SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by GreekMartingale
February 12th, 2010, 11:37 pm
Forum: Careers Forum
Topic: Becoming trader after Ph.D in Finance?
Replies: 17
Views: 34663

Becoming trader after Ph.D in Finance?

<t>This is again the usual story about top schools and PhDs. I have the utmost respect for people graduating from HBS, Yale, Tuck etc. However there is extremely good research from many universities which are not considered the top ones. I will always consider that Saint Gallen, Lausanne, TAMU and o...
by GreekMartingale
February 12th, 2010, 6:51 pm
Forum: Careers Forum
Topic: Finance PhDs where do we work?
Replies: 23
Views: 36185

Finance PhDs where do we work?

It depends where are you doing your research on. Making more money with less risk is an ill-posed problem. Define risk and define a benchmark for return and then we can see the problem closer.Many fin professors deal with corporate finance which is not a discipline of money making.
by GreekMartingale
February 11th, 2010, 2:24 pm
Forum: Careers Forum
Topic: Becoming trader after Ph.D in Finance?
Replies: 17
Views: 34663

Becoming trader after Ph.D in Finance?

Thanks for the input. My own experience say that finance phds are overqualified for entry level analyst positions but underqualified for quants. So we are stuck in the middle. I would concur with Escapeartist that asset management is a place to start. I would also include risk management.
by GreekMartingale
February 11th, 2010, 9:37 am
Forum: Economics Forum
Topic: Nonlinear Economics and Other Strange Beasts
Replies: 6
Views: 42473

Nonlinear Economics and Other Strange Beasts

LOL, i am aware of an astrological table of my hometown showing that its desperate situation is due to its astrological attributes and day of birth.
by GreekMartingale
February 11th, 2010, 9:35 am
Forum: Careers Forum
Topic: Becoming trader after Ph.D in Finance?
Replies: 17
Views: 34663

Becoming trader after Ph.D in Finance?

I am a soon to be a phd finance myself and i would say that it is a bit difficult. However there is hope. Bill Ziemba is a trader himself.
by GreekMartingale
February 11th, 2010, 12:18 am
Forum: Economics Forum
Topic: Nonlinear Economics and Other Strange Beasts
Replies: 6
Views: 42473

Nonlinear Economics and Other Strange Beasts

<t>I have some experience with economics and considerable with financial economics. I have been really fed up with this over-mathematization of economics. Too much form, without substance. I am really averse to this new strain of economic thinking, which merely changes the math that we use. Or we ar...
by GreekMartingale
February 10th, 2010, 11:44 pm
Forum: Off Topic
Topic: Reading List 2010
Replies: 59
Views: 37514

Reading List 2010

<r>The End of Influence: What Happens When Other Countries Have the Moneyhttp://<URL url="http://www.amazon.com/End-Influence-Happens-Other-Countries/dp/0465018769/ref=sr_1_1?ie=UTF8&s=books&qid=1265848941&sr=8-1Wake"><LINK_TEXT text="www.amazon.com/End-Influence-Happens-Ot ... sr=8-1Wak...
by GreekMartingale
February 10th, 2010, 1:54 am
Forum: Careers Forum
Topic: Roadmap to become an Excellent Quant
Replies: 37
Views: 36718

Roadmap to become an Excellent Quant

<t>In my humble opinion i dont think that finance and in specific quantitative finance can offer anything groundbreaking. The neoclassical finance (my term) has come to its limits. Most problems in the current framework (no arbitrage, martingale pricing etc) are well understood. You can play with an...
by GreekMartingale
February 10th, 2010, 1:14 am
Forum: Careers Forum
Topic: Finance PhDs where do we work?
Replies: 23
Views: 36185

Finance PhDs where do we work?

I hope a Greek recruiter reads the forum
by GreekMartingale
February 10th, 2010, 12:49 am
Forum: General Forum
Topic: The most foolish theorem ever...
Replies: 134
Views: 44929

The most foolish theorem ever...

<t>M&M has been proven mathematically. In a simple one period general equilibrium model one can see this. In fact the contribution of M&M is not why debt policy doesn't, but why it does matter since the real world is far away from the assumptions.But my contribution to the list of stupid the...
by GreekMartingale
February 10th, 2010, 12:13 am
Forum: Careers Forum
Topic: Finance PhDs where do we work?
Replies: 23
Views: 36185

Finance PhDs where do we work?

I have to admit that i would like to learn which banks hire fin phds for data entry. At least to write it in my motivation letter.
by GreekMartingale
February 9th, 2010, 11:21 pm
Forum: Careers Forum
Topic: Finance PhDs where do we work?
Replies: 23
Views: 36185

Finance PhDs where do we work?

Vienna. I am doing applied research, so i think it is better to work in the industry.
by GreekMartingale
February 8th, 2010, 9:57 pm
Forum: Careers Forum
Topic: Finance PhDs where do we work?
Replies: 23
Views: 36185

Finance PhDs where do we work?

<t>I am a soon to graduate finance PhD in asset and liability management, with courses in math, quant finance, econ, measure theory etc, knowledge of Matlab, mathematical programming languages etc. The issue is, that for a pure quant position, i am under qualified. On the other hand i have been told...
by GreekMartingale
April 5th, 2009, 11:35 pm
Forum: Programming and Software Forum
Topic: MATLAB for iPhone Released Today
Replies: 6
Views: 49494

MATLAB for iPhone Released Today

be a quant while on the beach, with the new Matlab for iPhone
by GreekMartingale
March 19th, 2009, 3:27 pm
Forum: Programming and Software Forum
Topic: Constrained optimization-fmincon
Replies: 4
Views: 44073

Constrained optimization-fmincon

Thank you very much
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