Dunno if they have a regular quant team at front desk, but they do have a team for risk management. Relocate within Asia is easy, not sure about US though

Has anyone seen the book? Any comment?

<t>I know this question seems somewhat odd. But when I talked with a CRO in an emerging market-based investment house this week and heard that IRB/AIRB is not necessarily their ideal choice because that would let them keep more money on reserve based on their internal research, they would rather use...

<t>QuoteOriginally posted by: ValderamaQuoteOriginally posted by: csaAs far as Finance Ph.D.'s go, U of Chicago is definitely the best. I would say that NYU, Sloan, and Wharton are pretty high up there.QuoteOriginally posted by: adasNot ranked.1. U Chicago2. U Michigan3. Berkeley4. Stanford5. Wharto...

Jorion's book is a bit outdated now. If you can only buy one book on VaR, go for Holton.

In Princeton there is a Mulvey, in Cambridge we have a Dempster. Students beware!

Whoops double click!

Bjork is definitely more readable than Shreve.

any comment?

any good news for the Vol 2, alan?QuoteOriginally posted by: AlanBesides the Wilmott Bookshop, it's available now at amazon.comHowever, the Wilmott Bookshop has it actually in stock, whileamazon currently will make you wait a few weeks while theyorder it in.regards, alan

<t>QuoteOriginally posted by: adasQuoteOriginally posted by: SierpinskyJanitorThat´s not an excellent choice for a beginner... (are you mad?)... try this one instead!If he's read Shreve's Stochastic Calculus and Finance, then Oksendal should be a walk in the park.Then he got to have a pretty steep l...

Aye aye for EJOR!

So what's your point? Can you take course both from NYU and CMU?

Try Salih Neftci "Intro to Mathematics of Financial Derivatives" 2nd ed. Academic Press