<t>I believe that with your profile you should be definitely able to find a gig. The question is rather whether you will like it once the novelty wears off. If I were you I would be very selective and definitely try too keep the option of going back open.Speaking of money, have you considered the fa...

What exactly do you mean by a "finite differences model"? What does the term "spread curve" refer to in the context of calendar spread options? It's hard to understand what you're asking.

<t>QuoteOriginally posted by: CuchulainnEven some hands-on experience is useful before starting life as a developer. These days CS tends to teach Java as first language.What kind of job are you looking for?I am a PhD so I am not looking for a job currently. Possibly in a few years...I am interested ...

<t>Well, at least in my uni back in Russia they do it the way you like (i'm well below 32). When the first thing on the list is the assembly language, students will know a bit about these things.That said I'm very happy with Python. Though I use C++ via Boost.Python I would rather prefer not to if p...

Appendix B in Buraschi A, Porchia P, Trojani F, Correlation Risk and Optimal Portfolio Choice, J FINANCE, 2010, Vol:65www.hec.unil.ch/documents/sem_ibf/Porchia.pdf

You basically described betting on the actual vol surface converging to "your" surface. Can you be sure that this will actually take place?

I am not entirely sure what you mean by |dS| (as opposed to d|S|)...Speaking of the latter one can do Ito for non-smooth functions using so-called local times. I suggest checking Tanaka's formula on wikipedia for starters.

You gotta be kidding. Why would PhD add value to your career as a trader if you're already trading prop?

<t>> I am not very sure as there is an arbitrage opportunity to be exploited if these programs can land you a descent job. Your assumptions are wrong. This would be a risky arbitrage opportunity and those can very well persist. > More specifically can they lead to a decent Phd in US/UK?What is a dec...

Check your PMs. I'm in a PhD program there.

<r>> Do you think it makes sense to go to St. Gallen without being fluent in German and still expecting to have good job opportunities?Yeah, I think so. A lot of people are working here only with English. Though it is certainly worth to invest your time in learning German if you intend to stay.Are y...

<t>Can't comment on the program. Do you know German? St. Gallen would be a strange choice if you absolutely wanna work in UK/US and don't wanna learn German. However, if you considering staying in Switzerland - that's probably the best place to go. Check St. Gallen's alumnis on the wikipedia page. <...

check your PMs

> I have never heard and see people graduated from Master's in Switzerland but I heard its very boring from people working there,... Ridiculous claim. If somebody is bored it's only because of him/herself. Has nothing to do with the surroundings.

<t>BullBear> You obviously didn't bother to look through recent research in Corporate Finance.CEesx > if these assumptions are totally out of the world, you may call it the most useless theoem everNot necessarily. If we have A => B, where B is a good "reference point" then we also have !B => !A, whi...