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by peterw
April 5th, 2007, 12:44 pm
Forum: Careers Forum
Topic: Warwick vs Imperial. Recent graduates are welcomed
Replies: 10
Views: 76926

Warwick vs Imperial. Recent graduates are welcomed

<t>QuoteOriginally posted by: mutleyit's not the airport, it was some funky bar thing last time i saw it. airport sofas were like concrete.yes, sadly Warwick hospitality decided it would be good to give it a more imaginative name, i.e. "The Bar".Whatever it is now called, it still known as the airpo...
by peterw
March 23rd, 2007, 11:32 am
Forum: Careers Forum
Topic: Birkbeck vs Cass vs Warwick
Replies: 28
Views: 156352

Birkbeck vs Cass vs Warwick

<t>from my (limited and slightly biased - I've done some measure/probability tutorials etc) contact with the people who run Warwick's MSc, I think they are very friendly, approachable, competent and have strong links to people actually in the city.my (again, biased) view is that campus life is nice ...
by peterw
January 14th, 2007, 10:04 am
Forum: Careers Forum
Topic: How to choose a Phd
Replies: 19
Views: 84123

How to choose a Phd

<t>DeltaMirror, I've just been through this processI think you should put more weight on what you're interested in and what you'd like your PhD to give you. 3-4 years is a long time! I'm not questioning whether you are really interested in fin math, just whether you're more interested in other thing...
by peterw
January 4th, 2007, 6:17 pm
Forum: Programming and Software Forum
Topic: professionalism/quality of quantlib
Replies: 21
Views: 88339

professionalism/quality of quantlib

indeed, I found it rather straight forward to compile, and I'm a hackish C++ amateur.
by peterw
January 4th, 2007, 4:07 pm
Forum: Programming and Software Forum
Topic: D as a competitor to C++
Replies: 29
Views: 85589

D as a competitor to C++

Just been reading about D.. from http://www.digitalmars.com/d/comparison.html it seems pretty good.Has anyone used it in a quant environment and got any comments?
by peterw
December 26th, 2006, 1:47 pm
Forum: Careers Forum
Topic: Online Math Courses
Replies: 4
Views: 84162

Online Math Courses

<t>hi.. please be more specific. A PhD course in what? algebraic topology? number theory? .. even "pure maths" is quite a big field.Even without hearing exactly what you want, I doubt you'll find anything really useful. Your best bet is to find online lecture notes for well established courses at de...
by peterw
December 6th, 2006, 5:11 pm
Forum: Careers Forum
Topic: qualifications.....
Replies: 2
Views: 85814

qualifications.....

<t>some companies are particularly anal about them. They seem to go along the lines of "no matter how little you cared about your a levels, no matter how rubbish your school, no matter if you literally did no work you should still get all As".E.g. someone from Dataconnection said they only hire peop...
by peterw
December 6th, 2006, 4:44 pm
Forum: Careers Forum
Topic: math finance or pure prob theory phd
Replies: 5
Views: 86624

math finance or pure prob theory phd

<r>basically Green's functions, fourier series methods to solve wave, heat and laplace equation. I looked it up and it was only a second year course. I guess I'll have to do a bit more reading?[edit]Cuchulainn; is this you -> <URL url="http://www.datasim.nl/education/Daniel.html">http://www.datasim....
by peterw
December 6th, 2006, 10:57 am
Forum: Careers Forum
Topic: math finance or pure prob theory phd
Replies: 5
Views: 86624

math finance or pure prob theory phd

<t>thanks. I might go for joint supervision with another prob theory guy then decide after the end of my first year.I understand your point about academic finance but the guy's work is used in industry (and his papers are referenced on these forums) and although I don't think he formally collaborate...
by peterw
December 5th, 2006, 1:11 pm
Forum: Careers Forum
Topic: what is important in a reference letter?
Replies: 6
Views: 86476

what is important in a reference letter?

<t>A rough guess: they are looking for people who can 1. handle the maths involved and 2. preferably go on to a high profile, successful careers (i.e. be a good advert for the program)Your reference needs to convince them of this:1. Mathematical ability (are you doing a quantitative PhD?)2. do you a...
by peterw
December 5th, 2006, 8:51 am
Forum: Careers Forum
Topic: math finance or pure prob theory phd
Replies: 5
Views: 86624

math finance or pure prob theory phd

<t>Hi,I've got a bit of a dilemma - I have the opportunity to change phd projects/supervisors to someone well known in math. finance. However, at this stage I think my main interest is in probability theory and I think I'd like to go into academia at least as much as becoming a quant.Am I right in t...
by peterw
December 3rd, 2006, 12:25 pm
Forum: Brainteaser Forum
Topic: little maths problem
Replies: 9
Views: 89282

little maths problem

yep, by Gelfond's Theorem.
by peterw
December 3rd, 2006, 11:59 am
Forum: Brainteaser Forum
Topic: Algorithms - Drawing from a multi-nomial distribution
Replies: 9
Views: 88886

Algorithms - Drawing from a multi-nomial distribution

if you want a large number of IID samples, Walker alias 'rejection sampling' is hard to beat. Sure, you have to set up a setup a table (IIRC O(N)) but it's O(1) then on
by peterw
December 2nd, 2006, 3:09 pm
Forum: Careers Forum
Topic: MSc Finance/Quantitative Finance UK
Replies: 42
Views: 149141

MSc Finance/Quantitative Finance UK

<t>QuoteOriginally posted by: CompPDEWell as I mentioned previously in another thread, David Hobson and Vicky Henderson are both joining Warwick in jan 2007.The Warwick Maths Institute is very impressive and the business school is also very good too and they have a new building.It depends on what yo...
by peterw
November 1st, 2006, 10:17 am
Forum: Careers Forum
Topic: Written tests at first round interviews
Replies: 5
Views: 89859

Written tests at first round interviews

any chance of feedback on the test when you're done?
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