<t>I am working on implementing the Schwartz 2F model incorportating convenience yield for crude oil. Any pointers as to how I can estimate the parameters of the model? (without using the Kalman filtering which they use in the paper?)Also what are the advantages the 2F model offers over the 1F? I am...

Hi, does anyone have a matlab/C++ code for L-S algorithm for pricing Americans?Thanks.

Alright lets remove the constraint on the no of balls you can pick from each jar. The only constraint now is to minimise the max no of balls you are taking out from a specific jar.v impressive and innovative ideas!

<t>msccube, I meant a solution that does not involve anything other than the digital scale! Meaning, it should only use a digital scale.sanjeevise, obviously your solution uses many weighings not one. With one, I simply mean put 'x' no of balls (from one jar or a mix of jars) on the scale, note the ...

I agree with Stephen. I would rather appreciate any points that will be worth considering while I make this decision.Thanks much jd and gjlipman for your comments

<t>I fortunately have internship offers from both these firms from their respective flagship locations. I am treating this decision to be as imp as the FT since most of the ppl from my program convert and go back to join their summer employer.From what I have heard and understand so far, Morgan is a...

Neone has solution that does not involve cutting the balls or using anything other than the digital scale?

yeah I get your pt. btw, pretty much all the banks pay prorated full-time std associate base during the interns when they are hiring for summer associate posns.

You have 10 jars each containing 10 balls each. In 8 of the jars, each of the balls weigh 1 oz whereas in remaining 2 jars the balls weigh 2 ozs each. Using one weighing on a digital scale, how would you determine the 2 odd jars?

<t>StatTrader, I should have probably mentioned that 80% of people from our program go back to their summer employer, so the conversion/ acceptance rates are very very high (I am doing my Quant Fin program from one of the best known schools in this area). That being said, I totally agree with your p...

i have offers from the above three firms from the fixed income sales and trading group for summer internship (its too early to say what rotations i will have). i would like the opinion of the esteemed members of the forum in deciding. any help would be appreciated.

If chicken mcnuggets come in sizes 6, 9, 20 what is the largest no you cannot buy using a combination of these?

A rectangle has its CG (center of gravity) at the point where two diagonals meet. If I take a rectangular piece out of this rectangle from one corner, how will I find the CG of this remaining piece? I do not have any ruler to do the measurement.

Four bugs are placed at the corners of a square. Each bug walks always directly toward the next bug in the clockwise direction. How far do the bugs walk before they meet?Sorry if this has been posted before, I could not find it.

<t>There are 'N' spaces and you have 'a' red balls and 'b' black balls (a+b = N). In how many ways can you place the balls in 'N' spaces so that the following condition holds: No two black balls are together. How would this result change if: Each red and black ball is distinct (a1, a2, b1 is a diff ...