Serving the Quantitative Finance Community

Search found 48 matches

by commonweal
January 21st, 2011, 2:18 am
Forum: Careers Forum
Topic: offer comparison
Replies: 6
Views: 22319

offer comparison

<t>QuoteOriginally posted by: DominicConnorendian has a valid point, when that particular firm explained to me the nature of their C++ interface to Excel it took some effort for me to believe that they weren't trying to make some sort of joke.That being said, you are clearly being offered by a prett...
by commonweal
January 20th, 2011, 3:38 am
Forum: Careers Forum
Topic: offer comparison
Replies: 6
Views: 22319

offer comparison

<t>QuoteOriginally posted by: DominicConnor(1) is very probably in the IT bonus pool, but your headhunter should have already told you whether it is FO or IT, since there is a serious difference in bonus.If they say things like "it depends" or "taken into account", or the frankly dishonest "on a par...
by commonweal
January 19th, 2011, 5:56 am
Forum: Careers Forum
Topic: offer comparison
Replies: 6
Views: 22319

offer comparison

<t>Hi All,I recently got two offers as following and would like to hear your opinions:1, From a big bank: Front Office C++ Developer to develop Excel Add-ins across multiple business lines. The team is a cross asset team producing technological solutions to ensure smooth delivery of the quantitative...
by commonweal
March 24th, 2008, 2:55 am
Forum: Trading Forum
Topic: Statistical arbitrage =quantitative trading=algorithmic trading?
Replies: 8
Views: 73166

Statistical arbitrage =quantitative trading=algorithmic trading?

This is a very good question. Anybody cares to answer?
by commonweal
May 24th, 2007, 5:09 am
Forum: Numerical Methods Forum
Topic: fitting volatility surface
Replies: 7
Views: 79873

fitting volatility surface

What kind of methods are used to fit the volatility surface? Is there any articles about this?People are talking about curve fitting using cubic spline but I do not see surface fitting topic very often.
by commonweal
October 24th, 2006, 1:16 am
Forum: Programming and Software Forum
Topic: c++ socket library
Replies: 13
Views: 91696

c++ socket library

<t>Thanks for your precious comments. I did a lot of BSD socket programming one year before, like using blocking, unblocking socket, select() and multithreading(pthread), multi processes to build scalable servers. I could definately use BSD socket withoug any problem. But, since I'm doing my thesis ...
by commonweal
October 22nd, 2006, 5:17 pm
Forum: Programming and Software Forum
Topic: c++ socket library
Replies: 13
Views: 91696

c++ socket library

<t>Thanks for the input. ACE seems to be an opensource library developed by a university. It might not be widely adopted in industry, I guess. What are the most trading systems using for socket programming? Are they using those unix systems calls like, socket(), bind(), accept() etc ??? These demand...
by commonweal
October 22nd, 2006, 5:18 am
Forum: Programming and Software Forum
Topic: c++ socket library
Replies: 13
Views: 91696

c++ socket library

hey, there As for the socket in C++, what's the most popular library you're using? C socket works but it's kind of cumbersome. I heard boost.org is trying to developing one. But seems not available yet. So, is there a "standard one" out there people are using?Thanks!
by commonweal
October 9th, 2006, 3:40 am
Forum: Careers Forum
Topic: How bad does it look?
Replies: 10
Views: 92326

How bad does it look?

<t>Well, I think I will not go back to PhD again since I have been out of it for one year. As for the matter of this applied math master, would you suggest go graduating or stay for an additional 8 months to take PDE and Stochastic Process? Or do these "core" courses really matter that much to worth...
by commonweal
October 5th, 2006, 10:07 am
Forum: Careers Forum
Topic: How bad does it look?
Replies: 10
Views: 92326

How bad does it look?

The PhD I was doing was not quatitative related and I'm more interested in a quant job.
by commonweal
October 5th, 2006, 5:04 am
Forum: Careers Forum
Topic: How bad does it look?
Replies: 10
Views: 92326

How bad does it look?

<t>How bad does a resume look with a master degree which cost 4 years? I quited PhD in CS and switched to math master with the hope to find a quant job.Since I quited the PhD really late (2.5 years later), and my math master is 1.5 years. Hence my resume will have a 4 year master on that. What would...
by commonweal
August 14th, 2006, 5:46 pm
Forum: Numerical Methods Forum
Topic: Advanced Numerical Analysis or Probability Theory?
Replies: 11
Views: 97756

Advanced Numerical Analysis or Probability Theory?

OK, I see the importance of probability. But I'm getting a little bit confused by N. Aren't people here talking about stochastic calculus all the time? Why would you say that it's not essential?
by commonweal
August 14th, 2006, 4:08 am
Forum: Numerical Methods Forum
Topic: Advanced Numerical Analysis or Probability Theory?
Replies: 11
Views: 97756

Advanced Numerical Analysis or Probability Theory?

<t>Thanks for your opinions, mj. Actually I did talk to the stochastic professor and the first question he asked me was whether I had previous knowledge in measure theory. I did not. He paused for a few seconds and said it should be fine if I’m mathematically mature enough. Well, I assume I am and a...
by commonweal
August 11th, 2006, 7:40 pm
Forum: Numerical Methods Forum
Topic: Advanced Numerical Analysis or Probability Theory?
Replies: 11
Views: 97756

Advanced Numerical Analysis or Probability Theory?

<t>Hey, folks I'm about to register for the Fall semester soon and am here to ask for your valuable input. The candidate courses I'm think of are: Advanced Numerical Analysis, Probability Theory and Stochastic Analysis. My background: I had a master in Computer Science and am currently in my second ...
by commonweal
June 10th, 2006, 2:10 am
Forum: Numerical Methods Forum
Topic: advanced linear algebra
Replies: 6
Views: 102819

advanced linear algebra

We're using the Linear Algebra(4th ed), by Stephen H. Friedberg, Arnold J. Insel Lawrence E. SpenceSo, it's a high value class? I saw people are always talking about PDE and stochastic caculus. Nobody seems to care about this at all. ???