<t>Hi everyone: I went to an alumni networking event. People there were very senior alumni members, like graduated in 80s, 90s, even 70s. Many of them have their own companies and they were looking for some business partners. I talked with the only a couple of recent graduates and were greeted by th...

<r>Hi everyone, Thanks a lot for all the sparkling ideas! @trackstar existentialists or minimalist? @Cuchulainn nice videos. <E>:)</E> I have narrowed down to 5 jobs after searching my alumni job board. I don't feel they match my skillet very well, yet they all require advanced level of math/stat ab...

<t>Hi everyone! I am a mom to a two years old boy. I want to come back to work now. I got pregnant soon after I got my Ph.D. in quantitative finance, so I haven't got any working experience before. I feel it is such a big hurdle for me to get back to work. I am opening this thread to keep myself mot...

When I was very little, I envied cows/cats/dogs a lot. They don't need to homework and only need to keep wandering in prairies and day-dreaming. I would be very happy if I could keep mind-wandering all day long.

Hopefully I made my question clear

<t>Hi,Not a big deal but could be tricky. We consider a vanilla European call option on some stock. Normally we have some lag between option trade date (t) and settle date (t+dt). Assuming option expiring at T, the "settle date" premium is PV = BS(t,T) / D(t,t+dt), where D(t,t+dt) is the discount fa...

<t>would like to read, but fail to download it.QuoteOriginally posted by: msperlinGuys, this is the last paper of my phd thesis (download it here).I would be happy to have some feedback on it. Really apreciate it..The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the Europ...

thanks a lot! could u pls say more about the misleading of "The use of expectation pricing"?

<t>Hi: I am studying arbitrage pricing, and read some sentences in a book as below:It is natural for a new starter to use expectation pricing whereby the price of an asset today (for instance a derivative) is related to the expected future cash flows that the asset will generate. Although intuitive,...

hmm, I have the preferred strategy-seat down. fortunately, my housemate haven't complained for that.

I also recommend books and papers rather than DVDs. You cannot master those theorems and definitions without a pen and papers.

hi: I am thinking about a european option pricing model with changing drift, however, all the models I know are with constant drift. Does anyone know model with multi-state mean? thanks a lot.