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by sbssergio
February 28th, 2007, 6:04 pm
Forum: Numerical Methods Forum
Topic: Looking for algo of optimized bi/trinomial trees
Replies: 0
Views: 78795

Looking for algo of optimized bi/trinomial trees

<t>Hi all, I am looking for algorithm (any language) of optimized version of lattice method for american option pricing. The ones I have in head are- The willow tree of Michael Curran or the modified willow tree of Haussmann and Yan- the Lean tree of Baule and WILKENS - Longstaff-Schwartz AlgorithmA...
by sbssergio
June 15th, 2006, 5:51 am
Forum: Book And Research Paper Forum
Topic: PRM Handbook
Replies: 43
Views: 196425

PRM Handbook

That's the point, I beleave the limit is in their wealth.Personally I am student and 120$ for a book is not affordable. Nevertheless, you're roght : it's kind of illegal , so I do appologize!
by sbssergio
June 10th, 2006, 2:42 pm
Forum: Book And Research Paper Forum
Topic: PRM Handbook
Replies: 43
Views: 196425

PRM Handbook

Hi gsrikanth, That's great. Could you send it to me by email (I send you my adress by private message). thanks
by sbssergio
March 29th, 2006, 6:44 am
Forum: Careers Forum
Topic: Career advice
Replies: 0
Views: 112154

Career advice

<t>Hi guys, I need some info of people working in the banking sector.My background : business school + computer science + actuarial science (2 bach & 2 masters)I was looking for quantitative trading (credit derivative trading, exotic options ... ) in a top tier bank but didn't get it.I get an of...
by sbssergio
August 15th, 2005, 6:33 am
Forum: Careers Forum
Topic: Quant/trading VS strat consulting
Replies: 4
Views: 139667

Quant/trading VS strat consulting

<t>Hi all,I will soon finish a master in science in management and a master in actuarial science and I just get an offer from a top Strategy Consulting firm (McKinsey / Bain / BCG). Nevertheless I have a real interest in financial markets and really like modelling positions ...This is why I am also ...
by sbssergio
June 11th, 2005, 6:00 am
Forum: Careers Forum
Topic: Optiver
Replies: 16
Views: 200936

Optiver

<t>Moreover, if you want to be a trader but on the other hand you deam of moddeling and building up strategies, this description sounds exeptional : "As a member of the Optiver team, your role will be to price and trade financial options, build and maintain positions in derivatives and equities, and...
by sbssergio
June 9th, 2005, 3:13 pm
Forum: Careers Forum
Topic: Optiver
Replies: 16
Views: 200936

Optiver

<t>What's wrong with optiver? There are at least 5 topics about this company in this forum! How is it possible that so many people are interviewed? And that nobody seem to have receive a proposition or to have accept one? Is there something I should know? (except that it is in amsterdam). Because th...
by sbssergio
June 9th, 2005, 5:39 am
Forum: Careers Forum
Topic: Advice on Transition into a Quant Career
Replies: 37
Views: 152317

Advice on Transition into a Quant Career

Just to have an idee : how many hours per week works a quant analyst in an IB? (I know it depends on the bank but an average)Career prospects are in favor of Traders? I thought that when are trader you stay trader ?
by sbssergio
June 8th, 2005, 11:07 am
Forum: Careers Forum
Topic: Advice on Transition into a Quant Career
Replies: 37
Views: 152317

Advice on Transition into a Quant Career

This is an intersting point of vieuw! I know that quant are doing models for the traders but I thought that quant was a better position than trader ! ? ! Now I feel lost!
by sbssergio
June 6th, 2005, 7:03 pm
Forum: Careers Forum
Topic: Grade point average conversion
Replies: 10
Views: 147306

Grade point average conversion

ok maybe I am wrong. I thought 2:1 was something realy execptional. Any comments ....
by sbssergio
June 6th, 2005, 5:53 pm
Forum: Careers Forum
Topic: Grade point average conversion
Replies: 10
Views: 147306

Grade point average conversion

<r>I don't think so. 16/20 (what is caled "grande distinction") == 2:1 and 18/20 ("la plus grand distinction) is 1:1 == 1st (logic as it is "la plus grande" what means the "highest grade")I am sure because I am in a realy good business school in Belgium (exactly same system as in france as the websi...
by sbssergio
June 6th, 2005, 2:15 pm
Forum: Careers Forum
Topic: UK MSc degrees for Quants
Replies: 40
Views: 157178

UK MSc degrees for Quants

What about this ISMA program? Is it good? Is it recognised? It seems interesting : a lot of quantitative finance! and what a beautifull web site!
by sbssergio
June 4th, 2005, 9:11 am
Forum: Careers Forum
Topic: The CQF
Replies: 67
Views: 158278

The CQF

<t>Yes ok it's good but could someone compare : Is CQF like doing the distance learning program MFE of the NUS (national university of singapore) or better?Is it like doing a MFE in top 10 university in the US or not so good?Where did you see scholarships? I looked for it but didn't seen anything. T...
by sbssergio
May 27th, 2005, 10:11 am
Forum: Careers Forum
Topic: To become quant I should ....
Replies: 18
Views: 151160

To become quant I should ....

<t>Thank you very much steveyaI did realy like your intervention because this is exactly what I would like to hear.Could you tell me more on the SOA prelyminary exam because I found it difficult to find information on the web site.Thanks to all And of course if someone else has any more adviceSergio...
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