I agree 100% with katastrofa .... I cannot echo that advice loud enough. His points are very valid and in my opinion you should consider those 5 points carefully and hopefully it helps with your decision.

<t>I think phil451 makes some valid points ..... the 24/7 Sky/Fox News is just ridiculous but unfortunately media coverage has been stoking the fire for the last 5-6 years. If we went back to the daily paper and one news show when you get home after work I would suspect there would be far less hyste...

<t>It will be my 1st full-time job so entry level position .... not total newbie though as I have a lot of fin math knowledge.There are jobs out there but competition is immense. I turned down 3 other places to take this offer so there is some "speculative" interviews/offers out there for entry-leve...

<t>Can you give more details as regards specifics ? "recently" can mean different timescales for different people and would help specify which ITM,ATM,OTM category alpha referred to. Also what are your qualifications ? BSc, MSc, PhD ? Is it a lateral hire ?If not lateral, was is direct hire on desk ...

Do you have references/papers/books for the other 2 methods ?? I am familiar with the bisection type algorithm for BB

<r>yes, I have his book. I like the look of it and have briefly skimmed it but am too busy to look through it in detail as have other things to do. He will for sure boast about FEM <E>:-)</E> as that is his bread and butter but I like his research from a academic/mathematical point of view ..... but...

<t>The reason FEM isn't used that much is that it is primarily used for (a) complicated domains (domains in fin math are relatively straightforward (square,rectangle, triangle etc)(b) provides nicer, more powerful math to prove certain mathematical properties and used for more complex equations/prob...

double post

<t>I have never really looked at GPU but don't GPU's(a) use single precision ?(b) does not conform to IEEE ?so is it "safe" to use for hardcore numerics ? I could see it being used for other things but computational math ? personally due to (a) and (b) I would not go near it, unless you know ways to...

<t>it depends what solver you are using as to what speed up to attain.it is widely known that certain schemes are not "scaleable" and benefit of parallelism stops after n* number of procs where the overhead of passing messages of neighbouring points slows the solve to a crawlit is very straightforwa...

I would agree with samyonez Don't put it after your name, smacks of desperation and in my opinion is stupid. just my two cents. obviously putting it in your CV is OK

<t>I mentioned the move to quant prior to trading as to emphasis the point that quant and trading roles are very different, probably should of emphasised this in my post. If he is used to the academic evironment which he(or maybe she is) well he/she should realise that it will be very different to l...

<t>hey, of course the area is good. It combines a nice mix of a lot of useful things. With a PhD it will be rare that you will use a lot of what you did in your PhD in your job. You have a great qualification from an Ivy league school in a nice area ... obviously not applied to finance much as stoch...

you could talk about Hamiltonians and the way some people use them in finance - point to jan Dash's book, not very popular but physicists will relate to it

why not email Piterbarg directly ? He's at barcap now I think, someone else can confirm. or just PM him, he is on wilmott.