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Search found 25 matches

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by dmaniyar
November 26th, 2007, 2:03 pm
Forum: Careers Forum
Topic: Credit Suisse, IT Quant Interview
Replies: 11
Views: 67193

Credit Suisse, IT Quant Interview

What's an IT Quant?
by dmaniyar
November 20th, 2007, 8:48 am
Forum: Careers Forum
Topic: Career advice for a prospective quant developer
Replies: 2
Views: 62601

Career advice for a prospective quant developer

<t>Machine learning will give you an excellent background in applied statistics and probability theory (and stochastic processes, as Gaussian processes are very popular in machine learning and they are stochastic processes). You don't really need to know PDE (or you can study it by yourself) necessa...
by dmaniyar
November 12th, 2007, 11:54 am
Forum: General Forum
Topic: Analyzing Investments Whose Histories Differ in Length
Replies: 8
Views: 63953

Analyzing Investments Whose Histories Differ in Length

The link above is not clickable: go here
by dmaniyar
November 12th, 2007, 11:53 am
Forum: General Forum
Topic: Analyzing Investments Whose Histories Differ in Length
Replies: 8
Views: 63953

Analyzing Investments Whose Histories Differ in Length

You might want to look into this paper by Jong and Nijman (http://ideas.repec.org/p/dgr/kubcen/199534.html).
by dmaniyar
November 11th, 2007, 5:55 am
Forum: Careers Forum
Topic: PHD after masters
Replies: 17
Views: 64966

PHD after masters

PhD is not a programme! As msperlin said it's research and it's upto you how to drive it. If you do a PhD in similar area, probably you will be able to speed it up because of your Masters but there is nothing such as an accelerated PhD programme.
by dmaniyar
November 10th, 2007, 7:22 am
Forum: Student Forum
Topic: Need book advice for a beginner
Replies: 5
Views: 63798

Need book advice for a beginner

4) Neftci. I found it very useful. There is a solution manual on his website as well so that you can check if your answers to the exercises are correct.
by dmaniyar
November 9th, 2007, 4:50 pm
Forum: Numerical Methods Forum
Topic: For Mathematics....
Replies: 6
Views: 64109

For Mathematics....

select a series for what?
by dmaniyar
November 9th, 2007, 4:31 pm
Forum: Careers Forum
Topic: graduate recruitment at IBs
Replies: 11
Views: 64311

graduate recruitment at IBs

I think you should try for an internship first.
by dmaniyar
November 8th, 2007, 10:05 am
Forum: Numerical Methods Forum
Topic: SVD vs. PCA vs. Cholesky
Replies: 4
Views: 68179

SVD vs. PCA vs. Cholesky

If you matrix is not positively definite, there is not much you can do!
by dmaniyar
November 4th, 2007, 1:23 pm
Forum: Student Forum
Topic: differing approaches to model calibration for option pricing
Replies: 3
Views: 63372

differing approaches to model calibration for option pricing

<r>Another neater approach could be to sort to Bayesian calibration methods as in (<URL url="http://www.ingentaconnect.com/content/bpl/rssb/2001/00000063/00000003/art00001"><LINK_TEXT text="http://www.ingentaconnect.com/content/b ... 3/art00001">http://www.ingentaconnect.com/content/bpl/rssb/2001/00...
by dmaniyar
November 4th, 2007, 1:18 pm
Forum: General Forum
Topic: urgent
Replies: 5
Views: 63415

urgent

Unfortunately (or fortunately), this ain't a chat-room. Don't expect people to have live convo here.
by dmaniyar
October 28th, 2007, 3:32 pm
Forum: Careers Forum
Topic: IB, hedge fund or energy company?
Replies: 2
Views: 64057

IB, hedge fund or energy company?

<t>How long is your postdoc contract? If you have some time on your contract, you can wait until market gets bit better (may be Q1 next year?).Ultimately what you do at energy company will matter. May be you will be involved in pricing futures/forward in there. That might be directly related to what...
by dmaniyar
October 28th, 2007, 3:27 pm
Forum: Careers Forum
Topic: Are brainteasers effective?
Replies: 28
Views: 66945

Are brainteasers effective?

<t>In one of my recent interviews, I was tested entirely on the subjects I claimed to know quite well in my CV. In my opinion, the interviewers asked good questions testing the depth of the subjects which mattered the most to them for the specified position and which were in my CV. In fact, the inte...
by dmaniyar
October 19th, 2007, 5:17 am
Forum: General Forum
Topic: Where practical Quant research heading? - Probabilistic approach or Applied Maths approach?
Replies: 3
Views: 64288

Where practical Quant research heading? - Probabilistic approach or Applied Maths approach?

<t>Dominic has mentioned two approaches to QF in his P&D guide. 1) Probabilistic and 2) Applied maths (finite-difference methods, PDEs) approach.Both approaches have their pros and cons. Are they both use in parallel in practice? or some firms prefer probabilistic approach and some applied maths...
by dmaniyar
October 15th, 2007, 6:35 am
Forum: Careers Forum
Topic: Current Job Market for Quants - disappointing
Replies: 28
Views: 69307

Current Job Market for Quants - disappointing

<t>Thank you all for your comments.@veeruthakur: During my phd, I developed probabilistic projection algorithms for projecting high-D data onto lower dimensions. Mostly I implemented the algos by myself (but in matlab and used the matlab toolboxes as well). I also developed a user-interface promotin...
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