<t>I would advise you to apply to a good Msc in maths. I mean Maths, not mathematical finance.Something you think you'd like: topology, differential geometry, number theory, stochastic calculus, you name it.Since you seem to be passionate and enthusiastic, the lack of a first degree in mathematics s...

Hi all,can anybody point me to good, free (as in *.pdf), introductory paperson statistical arbitrage?Thanks,amleto

I had a very bad experience with Richard Burns at Orgtel

I understand the Feynamn-Kac formula as a concept which links solutionsto PDEs with stopping-time problems, but I don't know how all that is used in practice in pricing options.Can anyone point me to an example?Thanks,amleto

<t>Because of a mistake on my side, I had two different headhunters sending my CV, on the same day, for the same position in the same bank. I understand that the bank now will not consider my CV, as they would not know how to deal with the two headhunters who proposed me practically at the same time...

Hi, I am sorry I don't have the answer.On the opposite, could you suggest me any good introductory paperson the use of Kalman filtering in finance?ThanksAmleto

Hi,it is a random variable, with expectation value 0.To work out what the variance is, you need to put limits to the integration.(Basically you can swap the expectation operator E with the integral sign)amleto

<t>This is a question I was asked during an interview, so I thought it could be useful to post it here.In particular, I think I can solve it very simply, but I am wondering if I am totally wrong, hence I'd like to see someone else having a go at it.The question is:%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%the...

<t>Dear all,I am wondering if anybody can answer, even partially, the following questions:1- which is the expected number of interviews one has to do to get a job?2- Why do I get interview offers from very big names only, which then have very strict selectionprocedures? Aren't there small firms out ...

<t>QuoteOriginally posted by: JimAs a stand alone statement, the 42; does nothing. When part of a "for" statement (like for (int i = 0; 42; ++i) {}} it will cause the loop to iterate forever.Any expression can be used as a stand alone statement. This allows functions (which might have side effects) ...

Thanks very much for the effort.I know the Feynman interpretation of quantum mechanics, but still don't get what you are saying.I'll do some work and read your answer after that.have a good dayamletoPS: could you do martingale repr theorem in 100 words?

Well, I know I am being cheeky, but I was wondering if someone here can give me asimple introduction to the concepts in the title (e.g. a simple concrete example).I have been told Oksendal explains it all, but I'd appreciatesome words of wisdom to start up...TIAamleto

Hi Miesje, sounds interesting.Do you think one can find the paper somewhere on the net?thanksamleto

Thanks.Delta is the time-step, correct?amleto

<t>Sorry for asking such a naive question.I am reading Hull; in section 1 of chapter 15, he explains in detail the binomial tree model as developed by Cox, Ross and Rubinstein.Basically, in a time step, the stock can move up from S to Su>S with probabilty p, or down from S to Sd<S with probability (...