<t>I am stuck on this---any ideas?Consider the standard GBM for the stock price with the interest rate and dividend rate following mean-reverting CIR processes. The 3 BMs (dZ's in the sdes) are correlated. The equations are shown below.Question: How do I get one sde for the stock price in the follow...

Here are some suggestions.1. Do your thesis work early in the morning, start at say 3 or 4 am.2. Work for a few months and save as much as possible and then return to dissertation full-time.3. Switch to a part-time position4. Borrow

From the article Will C and C++ Survive?"...it appears that C++ is nearly extinct in IT organizations producing enterprise or stand-alone applications..."To what extent does this hold for financial applications?Reddy

Check your messages.

<r>The presentation slides for Peter's thesis are athttp://<URL url="http://www.math.uni-bayreuth.de/~lgruene/diplom/peter_kohl-landgraf_folien.pdfAny"><LINK_TEXT text="www.math.uni-bayreuth.de/~lgruene/diplo ... ien.pdfAny">www.math.uni-bayreuth.de/~lgruene/diplom/peter_kohl-landgraf_folien.pdfAny<...

QuoteOriginally posted by: Yossarian22G. Labahn. Closed form PDF for Merton’s jump diffusion model. Technical report, School of Computer Science, Unviersity of Waterloo, Waterloo, Ont., Canada N2L 3G1,2003.Yossarian:Do you have the above paper? If so, appreciate a copy.BestReddy

<t>QuoteOriginally posted by: ppauperIf you have a specific supervisor in mind, find out what all of his recent students ended up doingThis is great advice - I cannot emphasize enough the importance of checking how a potential supervisor treats his students and how well they are doing after Ph.D.Abo...

<t>Hi Dominic:Wanted to get a discussion started. My responses are below.BestReddyQuoteOriginally posted by: DCFCObviously I'm an interested party, so weight my words accordingly Part of the reason is the relative damage to either side. The bad HHs will simply take their advertising money elsewhere,...

<t>I came across several threads discussing negative experiences with headhunters.Some of you may be interested in this post in nuclearphynance.QuoteThis is a notice to alert members of NP that we are revoking the certification for the recruitment firm "xxxx yyyy". We have received first hand accoun...

<t>QuoteOriginally posted by: DCFCcgukhal is right, by a combination of happy accidents, corruption, and incompetence, it's a lot easier to come to Britain.Hi Dominic:Here I was thinking that the point system was an outcome of rational thought :-)The story behind HSMP seems interesting .... can you ...

<r>Hi Guys:I am not a lawyer ... so check with your immigration lawyer. There is an active forum at <URL url="http://www.immigration.com">www.immigration.com</URL> - you may want to check this out. No, I am not connected with this firm.here is some info.1. The H-1 quota for 2006-07 is exhausted. The...

I am the author of the paper (compound options on jump-diffusions) mentioned by Alan. If you need a copy, email your address to cgukhalDELETE_ME@yahoo.com.BestReddy