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by bigmouth
June 14th, 2006, 9:57 am
Forum: Careers Forum
Topic: MSc Financial engineering- Europe Ranking
Replies: 12
Views: 120781

MSc Financial engineering- Europe Ranking

1. DEA Proba et Finance Paris VI - most renowned, best for jobs, most mathematically demanding.2. Zurich - excellent faculty.3. Imperial - good course, based in London.
by bigmouth
April 7th, 2006, 2:22 pm
Forum: Careers Forum
Topic: Shirts
Replies: 10
Views: 111987

Shirts

<t>QuoteOriginally posted by: migalleyQuoteOriginally posted by: bigmouthI've never had to wear suits before and I'm a disastrously bad shopper so any advice would be appreciated.Did you not wear a suit for an interview?Okay well, the word "never" isn't quite accurate; I have worn suits before to in...
by bigmouth
April 7th, 2006, 8:37 am
Forum: Careers Forum
Topic: Shirts
Replies: 10
Views: 111987

Shirts

Thanks for the responses guys!The problem is that I'm starting Monday so I won't have enough time to wait for tailored shirts to be made... guess I should have thought ahead a bit more!!!
by bigmouth
April 6th, 2006, 6:11 pm
Forum: Careers Forum
Topic: Shirts
Replies: 10
Views: 111987

Shirts

<t>Hey,Sorry if this is a totally silly question, but...I'm about to start my first banking job and I need to buy a few shirts. Can anyone recommend a good brand for a tall thin guy? Most brands seem to make rather big-fitting shirts.I've never had to wear suits before and I'm a disastrously bad sho...
by bigmouth
March 30th, 2006, 1:53 pm
Forum: Technical Forum
Topic: Rogers' American options method:: Richardson extrapolation
Replies: 3
Views: 112576

Rogers' American options method:: Richardson extrapolation

I'm sure (ii) isn't a possibility.It is however quite possible that I've made a mistake in my code, or misunderstood the paper in some way. Or that the extrapolation step improves the results significantly.That's why I was hoping somebody might have some further results to compare with mine.
by bigmouth
March 30th, 2006, 12:00 pm
Forum: Technical Forum
Topic: Rogers' American options method:: Richardson extrapolation
Replies: 3
Views: 112576

Rogers' American options method:: Richardson extrapolation

<t>Hello!I'm trying to implement LCG Rogers' MC method for pricing american options for a college project.The option I'm considering is a simple american put.This is the first example featured in the paper...While the prices I'm getting aren't totally nonsensical, they are significantly less accurat...
by bigmouth
March 23rd, 2006, 7:35 pm
Forum: Student Forum
Topic: Analytical solution for barrier options
Replies: 5
Views: 113771

Analytical solution for barrier options

hey thanks guys, I've been looking for that paper for ages... I think the next book I buy should be Googling for dummies :-)
by bigmouth
March 22nd, 2006, 5:40 pm
Forum: Student Forum
Topic: Analytical solution for barrier options
Replies: 5
Views: 113771

Analytical solution for barrier options

<t>Hi,I realise that variants of this question have been posed many times before, but...Does anyone know of any paper or lecture notes available online which contains the derivation of the closed formulas for pricing barrier options in the Black-Scholes world?I would especially like to see the origi...
by bigmouth
February 12th, 2006, 10:57 pm
Forum: Student Forum
Topic: Convex optimization newbie seeks assistance
Replies: 2
Views: 118986

Convex optimization newbie seeks assistance

I want to minimize without constraints a function which I know for theoretical reasons to be convex and piecewise affine- hence not smooth. The function is quite expensive to evaluate.Any suggestions on what sort of methods I should be looking at?Thanks.
by bigmouth
October 18th, 2005, 1:04 pm
Forum: Programming and Software Forum
Topic: C++ book: Intermediate-->Advanced
Replies: 5
Views: 133247

C++ book: Intermediate-->Advanced

<t>Hey all,I have a reasonable if rusty knowledge of C++; did a course in college but I haven't used it for years. I'll be looking for quant jobs soon and I want to get my C++ up to scratch; good enough to be able to answer the very tricky questions that can be given in an interview. I'm hoping that...
by bigmouth
September 21st, 2005, 1:44 am
Forum: Careers Forum
Topic: about French master in finmath (post in french)
Replies: 132
Views: 209847

about French master in finmath (post in french)

Par rapport au Master P6:est-ce que quelqu'un sait s'il y a des examens a noel?
by bigmouth
August 29th, 2005, 11:29 am
Forum: Careers Forum
Topic: Graduate recruitment programmes?
Replies: 6
Views: 138334

Graduate recruitment programmes?

I'm starting a 1yr masters in financial maths shortly.I'm interested in becoming an exotics trader or structurer afterwards. Should I apply to the graduate programmes of investment banks? Or should I wait 'til after I've finished and then approach headhunters?
by bigmouth
August 27th, 2005, 12:23 am
Forum: General Forum
Topic: The Future of QF in India?
Replies: 89
Views: 153661

The Future of QF in India?

<t>QuoteOriginally posted by: fars1d3sI would much rather rely on Russians, Hungarians and Eastern Europeans. These guys win medals at the International Mathematical Olympiads every year, fairly consistently too. I rarely see teams from India or China winning anything significant. To be honest, most...
by bigmouth
August 16th, 2005, 9:30 pm
Forum: Careers Forum
Topic: about French master in finmath (post in french)
Replies: 132
Views: 209847

about French master in finmath (post in french)

<t>QuoteOriginally posted by: gentleautaumnQuoteOriginally posted by: bigmouthvous pensez qu'il serait possible de faire p6 et travailler a temps partiel (20 heures)?est-ce que quelq'un a l'horaire des cours?même question!J'ai été admis à P6 mais rien reçu à propos d'emploie du temps etc.Salut gentl...
by bigmouth
August 4th, 2005, 10:21 am
Forum: Programming and Software Forum
Topic: AppleDouble
Replies: 0
Views: 139570

AppleDouble

<t>This question isn't even slightly QF-related, sorry!I'm trying to open an email attachment which consists of two parts which seem to combine to make up a single document.The content type is given as MULTIPART/APPLEDOUBLE. The two files are of types APPLICATION/APPLEFILE and APPLICATION/OCTET-STRE...
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