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by Zedr0n
July 27th, 2008, 7:12 pm
Forum: Careers Forum
Topic: Opinions on Canary Wharf area ?
Replies: 20
Views: 53954

Opinions on Canary Wharf area ?

<t>Well, tube in London is horrible, all the delays. I'd never want to commute to work in the morning That's why I'm renting 2minutes walking distance to Canary Wharf(south quay dlr), it's not like you have time to go anywhere during the weekdays, and during weekends you'll end up taking the tube an...
by Zedr0n
July 13th, 2008, 3:16 pm
Forum: Programming and Software Forum
Topic: 2d and 3d graphing within C++
Replies: 5
Views: 52225

2d and 3d graphing within C++

<t>I use my own opengl code to do that. Basically it's just a separate C++ class which uses SDL to create a window and has a constructor of a form (vector<double> &x, vector<doubly> y). One nice thing about opengl that it handles scaling on its own as all the coordinates are from (-1,1). </t>
by Zedr0n
July 9th, 2008, 1:59 pm
Forum: Student Forum
Topic: Variance of a stochastic integral?
Replies: 4
Views: 54998

Variance of a stochastic integral?

On the left you have variance and on the right you have a constant, so the right part is your answer, unless I'm missing something
by Zedr0n
July 7th, 2008, 12:57 pm
Forum: Student Forum
Topic: Variance of a stochastic integral?
Replies: 4
Views: 54998

Variance of a stochastic integral?

Use Ito isometry
by Zedr0n
June 28th, 2008, 3:45 pm
Forum: Programming and Software Forum
Topic: How do I implement a pointer to Function with variable arguments?
Replies: 40
Views: 57531

How do I implement a pointer to Function with variable arguments?

<t>For that matter you could for example do this. Not too elegant, but all the work goes into implementing the RnToRm class and function converters/wrappers, so the users of the class don't have to deal with the headache. Also possible to overload f member so that it returns the same type that goes ...
by Zedr0n
June 28th, 2008, 3:26 pm
Forum: Programming and Software Forum
Topic: How do I implement a pointer to Function with variable arguments?
Replies: 40
Views: 57531

How do I implement a pointer to Function with variable arguments?

<t>QuoteOriginally posted by: wynand494hi dirty droog,thanks for your reply but i do not want to have to couple the basic function with the newton raphson solver. I like the idea of the newton raphson giving the solution based on just the function name. Zedroon's idea of passing the rest of the argu...
by Zedr0n
June 28th, 2008, 12:03 pm
Forum: Programming and Software Forum
Topic: How do I implement a pointer to Function with variable arguments?
Replies: 40
Views: 57531

How do I implement a pointer to Function with variable arguments?

<t>Hm, just from top of my head, why don't you pass the pointer to an array of variables instead of listing all the variables? So you can have a generic form ofSomeFunction(double x, vector<double> param). As you only need to change x in NewtonRhapson you can pass through param without caring how ma...
by Zedr0n
June 26th, 2008, 9:30 pm
Forum: Careers Forum
Topic: FSA exams
Replies: 9
Views: 53073

FSA exams

<t>QuoteOriginally posted by: PlasticSaberQuoteOriginally posted by: Zedr0nHm, as far as I know, they are necessary for any front office role. I, as a quant, also have to take itI think it depends on the company culture. In our hedge fund, sponsoring an employee to take FSA exam (along with Blackber...
by Zedr0n
June 26th, 2008, 4:27 pm
Forum: Careers Forum
Topic: When will be better?
Replies: 9
Views: 53810

When will be better?

Musiela/Rutkowski is a very nice book
by Zedr0n
June 26th, 2008, 4:26 pm
Forum: Programming and Software Forum
Topic: asm for 64 bit intel book?
Replies: 10
Views: 53897

asm for 64 bit intel book?

Nice solution, vista is so inconvenient
by Zedr0n
June 26th, 2008, 11:26 am
Forum: Careers Forum
Topic: FSA exams
Replies: 9
Views: 53073

FSA exams

Hm, as far as I know, they are necessary for any front office role. I, as a quant, also have to take it
by Zedr0n
June 24th, 2008, 2:55 pm
Forum: Student Forum
Topic: [HELP] how to integrate this nasty PDF?
Replies: 10
Views: 52964

[HELP] how to integrate this nasty PDF?

hm, I wonder if it has solution for half-integer n? Like gamma function?
by Zedr0n
June 24th, 2008, 1:28 pm
Forum: Student Forum
Topic: [HELP] how to integrate this nasty PDF?
Replies: 10
Views: 52964

[HELP] how to integrate this nasty PDF?

I thought we were talking non-integer n as stated in the first post
by Zedr0n
June 24th, 2008, 11:13 am
Forum: Student Forum
Topic: [HELP] how to integrate this nasty PDF?
Replies: 10
Views: 52964

[HELP] how to integrate this nasty PDF?

this looks very similar to (incomplete) gamma function, so I doubt this has analytical form, though others may know better
by Zedr0n
June 24th, 2008, 10:31 am
Forum: Programming and Software Forum
Topic: asm for 64 bit intel book?
Replies: 10
Views: 53897

asm for 64 bit intel book?

normally, it just goespush ...push ...call [ ]the question is the handling of the stack after function returns, some calling conventions tell that function normalizes stack, while others leave it to the calling function.
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