<r>here you are another one:this guy the head of derivatives at a small bank was thinking to be God on earth. maybe he was but God doesn't celebrate himself.after few minutes talking about my background he told me that was not the profile they were searching for.me thinking: ok wh did you call me he...
<t>I open this topic to let you list your experience about worst errors interviewer did with you! (yes this to mimic the famous reverse one)not only candidates but interviewers too make a lot of errors and they end in letting go the wrong people (or not). these are all true reports from interviews i...
<t>if omega can trade derivatives and leverage s&p500 is not the benchmark. then the eoy performance is not the only data to consider. remeber you have a return for a risk. Try to invest in s&p500 equal weight (Guggenheim S&P 500 Equal Weight (RSP)) you outperform s&p500 in the last ...
you'll take the losses of my trading accout for this year at 31/12/2013. I retain the possible gain. how much do you want?:-)suppose no leverage and 1 instrument to start with.
<r>yes it was the problem.yes it can be a model for a real problem this is way there is finite time t and not infinity but i'm not still sure it can work well. you want to study population at time t. it is an easy simplificationoisson. one common thing you can recognize is exp(\mu(z-1)).I like the a...
considering noise in the market I would go for a CFA then you can talk and talk in tv and sooner or later you got the right answer maybe just befre the next crash and you'll be a god speaking making money.but if you want to continue writing equations do not take it.
consider a poisson process for the fathers and a poisson for every daughterconditioned to 1 father at time "s". both the feller branching and this one have the same pde. one at generating function level one at infinitesimal generator level. I like the proof in the link.
I'm impressed:-)even if the process is not that one this shows a strict link. Now I would want to show the link in more depth.I'm studying proof of proposition 4.4 one passage is still not all clear to me but all is very interesting.Soon I should be able to show something I hope
<t>Alan is horribly correct!I tried a little bit before finding change of variable u=1/G to solve it.sorry for the bad notation.my true problem would be a little bit more complicated and it is H(t,a)=f(t-s)exp(...) and it's a true branching problem.I see it can be solved in the same way just more wo...
A Volterra Integral is what i thought at the beginning but it is not exactly in that form. anyway interesting chapteranyway there is a closed form. shouldn't be too difficult I think.H_t is what you want to find. f,a,\mu,t is given
<t>How in hell do you solve this one. f is a continuos function with some requir. and don't worry about that.the notation means H at time t starting from a. Inside the round brackets you have H at time t starting from u this means that you take the integral from u to t.how do you find the expression...
<t>you're absolutely right. I'm convinced. and in few seconds you can read a very limited number of lines. if you're applying for a specific position you should know what is better to include.consider also that some recruiters just match the exact word literally. anyway if you're gates or derman you...