QuoteOriginally posted by: olaolson7pm, worst case? Welcome to London, my son! In the beginning maybe but normally after 7pm is the time to sort out the daily fuck-ups.I expect nothing less, but this is indeed the beinning.

<t>You are both right, of course!Salary: 35Budget and its flexibility: Good questions. I suppose that's one of the things I'm trying to figure out. Is around 170 reasonable? Too high or too low?Location: Liverpool StHow important is peace & quiet ? 3How much do you want to avoid rough areas ? 7H...

Any tips on how to find a studio/1 bedroom flat to rent in London? I'm going to be working in the City so any help on good areas for that would also be appreciated. What rent is reasonable (for an entry level City salary)?Also if anyone's interested in sharing a flat let me know.

<t>QuoteOriginally posted by: hennyI wonder if one can classify Excel as a "declarative language". Isn't declarative = functional?The functional languages are a subset of the declarative languages (which also include Prolog, for instance). Excel and SQL are both declarative in a way, but since they ...

<t>QuoteOriginally posted by: TomfrGood luck to reproduce their entire model, some parts are not fully divulged in their book (vega-time among others)! If you were able to get the full model, that would probably mean that you have had access to privileged information and could indeed be a problem, I...

<t>Would there be a legal problem with implementing the filtering system described in Introduction to High Frequency Finance (Olsen Associates) in an academic environment? Or is it covered fully or partly by patents?And, while I'm at it, are there other filtering techniques out there that would be e...

Anyone? I'm interested in hearing more about BNP too.

<t>Inspired by the APL thread I though I'd bring up a topic that I've been thinking about for a while now:How widespread is the use of functional languages like Haskell and OCaml in quant finance? I get the feeling that many of the models and algorithms discussed here could be expressed very neatly ...

QuoteYou could use the historical distribution for your random numbers, but I'm hesitant to recommend even that for several reasons...Can you elaborate on why you don't think it's a good idea?

<t>Well unfortunately, unless you enroll as a student or become a researcher there you won't have access to this data. However, there is a possiblity that we, the development team, can cooperate with external parties on some specific projects (for instance developing tools and models for this kind o...

<t>Below is an except from the press release of a project I am involved in, and which I think that people here on Wilmott.com might find interesting. I'd be happy to answer any questions that you might have.Lund University, Sweden, has in collaboration with the Scandinavian informationprovider SIX, ...

How well is Commerzbank regarded in the quant community? In terms of career propects, what would the difference be between starting a career as a quant/quant developer there and a tier 1 IB?

<t>Hi everyone!I have read a couple of old threads about the difference between working as a quant for a hedge fund and an investment bank, however I'm wondering if it's the same for developers/quant developers.Specifically, is it better to start a career as a junior developer at a top tier investme...