<t>I'm just a newbie looking for:Some important papers that have developed on the fundamentals of measuring portfolio risk, papers that touch on Measures: VaR and cVaR and Methods: Covariance matrix methods, Copula functions and/or time series & Monte Carlo simulation.(Also if possible, anything...

<t>Hey peoples of the Wilmott world, I'm just a newbie looking for:Some important papers that have developed on the fundamentals of measuring portfolio risk, papers that touch on Measures: VaR and cVaR and Methods: Covariance matrix methods, Copula functions and/or time series & Monte Carlo simu...

<t>To the more experienced and the interested: I'd like to hear your thoughts on Putin and Wen Jiabao's comments, direct and indirect, about the US economy and the USD. And for anyone who cares, is Geithner going to be good for US-China financial relations? By 'good' I mean mutual economic growth an...

<t>QuoteOriginally posted by: NattieLightQuoteOriginally posted by: HyperGeometricYou don't mention what you're applying for? If it's for a Master program, even top programs admit people with 780 (nothing below).That's disconcerting.I'm applying for Master's programs in FE.Good luck. I think the GRE...

Out of interest, as HyperGeo said, what are you applying to?

no prob

<t>I didn't work there, but knew some people who did, and I once interviewed there a year ago. But:- market making, huge presence in HK equity derivatives market, its a low margin high frequency business, though there could be some prop desks these days- casual working environment (casual clothes, b...

QuoteOriginally posted by: meteor>>Who actually do econometrics?IMO it is more used in hedge fundsCan you expand on this opinion please?

I don't think it is normal. Don't you need to be in penultimate year, or within a year of completing dissertation for quant job internships?

Cheers champs

Looking for recognised classics, if any. Thanks!

reverse Q: any quant prop desks or hedge funds that hire consultants (say these consultants have bachelors or masters in hard science, not PhD)?

My first forum, and found just what I was looking for. Cheers