<t>QuoteDo you personally see yourself using this on the go?Yes. I can see myself using this in various ways. In fact I use it quite regularly.Here are the way it could be used:1. Writing a whole script on the iphone. This, admittedly, is not the most comfortable way to do it. I'm guessing it would ...

I have almost completed my QuantLib/Lua program on the iPhone. Here is a video of pricing basic derivatives. QuantLib/Lua videoI'd like some feedback as I hope to put it on iTunes soon. I think there is now enough precedent to allow for such an app ( Lua on iPad )

Your answer looks wrong.How do you get that?

Hi I have this question. There is a huge urn with balls in 5 different colors. I pick one. What is the expected number of balls I need to pick to get a ball with the same color as the first ball in the following two cases:(i) each color is 20% of the balls.(ii) balls of color i occur with p_i.

I'd heard there's a non-trivial math and C++ test. Anywhere i can see samples of the question?

I am scheduled for an interview there in the next two weeks. What do I expects and how can I prepare?Thanks

Have you considered QuantLib-Python? http://sites.google.com/site/tgwena/is a good startup document (still in progress though)

<t>I am tasked with delta hedging a variance swap (actually, the replicating portfolio). In theory the delta should be zero, but there is talk of skew delta. I tried computing it using an analytic formula by Coulombe, Marini and Yesaya. The figures I got just did not make sense.Has anyone dealt with...