<t>QuoteOriginally posted by: matwoodGreat question, wileysw! (All its variants...)Here is my solution to the "unique bid auction" case where everyone gets zero in a tie: Let r be the (unique) real root of the equation x^3+x^2+x-1=0, i.e. r is about 0.5437. Then each player selects integer n with pr...

<t>this is my guess:down-and-in barrier options are valid only when the barrier is crossed. so you should first price all the nodes along the barrier with your tree payoffs and probabilities. then modify the tree by: 1. keeping the calculated payoffs along the barrier; 2. setting all nodes above the...

<r>For master level the City University of Hong Kong has a finance programme with one of the concentrations in financial engineering:<URL url="http://www.fb.cityu.edu.hk/ef/msc/If">http://www.fb.cityu.edu.hk/ef/msc/If</URL> you're talking about Ph.D the best choice would be the B School of the Hong ...

So what job title should i search for if i want such semi-quantitative positions for Fin Eng Master?? the problem is when i see "quant" as the job title i am almost sure it's for PhD's.

<t>I'm a Fin Math master student in UK in a prestigious business school -- among those outside London. Finally finished with my coursework and preparing for dissertation , it's about the time to think about career. I don't plan to go for PhD at the moment, and as everyone knows 9 out of 10 quant job...

<t>would a PRM / FRM be redundent in terms of career opportunity if i'm obtaining a MSc in Financial Math? i had a quick look at the contents of PRM and i feel like i can take Exam I and II immediately. Would the PRM improves my opportunities as a master graduate?another question. FRM requires worki...

<t>i've bought the book but haven't got the time to read it in detail. basically each chapter reviews a model of a technique, and then gives you the C++ codes in the last few pages. little interpretations are given on those codes. i'd say it's more of a handbook than a learning aid for financial C++...

<t>I google the paper with the author name spelled as andersEn and found the following sources:Risk Annual by Nicholas Dunbarhttp://books.global-investor.com/books/20246.htm?ginPtrCode=00000Risk magazinehttp://db.riskwaters.com/public/showPage.html?page=94591though i don't have access to the content...