<t>Great, thanks, I thought that might be the case.Following on from your point about risk and return, I've seen a few sample interview questions around the place which ask you to make a market on some expected outcome. For example: "I make a stack of quarters which stretches to the height of the em...

<t>Hi,I'm just looking at getting into trading and have an interview with an equity derivatives market maker this week. The interview is with the director of trading but was arranged with me by someone in HR. When she sent me the details, I asked what my interviewer trades, and she said he "trades c...

Indeed. The undergraduate teaching developed out of it and started in 1969. It tries to stay close to its origins and remains much more mathematical than CS courses at most other institutions in the UK.

<t>Cuchulainn - I agree with you about the general trend of CS courses. I'm hoping I've avoided that to an extent by doing what is probably more of a traditional undergraduate CS course (its predecessor was actually the worlds first taught CS course) - it covered all of the topics you mentioned abov...

<t>Quicksort is O(n log n), but for median selection (or, for that matter, any element selection), once you've partitioned the data you only need to look at one half of it each time, so you average n + n/2 + n/4 + ... operations, which is O(n).Perhaps I'm misinterpreting, but I get the impression yo...

<t>DCFC - Haven't really hacked the Linux kernel, but I'd consider myself decent enough with general algorithms - I'd find the median in expected O(n) time using a modified quicksort, pivoting on a random element. In terms of the maths I need - I've done PDEs in the past, but no stochastic calculus....

<t>Does anyone know what the interview process for the PhD internship in Securities at GS? I'm doing a CompSci PhD, so while my programming is fine I think my general maths is a bit rusty and financial maths almost non-existent, and I'm just trying to work out what I need to beef up on most before t...