Serving the Quantitative Finance Community

Search found 24 matches

  • 1
  • 2
by greenmax
November 1st, 2006, 12:15 pm
Forum: Student Forum
Topic: Implied vol query
Replies: 0
Views: 88880

Implied vol query

<t>Hi all, I have a question about the varitaion in Implied vol with relative values of Spot price S and strike price X. I understand that implied vol is used to measure the volatility on the basis of existing options cost. Also the option cost increases as the volaitility of the stock increases acc...
by greenmax
October 26th, 2006, 12:09 pm
Forum: Programming and Software Forum
Topic: virtual destructor c++
Replies: 10
Views: 91208

virtual destructor c++

<t>QuoteOriginally posted by: AthleticoMy answer to the original q would be that some classes should not be used as a base class, and declaring your destructor virtual is inviting others to inherit from it. I think Java lets you express such design intentions with a 'final' keyword or something like...
by greenmax
October 25th, 2006, 2:46 pm
Forum: Programming and Software Forum
Topic: virtual destructor c++
Replies: 10
Views: 91208

virtual destructor c++

<t>Hi, I had a phone interview recently and was asked some c++ questions. I made a list of questions that I could not answer satisfactorily and started researching them. I could find asnwers to all but one of the question. The question which has stumped is about the downside of using virtual destruc...
by greenmax
October 19th, 2006, 5:50 pm
Forum: Programming and Software Forum
Topic: Recommendation for a C++ book
Replies: 9
Views: 91359

Recommendation for a C++ book

<t>QuoteOriginally posted by: AthleticoIn addition to Stroustrup you might like Inside the C++ Object Model although it's a little outdated.Side-note: vptr/vtble implementation is C++ "language lawyer" material -- far beyond the scope I'd recommend for interview preparation.Thanks for the replies. I...
by greenmax
October 19th, 2006, 2:49 pm
Forum: Programming and Software Forum
Topic: Recommendation for a C++ book
Replies: 9
Views: 91359

Recommendation for a C++ book

<t>Hi, I have been working on C++ for the past 4 years and am pretty comfortable with the language. During this time I have referred to Object-Oriented Programming in C++ be Lafore ( Link ) and C++ How to program by Deitel and Deitel ( Link ). These books have been a good reference from a practical ...
by greenmax
October 9th, 2006, 1:33 pm
Forum: Careers Forum
Topic: The multiple HH/resume problem
Replies: 15
Views: 93512

The multiple HH/resume problem

How about "excluding" you from the list. The idea is not to have a ranking, but to have a list of HHs people have had a good experience with. This might seem unnecessary, but the multiple HH problem seems to be more nasty than it sounds.
by greenmax
October 3rd, 2006, 2:08 am
Forum: Careers Forum
Topic: The multiple HH/resume problem
Replies: 15
Views: 93512

The multiple HH/resume problem

<t>I will begin job serch very soon and am a little concerned about the negative effects of carpet bombing. Looks like letting a crappy recruiter have access to your resume is suicidal. Does it mean that putting up a resume on monster/dice etc is bad too as HHs have access to that info too. So how d...
by greenmax
August 31st, 2006, 12:04 pm
Forum: Student Forum
Topic: Evaluating energy derivatives
Replies: 3
Views: 94089

Evaluating energy derivatives

<t>Hi, I was talking to someone who works in energy/power derivative trading for a power supply firm and he mentioned that energy futures do not follow a log normal trend and can not be modelled using BS. One must fall back on probability based techniques to price such instruments. This tickeled my ...
by greenmax
May 21st, 2006, 9:31 pm
Forum: Careers Forum
Topic: Islamic finance
Replies: 19
Views: 106960

Islamic finance

We were discussing structured notes in the class and the prof passed around a handout of structured notes offered by the royal bank of scotland. There was a mention of Shariah-Linked notes in the list which I found rather odd. There was also a mention of Dow Jones Islamic Market Index. Link
by greenmax
April 18th, 2006, 2:08 pm
Forum: Careers Forum
Topic: PhD engineering interview for GS
Replies: 5
Views: 111088

PhD engineering interview for GS

<t>This is the syllabus of the course I am attending this semester. It is a 800-level course for MBA students and I dont find it mathematically rigorous. I assume such a course offered as a part of MFE program would be a lot more intensive even though the syllabus would look similar. QuoteOriginally...
by greenmax
April 17th, 2006, 3:42 pm
Forum: Careers Forum
Topic: PhD engineering interview for GS
Replies: 5
Views: 111088

PhD engineering interview for GS

<t>Hi, I am aware of a number of posts which have come up on this forum regarding an interview at Goldman Sachs. This also re-inforces the idea that GS likes to hold interviews even when they are not looking to hire as suggested in another GS interview thread. Anyway, I submitted my resume to a GS q...
by greenmax
April 6th, 2006, 12:27 pm
Forum: Student Forum
Topic: Which math course to take
Replies: 12
Views: 112695

Which math course to take

Also look at Probability/Stochastic processes courses. I dont think real analysis would help you a lot. But again that is my own .02 cQuoteOriginally posted by: wonderingThanks, Maelo. Is a course in Real Analysis helpful? Or one just need Mathematical Analysis.Wondering
by greenmax
March 26th, 2006, 3:00 pm
Forum: Student Forum
Topic: physical interpretation of transforms
Replies: 22
Views: 114818

physical interpretation of transforms

This is a great question. I think all the transforms that the OP mentioned are linked to FT in some way or the other. The FT of course gives the spectral representtion of the time-domain input.Here is a link on WIKI which connects other transforms to Fourier Transform. Link
by greenmax
March 15th, 2006, 7:57 pm
Forum: Student Forum
Topic: College Curriculum
Replies: 6
Views: 114753

College Curriculum

How about a stochastic processes/probability course
by greenmax
March 14th, 2006, 12:53 pm
Forum: Student Forum
Topic: Simple PDE question
Replies: 10
Views: 116342

Simple PDE question

<t>Which book are you looking at ? Any book on Engineering Mathematics/PDEs should have this solution. If you want to get fancy you could check out Elements of Greens Functions by BartonQuoteOriginally posted by: jaimanand this would be a solution using a Fourier series? i'm trying to find some exam...
  • 1
  • 2