Serving the Quantitative Finance Community

Search found 10 matches

by quantifyMe
June 1st, 2011, 9:25 pm
Forum: Numerical Methods Forum
Topic: American Option Approximation
Replies: 8
Views: 32336

American Option Approximation

reviving an old thread... [Barone-Adesi Whaley model]Can someone please explain why as T -> 0, fk (in Barone-Adesi,Whaley; or gh in Ju,Zhong) -> 0 ?
by quantifyMe
March 30th, 2009, 3:09 pm
Forum: Careers Forum
Topic: Hiring for foreign graduate in Chicago vs NYC also U of Chicago or Cornell?
Replies: 4
Views: 42158

Hiring for foreign graduate in Chicago vs NYC also U of Chicago or Cornell?

talk about being between a rock and a hard place...
by quantifyMe
March 30th, 2009, 8:13 am
Forum: Careers Forum
Topic: Hiring for foreign graduate in Chicago vs NYC also U of Chicago or Cornell?
Replies: 4
Views: 42158

Hiring for foreign graduate in Chicago vs NYC also U of Chicago or Cornell?

<t>Hi all,I have a two-pronged question. I have read that institutions receiving TARP would not be able to hire MFE graduates of foreign nationality. How would this affect foreign hiring in NYC or Chicago? Are there many small boutiques in NYC who may still be hiring fresh foreign grads? I've also h...
by quantifyMe
June 16th, 2008, 6:08 am
Forum: Careers Forum
Topic: Please give me some realistic grounding on my attempt for CMU MSCF
Replies: 5
Views: 53962

Please give me some realistic grounding on my attempt for CMU MSCF

<t>Thank you Dominic, mit and sjcon for the replies. I interpret the situation as "a decent chance but will be competing with countless others just like me" since I have nothing that really shines in my CV. Would you guys recommend anything I could potentially do to beef up the finance portion of my...
by quantifyMe
June 12th, 2008, 3:11 pm
Forum: Careers Forum
Topic: Please give me some realistic grounding on my attempt for CMU MSCF
Replies: 5
Views: 53962

Please give me some realistic grounding on my attempt for CMU MSCF

<t>Hi all, I'm hoping some of you could provide me with feedback on my application to an MFE program for Fall 09 - particularly the MSCF from CMU. I'm 29 and have been working as an R&D Mechanical engineer involved in computational fluid dynamics simulations in a Silicon Valley MNC for the past ...
by quantifyMe
June 12th, 2008, 3:08 pm
Forum: Careers Forum
Topic: GRE vs GMAT - Math
Replies: 1
Views: 52820

GRE vs GMAT - Math

I took the GRE recently and found the ETS Powerprep material to be good preparation for the quantitative section. Just make sure you can complete the test fast with ample time to spare. Actual test questions tend to be a tad more difficult and tedious.
by quantifyMe
February 22nd, 2008, 4:29 am
Forum: Careers Forum
Topic: Computational Power Required by Market Risk Analyst
Replies: 31
Views: 64137

Computational Power Required by Market Risk Analyst

QuoteOriginally posted by: mjI thought you were asking a careers' question, rather than a how should things be done question.mj, you got me chuckling
by quantifyMe
February 21st, 2008, 4:08 am
Forum: Careers Forum
Topic: Suggestions on the choice of two offers
Replies: 32
Views: 100872

Suggestions on the choice of two offers

<t>QuoteOriginally posted by: Hinstings1+ years later, when I came back to this post, I so regretted that I didn't take your suggestion. Anyway, one year ago, I knew nothing about the various positions on the Street and took my naive imagination as true. Now looking back, I was damn wrong. A rule of...
by quantifyMe
February 21st, 2008, 3:48 am
Forum: Careers Forum
Topic: Quant roles in US vs Asia, UChicago in Singapore and starting age - your opinions please.
Replies: 6
Views: 61350

Quant roles in US vs Asia, UChicago in Singapore and starting age - your opinions please.

<t>First of all, emh thanks for the reply and the kind words! I get a feeling that you'd be leaning towards a US-based education if you were me. Several other friends I have spoken to also lean in this direction. Does any one have any positive things to mention about Asia/Singapore? Also, in your pe...
by quantifyMe
February 19th, 2008, 3:30 pm
Forum: Careers Forum
Topic: Quant roles in US vs Asia, UChicago in Singapore and starting age - your opinions please.
Replies: 6
Views: 61350

Quant roles in US vs Asia, UChicago in Singapore and starting age - your opinions please.

<t>Hello all learned quant-related professionals and aspirants. The quality of information I have gleaned from this forum prompted me to post my questions. I hope you can provide me with some food for thought. I want to read an MsCF but have found that deadlines are already over for several schools ...