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by AmondoA
June 11th, 2008, 8:21 am
Forum: Student Forum
Topic: analytic approximation to rainbow option price
Replies: 5
Views: 191876

analytic approximation to rainbow option price

<t>I have a similar question on rainbow options. Ideally I would like to price a basket option on three assets with the final payoff being x1*ret1+x2*ret2+x3*ret3, where x1 is the ex-post best performing asset and x3 the worst. To the best of my knowledge there isn't any closed formula to price thes...
by AmondoA
August 8th, 2006, 9:37 am
Forum: Careers Forum
Topic: LBS MiF - Cass MTF. Which one?
Replies: 13
Views: 101852

LBS MiF - Cass MTF. Which one?

<t>Thanks again for you advices. They are really appreciated as they shed some light into an area I only know indirectly yet.Obivously the lower the risk the better. Ideally I would like to be a trader, but not only. There are other roles out there extremely interesting and rewarding such as sales o...
by AmondoA
August 8th, 2006, 7:37 am
Forum: Careers Forum
Topic: LBS MiF - Cass MTF. Which one?
Replies: 13
Views: 101852

LBS MiF - Cass MTF. Which one?

<t>Thanks all for the replies.Keeping in mind I would like to end up in a trading position, I think Math is important but not as much as it is for quant positions. For this reason I shortlisted only LBS and Cass. One for the brand name, the other more for the content of the course.Chromo, you are co...
by AmondoA
August 7th, 2006, 7:15 am
Forum: Careers Forum
Topic: LBS MiF - Cass MTF. Which one?
Replies: 13
Views: 101852

LBS MiF - Cass MTF. Which one?

<t>Thanks BetFut for letting me know about this masters. I only looked around here in London as I did not know it is possible to attend a MSc in Ox being here in London. However I believe London is still more convenient for me as I'd prefer a masters where I attend classes on a regular basis. Beside...
by AmondoA
August 4th, 2006, 4:08 pm
Forum: Careers Forum
Topic: LBS MiF - Cass MTF. Which one?
Replies: 13
Views: 101852

LBS MiF - Cass MTF. Which one?

<t>Hi,I am a soft eng working in the FO of an IB but I would like to make a career switch and move into the business. To accomplish this I have been suggested the best way is to go for a specialistic master and here is the problem. Which one? I know there are many but finally I selected two of them:...
by AmondoA
June 27th, 2006, 7:39 am
Forum: Careers Forum
Topic: How to start
Replies: 7
Views: 101470

How to start

<t>Yes, that's right. You should find a job before leaving your current position and before moving to London. Anyway Accenture is a very well known employer and it should not be too difficult to find an IT job in an investment bank. A quant dev rlel would be ideal, but the important thing would be t...
by AmondoA
June 26th, 2006, 4:32 pm
Forum: Careers Forum
Topic: How to start
Replies: 7
Views: 101470

How to start

<t>Probably the best thing would be to look for a job in the city, trying to highlight your math knowledge rather than your dev skills. It's hard to find immediately your dream job but you could move to London and then look around from there, which is much easier. A master in fin math from a well kn...
by AmondoA
June 15th, 2006, 10:07 am
Forum: Careers Forum
Topic: Question for DCFC - opinion will be appreciated
Replies: 7
Views: 102931

Question for DCFC - opinion will be appreciated

<t>DCFC,Thanks for your indications and given your experience I would like to know your opinion on a fourth scenario: Case 4Person with a good academic record but with an IT background (BSc and MSc in CompSc), some Math (Masters in Statistics) and 6/yrs exp in IT in IBs (29 yrs old), who want to mov...
by AmondoA
June 14th, 2006, 6:40 am
Forum: Careers Forum
Topic: MSc Financial engineering- Europe Ranking
Replies: 12
Views: 120798

MSc Financial engineering- Europe Ranking

Thanks ephraimscu, I agree with your point of view.
by AmondoA
June 13th, 2006, 8:27 am
Forum: Careers Forum
Topic: MSc Financial engineering- Europe Ranking
Replies: 12
Views: 120798

MSc Financial engineering- Europe Ranking

<t>Hi,Can you please axplain your ranking? I have applied to IC, KC, BBK and City. I am waiting for the results, so I am interested in which has got a better reputation.My impression is that City is very well organized both in terms of structure and in contents. It seems very practical, teaching you...
by AmondoA
June 7th, 2006, 12:08 pm
Forum: Careers Forum
Topic: Better a master in finance of one in fin math?
Replies: 3
Views: 102750

Better a master in finance of one in fin math?

<t>Thanks for the advices. I agree it is more important what I learn from the master rather than the name of the institution, no doubt about it, but the institution matters anyway, for the name and for the networking.I am sure about the brand name of LSE and IC, but what about Cass? Is it well consi...
by AmondoA
June 7th, 2006, 6:18 am
Forum: Careers Forum
Topic: Better a master in finance of one in fin math?
Replies: 3
Views: 102750

Better a master in finance of one in fin math?

<t>I know it depends on what you want to do afterwards but I am 29 yrs and currently working in IT for a major IB in London. I would like to make a career switch and become a trader, a structurer or work in a portfolio optimization team. I would go for a master in finance but I feel like one in fin ...