Serving the Quantitative Finance Community

Search found 15 matches

by Justin2000
June 5th, 2008, 3:54 am
Forum: Brainteaser Forum
Topic: Morgan Stanley interview question
Replies: 49
Views: 96678

Morgan Stanley interview question

deleted
by Justin2000
May 19th, 2008, 7:22 am
Forum: Brainteaser Forum
Topic: weighted inverse sum of a lower triangular matrix
Replies: 3
Views: 55395

weighted inverse sum of a lower triangular matrix

<t>Let (m_1,m_2,...,m_k) be the column representation of the matrix and let s_j=\sum_{i=j}^k\ 1/m_{i,j}. My guess is that the matrix giving the extreme value for the sum on the left hand side is of the form m_j=(0,...,0,1/j,1/(j+1),...,1/k) (i think if it's true the induction wrt k might be used to ...
by Justin2000
May 10th, 2008, 7:05 am
Forum: Brainteaser Forum
Topic: Morgan Stanley interview question
Replies: 49
Views: 96678

Morgan Stanley interview question

<t>sounds like one where playing with copulas might help if use smth like F(x,y)=xy+3\rho(1-x)(1-y)xy. or like thisLet x1 and x2 be independent N(0,1). Then we can think of u1=\Phi(x1) and u2=\Phi(x2) as of the given uniform variables. Now if we construct y1=x1 and y2=x2+\rho_1x_1 then z1=\Phi(y1) a...
by Justin2000
May 7th, 2008, 11:42 pm
Forum: Brainteaser Forum
Topic: simple dice toss, but option for twice -- amount to pay?
Replies: 8
Views: 57273

simple dice toss, but option for twice -- amount to pay?

<t>supernova87ap(s) is a payoff of the game when you roll twice with decision threshold s. So if you roll s or less first time you roll the die again. p(s) is a random variable so we have to calculate it's expectation which will give the fair price of the game (for s*). I_{A} is the indicator of eve...
by Justin2000
May 7th, 2008, 4:28 pm
Forum: Brainteaser Forum
Topic: simple dice toss, but option for twice -- amount to pay?
Replies: 8
Views: 57273

simple dice toss, but option for twice -- amount to pay?

Let d_1, d_2 be what we get in rolls 1 and 2 respectively. Let p(s)=I_{d_1<=s}d_2+I_{d_1>=s+1}d_1. We need to maximize Ep(s) wrt to s, which gives s^*=3 and Ep(s^*)=4.25.
by Justin2000
May 5th, 2008, 9:01 pm
Forum: Careers Forum
Topic: tiny bonus
Replies: 28
Views: 60828

tiny bonus

Yurasounds like leningrad or is it of your own quant lyrics?
by Justin2000
April 15th, 2008, 4:43 pm
Forum: Careers Forum
Topic: H-1B 2009
Replies: 28
Views: 63531

H-1B 2009

<t>The immigration office at my university told me that not so many companies had participated in this everify thing before the rule was released. And it's going to be real quick and easy for a company to join it. so if a bank pays to file a h1b application, it wouldn't a big problem to fill out a c...
by Justin2000
December 17th, 2007, 10:42 am
Forum: Student Forum
Topic: An Interview Question Needs Your Help
Replies: 21
Views: 65944

An Interview Question Needs Your Help

deleted.
by Justin2000
November 8th, 2007, 4:40 pm
Forum: Careers Forum
Topic: credit suisse quant interview
Replies: 19
Views: 71343

credit suisse quant interview

<t>I passed the quantExam as well, but the phone interview was full of technical questions of the same level of difficulty I had at the quantExam. Plus a human resource person told me I should expect technical questions. So I think different CS teams (or different people) follow different styles eve...
by Justin2000
October 8th, 2007, 1:42 am
Forum: Careers Forum
Topic: Quantitative Exam at Credit Suisse
Replies: 78
Views: 89475

Quantitative Exam at Credit Suisse

<t>Actually, there were fifteen rows with twelve people sitting on each. plus they put a few more tables (like four or five) at the back of the auditorium to accommodate the rest of the crowd. SoI would say 200 people took this test (out of which 30-40 were applying for the Summer Institute). I met ...
by Justin2000
September 28th, 2007, 4:00 pm
Forum: Brainteaser Forum
Topic: Limit of a sequence
Replies: 13
Views: 67787

Limit of a sequence

daveangelwhat I meant is you showed that a_n=log(n+1)/log(n) converges to 1 without stating the convergence rate, so your statement was not enough to claim that (a_n)^n goes to 1.((1+1/n)^n was a counterexample, as we know it converges to e.)exoticaIt looks right.
by Justin2000
September 28th, 2007, 1:28 pm
Forum: Brainteaser Forum
Topic: Limit of a sequence
Replies: 13
Views: 67787

Limit of a sequence

QuoteOriginally posted by: daveangeltherefore 1^infinity = 1.using the same argument (1+1/n)^n goes to 1.
by Justin2000
September 28th, 2007, 5:44 am
Forum: Brainteaser Forum
Topic: Limit of a sequence
Replies: 13
Views: 67787

Limit of a sequence

QuoteOriginally posted by: 029 for the e^(infinity*ln1) term i would simply say zero times infinity is equal to zero.We still need to show that n(\log\log(n+1)-\log\log(n)) goes to zero.
by Justin2000
September 27th, 2007, 6:56 pm
Forum: Brainteaser Forum
Topic: Math/Logic questions
Replies: 17
Views: 196430

Math/Logic questions

<t>Another solution:We can pair all 9,000,000,000 numbers in the range in the following way: the first and the last, the second and the last but one, etc.So we get1+0+0+0+0+0+0+0+0+0 and 9+9+9+9+9+9+9+9+9+9 = 91; 1+0+0+0+0+0+0+0+0+1 and 9+9+9+9+9+9+9+9+9+8 = 91; etc.There are 4,500,000,000 pairs eac...
by Justin2000
September 26th, 2006, 9:17 am
Forum: Student Forum
Topic: statistics or econometrics forum
Replies: 2
Views: 94485

statistics or econometrics forum