Serving the Quantitative Finance Community

Search found 11 matches

by HmptyDmpty
March 12th, 2010, 5:58 pm
Forum: Careers Forum
Topic: Any quant jobs in India?
Replies: 82
Views: 219242

Any quant jobs in India?

<t>QuoteOriginally posted by: DominicConnorTJ has a point, a PhD can get you through the British points based immigration system, though of course I cannot forecast what it will be like when you finish in 4 years time.It's harsh to say, but the centre of your career planning in India should be how t...
by HmptyDmpty
February 24th, 2010, 9:57 am
Forum: Careers Forum
Topic: Any quant jobs in India?
Replies: 82
Views: 219242

Any quant jobs in India?

QuoteOriginally posted by: ArthurDentThe List so far: (Feb 18, 2010)MS MumbaiGS BangaloreCS Mumbai, PuneDB Mumbai $50kWorld Quant - BangaloreD E Shaw - HyderabadAdding a few more companies to the listFidelity - Bangalore and Gurgoanglobeop - mumbai
by HmptyDmpty
February 1st, 2010, 7:28 am
Forum: General Forum
Topic: The most foolish theorem ever...
Replies: 134
Views: 50237

The most foolish theorem ever...

<t>QuoteOriginally posted by: BullBearThe Modigliani-Miller theorem (of Franco Modigliani, Merton Miller) forms the basis for modern thinking on capital structure. The basic theorem states that, under a certain market price process (the classical random walk), in the absence of taxes, bankruptcy cos...
by HmptyDmpty
January 30th, 2010, 3:55 pm
Forum: Book And Research Paper Forum
Topic: Book on value at risk
Replies: 10
Views: 36960

Book on value at risk

<r>QuoteOriginally posted by: linearThanks for all suggestions and comments. The book by Jorion is now ordered.Regarding the book by Holton: Is the 'essential mathematics' part of his book (that is Chapters 2, 3 and 4) just as found in most introductory books on statistics and mathematics or does th...
by HmptyDmpty
January 28th, 2010, 4:56 am
Forum: Book And Research Paper Forum
Topic: Book on value at risk
Replies: 10
Views: 36960

Book on value at risk

Value at Risk : Theory and Practice - Glyn HoltonThis book has lots of practice questions.In addition you can post questions at http://www.riskchat.com which is run by the author.
by HmptyDmpty
April 27th, 2009, 11:37 am
Forum: Careers Forum
Topic: Students are wondering: Is studying financial mathematics worth it?
Replies: 28
Views: 46087

Students are wondering: Is studying financial mathematics worth it?

<t>The dotcom bubble is a good casestudy of what we can expect in the future. This crisis is only a correction for an immature market.The IT market after the dotcom crash turned out to be more booming than it was before the crash - but in a sensible way.Maybe we can expect a similar boom in the bank...
by HmptyDmpty
April 16th, 2009, 1:09 pm
Forum: Technical Forum
Topic: Basel II: Market Risk issue
Replies: 5
Views: 45062

Basel II: Market Risk issue

<t>Basel has divided bank capital into pools1. Banking book - consists instruments held for long term 2. Trading book - consists instruments held for short termfx and commodities may have been considered as part of both the books owing to their speculative and volatile nature. They may become expens...
by HmptyDmpty
March 23rd, 2009, 11:47 am
Forum: Economics Forum
Topic: Herd behavior and the current crisis
Replies: 16
Views: 50240

Herd behavior and the current crisis

<t>Herd behaviour can also be due to the complexity of the financial products.For eg. The MBS and CDO caused the mayhem in the current financial crisis. The complexity of these instruments made it difficult for investors to understand before investing in them. Their risk was understood in a primitiv...
by HmptyDmpty
September 1st, 2008, 8:23 am
Forum: Brainteaser Forum
Topic: two goldman sac questions
Replies: 17
Views: 56542

two goldman sac questions

2. In theory percentiles do not follow sub - additive property. Hence VaR(X+Y) can be between 0 and - infinity.
by HmptyDmpty
September 1st, 2008, 7:20 am
Forum: Student Forum
Topic: Please, advice on further education
Replies: 9
Views: 50843

Please, advice on further education

Hello outrun, What are the universities in US which admits PhD students who are working professionals either in quant finance or risk management?
by HmptyDmpty
August 25th, 2008, 5:53 am
Forum: Careers Forum
Topic: What's a Business Analyst ?
Replies: 26
Views: 58929

What's a Business Analyst ?

<t>The business analyst typically performs a liaison function between the business side of an enterprise and the providers of services to the enterprise.The expertise of a BA varies widely between different companies.The following job advt. from efinancialcareers.com demands quant skillsCommodities ...