Infinite thanks DCFC.I have sent you a private msg...

what about in the stats section?

Prob(getting response|question asked)=?:-)

Who would be a 'famous' supervisor to have at IC (in stats and math. fin. sections)?

she is building some sort of an SIV model...

ne1?

<t>Hi,Thanks for your response. I have read quite a few papers on MCMC estimation (by Neil Shephard,Eraker, etc)...some time ago though!However, I don't really wish to spend time designing an MCMC algorithm for a jump diffusion model.Unless, you have a tried and tested one for me...I am using MLE, i...

<t>Hey Wilmotters!I have a question about Jump Diffusion models. I have recently started to play around with them. I am looking at models with a log-normal jump size component (mean reverting). I am fitting these to spread series.I am estimating the parameters using a package called "R" - using a co...

Many thanks sir. Certainly I will not base my decision on that particular aspect. As I said, UCL is nearby! :-)My apologies for calling you rude....I was just having a bit of fun with mit....Thanks for the advice. Rgds,

I feel i can learn alot more at IC. LSE largely have an interest in insurance/actuarial mathematics.I am sure IC wouldn't look that bad on my CV...agreed?

So rude! Mr. "Senior Member"!

Thanks player.I am inclined toward IC...although its a shame that the women side of things is.....oh..well...if i decide to go to IC. Then as far as I remember, Gower Street isn't that far from South Kensington!

Then I would probably end up with more than one PhD.....:-)Seriously, I am sure Imperia ladies are very lovely...just like UCL ladies!Why are we talking about this though? I think i started off by asking for PhD advise! Where has this post ended!

Why...aren't they? haha...I am sure they are.....they r always hiding in the PhD room....need to look harder!

<r>spursfan: I just made up my forum name....it wasn't my intention to deceive anyone! I donot have another Ph.D.....linuxuser99: Yes, I generally agree that things did get out of hand. I wasn't expecting people to start discussing the physical attributes of females at the two colleges! Although, I ...