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Search found 32 matches

by l3ttuce
April 28th, 2007, 5:10 pm
Forum: Careers Forum
Topic: Ellington Management?
Replies: 7
Views: 74549

Ellington Management?

very mathy and lots of traders. GREAT placeits a haven for harvard and yale graduates with math bkgrounds. i have several friends who work there!
by l3ttuce
April 5th, 2007, 4:24 am
Forum: Careers Forum
Topic: series 7 and 63
Replies: 5
Views: 75647

series 7 and 63

so the answer is no then, correct? quants then have no need for a series 7/63 or any other licensing exam.what exams do quants take that are required by a bank?
by l3ttuce
April 4th, 2007, 2:20 pm
Forum: Careers Forum
Topic: series 7 and 63
Replies: 5
Views: 75647

series 7 and 63

do quants need the series 7 and 63 exam? do any of them ever take it or are required to?
by l3ttuce
April 2nd, 2007, 4:30 am
Forum: Careers Forum
Topic: salary negotiation
Replies: 12
Views: 77491

salary negotiation

<t>when i got my offer from goldman they typed it up and sent it next day air. from the initial phone confirmation about the offer it took 2 days. id say it just depends. but more than 5 business days is really really pushing it. if they want you, they'll try to get you to sign the offer letter asap...
by l3ttuce
February 25th, 2007, 4:51 pm
Forum: Brainteaser Forum
Topic: Classical problem from control
Replies: 5
Views: 89449

Classical problem from control

so, how do u do this problem? i'm totally stuck...
by l3ttuce
February 25th, 2007, 4:21 pm
Forum: Brainteaser Forum
Topic: head tail
Replies: 20
Views: 122392

head tail

QuoteOriginally posted by: playerBasic question but how do you get E[T_A]=10E[T_B]=8yes, please, can someone expand on this?
by l3ttuce
February 23rd, 2007, 10:00 pm
Forum: Brainteaser Forum
Topic: help needed in option pricing
Replies: 49
Views: 165639

help needed in option pricing

to the original question:what happens is there is a LOWER barrier? for example, the stock is at S and the lower barrier is L and the upper barrier is U.for numbers, what if S=20, U=30, L=15 and it pays $1 if it ever hits U?
by l3ttuce
February 18th, 2007, 2:27 am
Forum: Brainteaser Forum
Topic: Binary options
Replies: 5
Views: 83076

Binary options

what forum is this from? nuclearphyn?
by l3ttuce
January 18th, 2007, 6:04 pm
Forum: Programming and Software Forum
Topic: Calling user defined Matlab function from Excel
Replies: 4
Views: 82287

Calling user defined Matlab function from Excel

is excel link something that needs to be purchased seperately?
by l3ttuce
January 18th, 2007, 2:58 am
Forum: Careers Forum
Topic: is the major gone?
Replies: 34
Views: 85456

is the major gone?

im a harvard/mit student and what was just said is total bsno one cares
by l3ttuce
January 18th, 2007, 2:58 am
Forum: Careers Forum
Topic: is the major gone?
Replies: 34
Views: 85456

is the major gone?

by l3ttuce
December 31st, 2006, 7:14 am
Forum: Book And Research Paper Forum
Topic: exact solution to the american put pricing problem - zhu 2006
Replies: 14
Views: 88812

exact solution to the american put pricing problem - zhu 2006

<t>oh yeah, here's the abstract info:[quote]"An exact and explicit solution for the valuation of American put options"Song-Ping ZhuSchool of Mathematics and Applied Statistics, University of Wollongong, Wollongong, NSW 2522, AustraliaAbstract:In this paper, an exact and explicit solution of the well...
by l3ttuce
December 31st, 2006, 7:13 am
Forum: Book And Research Paper Forum
Topic: exact solution to the american put pricing problem - zhu 2006
Replies: 14
Views: 88812

exact solution to the american put pricing problem - zhu 2006

<r>has anyone spent time looking at <URL url="http://taylorandfrancis.metapress.com/%28pmvddwfsykii5l55tnlrmizu%29/app/home/contribution.asp?referrer=parent&backto=issue,6,8;journal,4,36;linkingpublicationresults,1:111405,1orhttp://spiedl.aip.org/getabs/servlet/GetabsServlet?prog=normal&id=P...
by l3ttuce
December 31st, 2006, 4:45 am
Forum: Programming and Software Forum
Topic: professionalism/quality of quantlib
Replies: 21
Views: 88339

professionalism/quality of quantlib

it compiles just fine for me... emerge quantlib in gentoo.
by l3ttuce
December 30th, 2006, 7:24 pm
Forum: Book And Research Paper Forum
Topic: must haves books
Replies: 8
Views: 88954

must haves books

ooh, i like http://www.markjoshi.com/RecommendedBooks.htmlthanks mark!(btw, read ur design pricinples book. great read! keep up the great books! ur 3rd book looks impressive so far...)