<t>QuoteOriginally posted by: hitodamaI'm currently a first year graduate student in a mathematics Ph.D program in the US (I'm planning to specialize in mathematical physics). I understand that the job market can be tough in academia so I want to start accumulating a more diverse skill set, especial...

<t>QuoteHmm…rock on shoulders guy, or guy that knows how to game the game.Tough question there!No rock on this shoulder. Just had my experience with some (very) ugly incidents of systematic cheating. I don't have the job I want yet because I am an idiot in interviews - I freeze up and leave my brain...

<t>QuoteOriginally posted by: mwam... My experience has been that the young ones tend to do the long hours, no questions asked, but the older ones keep whining about not being able to see their spouse, tuck their kids into bed, not being able to play with their kids at the weekend, how the commute t...

QuoteOriginally posted by: robbinsWhen is non-invertability a problem?non-invertability is a problem whenever you want to compute an inverse. vague Q gets a vague A.

<r>QuoteOriginally posted by: tibbarIn the generalised Fourier transform paper on optioncity.net: <URL url="http://www.optioncity.net/pubs/ExpLevy.pdfcould">http://www.optioncity.net/pubs/ExpLevy.pdfcould</URL> someone explain how on page 15 when the integral is simplified by taking the real part, h...

QuoteFortunately, there is a stochastic volatility model which is much more robust than Heston model and which is relatively easy to deal with numerically.and that would be...?

You need a mathematical explanation of why the mean reversion level of the short rate is not negative?

<t>Phaedo is basically right, but here are my thoughts:Hull's Book on Options/Futures and other Derivs contains all the basic knowledge of finance you need for a job. About every question in any interview I've had has come out of that book. However, there is exactly zero information in Hull about st...