welcome ............cheers!!
by bootstrapper100
August 17th, 2004, 3:09 pm
Forum: General Forum
Topic: VaR Subadditivity
Replies: 3
Views: 180287

VaR Subadditivity

<t>Hi all, got a question on VaR subadditivity here. Is the subadditivity of VaR dependent on level of confidence? Or will the criteria of normal distribution be sufficient? My friend and I are confused and we much appreciate any help. Pls see the reference paper attached. Especially on page 14 , fi...
by bootstrapper100
June 20th, 2004, 11:26 pm
Forum: Student Forum
Topic: Figlewski's paper on adaptive mesh model (JFE 1999)
Replies: 9
Views: 186961

Figlewski's paper on adaptive mesh model (JFE 1999)

Hi Collector, thanks a zillion !!