SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 104 matches

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by croot
June 8th, 2012, 3:39 pm
Forum: General Forum
Topic: psychic investors
Replies: 49
Views: 33054

psychic investors

It seems there has been some progress on the matter of psychic methods for decision-making:how much would your fund pay for THESE services?
by croot
May 31st, 2012, 10:49 am
Forum: Careers Forum
Topic: academic HF?
Replies: 17
Views: 13618

academic HF?

can't be as good as ltcm
by croot
May 29th, 2012, 10:33 am
Forum: Careers Forum
Topic: How important is a CV
Replies: 5
Views: 13392

How important is a CV

<t>hello arsh , I am really really interested by this service, but I am trying to understand if it fits correctly with my needs. Could you maybe elaborate on your personal experience by describing your educational curriculum, and what kind of job interviews you were able to get with the result of us...
by croot
May 13th, 2012, 7:00 pm
Forum: General Forum
Topic: simple integral
Replies: 10
Views: 13347

simple integral

ooh haha I guess I should have figured as $e^{-rt}$ wasn't inside the integral. -1 cookies to me.
by croot
May 12th, 2012, 11:24 pm
Forum: General Forum
Topic: simple integral
Replies: 10
Views: 13347

simple integral

I don't see where this comes from, but there is one integral sign and one dSt sign, so the integral is a stochastic integral innit, well those are seldom differentiable, unless say it's defined as a Stieltjes ..
by croot
May 12th, 2012, 12:46 am
Forum: Off Topic
Topic: Yo, Hansi
Replies: 20
Views: 13794

Yo, Hansi

I hear hlidarendi has beautiful mown meads, I wonder if the truth of it fits with conventional depictions of Iceland
by croot
May 4th, 2012, 3:45 pm
Forum: Careers Forum
Topic: Take the CQF? Or just work as a headhunter?
Replies: 10
Views: 15514

Take the CQF? Or just work as a headhunter?

<t>Friendly advice: maybe you should borrow some money (alternatively consider short term subletting part of your current lodgings) to get on the CQF anyway: think what a prime spot (Edit: vantage point) that will be to scout tomorrow's strongest candidates! Approach them under the guise of classmat...
by croot
May 3rd, 2012, 7:51 pm
Forum: Off Topic
Topic: Solutions to Polignac's and Twin Prime's Conjecture
Replies: 23
Views: 13931

Solutions to Polignac's and Twin Prime's Conjecture

<t>Hi, thanks for posting, i enjoyed reading your document.First comment: it seems that 1/2^n could be replaced by any summable positive series?Second comment: p.3 2nd line from the bottom you write "This leads to a contradiction with the earlier result in Equation (5)." Try to provide more grounds ...
by croot
April 27th, 2012, 4:12 pm
Forum: Book And Research Paper Forum
Topic: "Numerical computation of fourier transforms in heston model" D. Bang [2009]
Replies: 6
Views: 15849

"Numerical computation of fourier transforms in heston model" D. Bang [2009]

<t>They state that using alpha=1/2 and the BS control variate with vol taken at 0 is the best thing to do for rewards with no sweat.Then there is a 5pp. section 8.4.4 "Refinements of Numerical Implementation" making heavy references to this paper by Bang.The idea there seems to apply whether or not ...
by croot
April 26th, 2012, 3:56 pm
Forum: Book And Research Paper Forum
Topic: "Numerical computation of fourier transforms in heston model" D. Bang [2009]
Replies: 6
Views: 15849

"Numerical computation of fourier transforms in heston model" D. Bang [2009]

I know, A&P Book 1 p.333: "Much of the material is based on Bang[2009], which can be consulted for additional details".It'd be nice to send it, if need be in a discretely wrapped pm.
by croot
April 21st, 2012, 2:55 am
Forum: Student Forum
Topic: martingale, novikov and time dependent diffusion
Replies: 4
Views: 13370

martingale, novikov and time dependent diffusion

<t>I'll try to provide some pointers:1) Your process x(t) has continuous paths2) it is an Ito process which coefficients you can write down3) its expectation is constant in time.4) it's well defined since Bt and exp are well defined5) don't worry about the diffusion exploding, forget novikov, in you...
by croot
March 29th, 2012, 11:47 am
Forum: Careers Forum
Topic: Quant Career Rage
Replies: 69
Views: 19393

Quant Career Rage

Seriously, this is all you have to say? Did no one notice how the author subtly captured the basic tempo of rage comics there? I bet the next thing to happen is some guy will come along trying to downplay this and move it to OT.
by croot
March 28th, 2012, 9:52 pm
Forum: Careers Forum
Topic: Facebook passwords & employers
Replies: 47
Views: 16652

Facebook passwords & employers

by croot
March 27th, 2012, 7:29 pm
Forum: Careers Forum
Topic: Facebook passwords & employers
Replies: 47
Views: 16652

Facebook passwords & employers

Meanwhile Low pay, delays over promotion and wage freezes made it very hard for the US government to attract and keep talented computer security staff, . Meh, I'll trust the market to best allocate funds and effort. Maybe keep me a large steel pitch fork as a hedge
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