<t>Slight brain freeze:Is \int W(t) dt a Riemann integral? W(t) wiener.Or, more to the point: in the approximation using a partition P, can I choose x_j to be any point in each interval [t_j, t_j+i) (in the partition), or do I have to choose the first one (t_j) (as in the case of an Ito integral to ...

<t>Maybe I should've specified that I am a second year undergrad student (this too, of course, is obvious from my application).Nonetheless, I will prepare as well as I can although I don't have much time to be honest, and do my best. Can't do much more than that. I just need to make it clear at the ...

<t>I clearly stated "basic c++ skills" in my open* application and have been invited to an interview for a position that states "very strong c++" as a requirement. This interview was preceeded by a general competency interview, so some screening by a human can be assumed.How should I interpret this?...

Does anyone recommend any summer courses in programming (pref. c++/c/matlab for beginners) in the US (most preferably NY) or UK? Or any other English speaking courses for that matter. Not regionably limited. Thank you.

Bah. Dividends.

And Aviva gives r = 4.9%, BP 5.2%, BAE Systems 6.3% ...

<t>I wanted to test the Put Call Parity on a real example.I opened this weekend's FT and looked at GlaxoSmithKline stock option. I looked at February put and call. This would be a 3 month time to maturity I suppose. Solving for r, the risk free interest rate for an investment for the period of 3 mon...

If my memory doesn't fail me, a similar case is discussed in Hull's "Options, Futures and Other Derivatives" in one of the earlier chapters.

Conducted in English? National language not a prerequisite? Thanks.

If anyone's got an old pitch in some format, say pp-slide, I'd love to see one for educational and entertainment purposes.

<t>msperlin, interesting read for me as a beginner (2nd year undergrad maths). Sadly I get "??? Error using ==> loadUnable to read MAT file C:\program2\MATLAB6p5\work\PairsTrading_FEX\Example_Data.matFile may be corrupt.Error in ==> C:\program2\MATLAB6p5\work\PairsTrading_FEX\Example_Script.mOn line...

<t>Can someone please describe Gaussian Copula in layman terms? I know the basics of the basics, such as basic defn of correlation. I'm a second year undergrad student in maths. I'm more interested in knowing the concept, what it's used for. how it's used and similar, as opposed to be able to use it...