Serving the Quantitative Finance Community

Search found 13 matches

by 2s1e
March 26th, 2008, 3:40 pm
Forum: Careers Forum
Topic: Analyst position at energy supplier - what should I know about energy markets?
Replies: 6
Views: 57801

Analyst position at energy supplier - what should I know about energy markets?

Now that power is not storable, and all basic relations of BS and arbitrage arguments collapse; even the forward/future price relations... Know a little about mean reversion.If you can spare some time look at Eydeland's book. Good luck.
by 2s1e
March 19th, 2008, 9:49 pm
Forum: Careers Forum
Topic: Better job market ahead?
Replies: 14
Views: 59878

Better job market ahead?

Lehman is very diversified and very well managed with good risk management. At least the Quant-Finance community should be able to come with better logic than "ok, #5 (BS) is gone, who's next.. #4 (Lehman)...".
by 2s1e
March 18th, 2008, 12:33 pm
Forum: Careers Forum
Topic: Bear Stearns in serious trouble??
Replies: 29
Views: 63286

Bear Stearns in serious trouble??

<t>QuoteOriginally posted by: pgeekQuoteOriginally posted by: misiti3780$2 per share, when their building in midtown is worth over 1 billion? what is going on here?BS will have liabilities, at least it got a positive evaluation!Aren't those liabilities reflected in the book value of $80? I understan...
by 2s1e
March 6th, 2008, 6:13 pm
Forum: Careers Forum
Topic: best book for c++ self study?
Replies: 34
Views: 67424

best book for c++ self study?

I think MJ's book is the bomb!! I think it is worth its value in gold, seriously; because, imho there isn't a single sentence missing or extra within its defined scope.
by 2s1e
February 22nd, 2008, 7:20 pm
Forum: Careers Forum
Topic: Phd in FE from Columbia - good or so-so?
Replies: 9
Views: 61173

Phd in FE from Columbia - good or so-so?

<t>Another point to consider: Columbia IEOR and the DRO department under business school basically run their PhD programs jointly. Each program is considered top 10, and jointly they are a force to be reckoned with.There are some brand names of quant-finance like Paul Glasserman and Mark Broadie at ...
by 2s1e
January 28th, 2008, 4:47 pm
Forum: Book And Research Paper Forum
Topic: The concepts and practice of mathematical finance
Replies: 165
Views: 227176

The concepts and practice of mathematical finance

Dr. Joshi, any approximate date as to availability of the 2nd Edition?QuoteOriginally posted by: mjwell they progress but not quickly...
by 2s1e
January 28th, 2008, 4:46 pm
Forum: Book And Research Paper Forum
Topic: The concepts and practice of mathematical finance
Replies: 165
Views: 227176

The concepts and practice of mathematical finance

Dr. Joshi, any approximate date as to availability of the 2nd Edition?QuoteOriginally posted by: mjwell they progress but not quickly...
by 2s1e
November 15th, 2007, 8:27 pm
Forum: Careers Forum
Topic: Why does my CV bounce?
Replies: 30
Views: 67599

Why does my CV bounce?

<t>^^Well overall university: ivy league, top ~5 (definitely top 10) the business school: consistently ranked top 5 to 10 in MBAs. My department: almost all graduates either as professors in very good universities (inc ivy league), or at top firms (lehman goldman etc..). my advisor: the guy who inve...
by 2s1e
November 14th, 2007, 11:02 pm
Forum: Careers Forum
Topic: Why does my CV bounce?
Replies: 30
Views: 67599

Why does my CV bounce?

<t>^^ Interesting point about "Business Schools". I am getting my PhD in Operations Research from a business school. My department is objectively considered one of the best (#1 probably) in OR., and it is very hardcore and rigorous. But, are you guys suggesting I should replace the first line in my ...
by 2s1e
September 14th, 2007, 2:23 pm
Forum: Careers Forum
Topic: Conveying c++ ability on resume (did a search, not asked before on this board)
Replies: 22
Views: 97476

Conveying c++ ability on resume (did a search, not asked before on this board)

QuoteOriginally posted by: mji agree that basic C++ is sensible. Reading my book is, of course, even more sensibleMJ great book by the way, probably the best I've seen. Your "Concepts" book is also at the top of my to-read-list.
by 2s1e
September 14th, 2007, 2:20 pm
Forum: Careers Forum
Topic: Conveying c++ ability on resume (did a search, not asked before on this board)
Replies: 22
Views: 97476

Conveying c++ ability on resume (did a search, not asked before on this board)

<t>QuoteOriginally posted by: DCFCSaying you've read Duffy,Joshi,Sutter is a mildly objective way of conveying a level of C++ skill.But as I say elsewhere, you must back this up by being able to do any questions in those books.The problem is I don't think interviewers will ask specifically from thes...
by 2s1e
September 14th, 2007, 12:13 am
Forum: Careers Forum
Topic: Conveying c++ ability on resume (did a search, not asked before on this board)
Replies: 22
Views: 97476

Conveying c++ ability on resume (did a search, not asked before on this board)

<t>Quote IMO doing C++ part-time (for lack of a better term) is very difficult. You cannot learn it from any book without spending months and years taming this beast.Then I would advise C# instead. Easier.And don't forget templates!!!! Exactly what I think! But, for a student like me, this is a "chi...
by 2s1e
September 13th, 2007, 8:02 pm
Forum: Careers Forum
Topic: Conveying c++ ability on resume (did a search, not asked before on this board)
Replies: 22
Views: 97476

Conveying c++ ability on resume (did a search, not asked before on this board)

<t>QuoteOriginally posted by: mji agree that basic C++ is sensible. Reading my book is, of course, even more sensibleHi! I have a similar situation. My C++ skill is not quite advanced, but I believe I have the basic level experience, and I have been trying to improve myself by reading/coding D.Duffy...