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by kirti
April 16th, 2021, 2:52 pm
Forum: Careers Forum
Topic: Economic Capital Model Interview
Replies: 1
Views: 1094

Economic Capital Model Interview

Hello All,
I have an interview comping for Internal Economic Capital Model Developer interview with Deutsche Bank. Can you please advise on what mathematics topics should i prepare for this? Any help would be greatly appreciated!
by kirti
January 30th, 2017, 12:27 pm
Forum: Book And Research Paper Forum
Topic: Need Book Suggestion
Replies: 2
Views: 3253

Need Book Suggestion

Hello,

I am looking for a good book and online resources to learn to build quantitative, statistical, and optimization models, measure and validate their effectiveness. Kindly advise. Thanks!
by kirti
May 13th, 2016, 7:28 am
Forum: Student Forum
Topic: FRM I Practice Swap Question
Replies: 3
Views: 1086

FRM I Practice Swap Question

<t>Hello,I am trying to solve below question on Swap, and not sure how to calculate the Floating Rate of this Swap, for each Firm. Any solution will be much appreciated. Thanks!An oil driller recently issued USD 250 million of fixed-rate debt at 4.0% per annum to help fund a new project. It now want...
by kirti
May 14th, 2010, 12:12 pm
Forum: Careers Forum
Topic: Deal with Goldman fraud lawsuit topic in interview!!
Replies: 18
Views: 29436

Deal with Goldman fraud lawsuit topic in interview!!

Thanks for the responses!I just had my 1st interview. The manager said they'll fix the 2nd phone interview soon.The role is in Securities division and manager was interested mainly in programming skills.Any advice what should I prepare for it?Thanks!
by kirti
May 13th, 2010, 5:00 am
Forum: Careers Forum
Topic: Deal with Goldman fraud lawsuit topic in interview!!
Replies: 18
Views: 29436

Deal with Goldman fraud lawsuit topic in interview!!

<t>HelloI have an interview with Goldman for quant analyst role with the hiring manager of the team. I was wondering how to handle the GS civil fraud lawsuit topic with the interviewer. Obviously I want to leave a good impression on the interviewer. If he doesn't ask this, should I discuss or ask hi...
by kirti
April 11th, 2010, 8:57 am
Forum: Numerical Methods Forum
Topic: Pricing Compound Option
Replies: 1
Views: 30329

Pricing Compound Option

HelloI want to build a pricing model for european options on american options. Anybody has any ideas which model is better to implement this and how?Thanks!
by kirti
November 14th, 2009, 12:07 am
Forum: Careers Forum
Topic: First Job application
Replies: 5
Views: 33392

First Job application

The position is available in 2 locations: one where I am based and London. I wish to apply for London and I need visa sponsorship.
by kirti
November 13th, 2009, 11:18 am
Forum: Careers Forum
Topic: First Job application
Replies: 5
Views: 33392

First Job application

<t>HelloI am currently pursuing my mfe from top 10 quant school mentioned in advanced trading rankings last year and applying to my first job for the modeling and analytic desk in a British bank. Their selection criteria is "It is expected that an associate will have either a higher degree with a th...
by kirti
October 19th, 2009, 2:11 am
Forum: Student Forum
Topic: Urgently need Stochastic Calculus help!!!
Replies: 2
Views: 33885

Urgently need Stochastic Calculus help!!!

<t>Hi,I am new to stochastic calculus and finding some difficulty in understanding things. How to approach the solutions for the problems under the topics like martingale, linear diffusion SDEs, expectation of martingale, Ito stochastic integral formulas, solving Ito diffusion SDEs and finding their...
by kirti
August 20th, 2009, 10:11 am
Forum: Careers Forum
Topic: EDHEC MSc Finance vs Risk and Asset Management vs Cranfield MSc Finance and Management
Replies: 7
Views: 38861

EDHEC MSc Finance vs Risk and Asset Management vs Cranfield MSc Finance and Management

<t>QuoteOriginally posted by: cryptic26I could google and find the course work or you could just point out the highlights including the courses. Choose either of the two that is more intensive in terms of data analysis, econometrics and simulations. IT would be helpful to go through a class of finan...
by kirti
August 19th, 2009, 4:37 am
Forum: Careers Forum
Topic: EDHEC MSc Finance vs Risk and Asset Management vs Cranfield MSc Finance and Management
Replies: 7
Views: 38861

EDHEC MSc Finance vs Risk and Asset Management vs Cranfield MSc Finance and Management

<t>QuoteOriginally posted by: cryptic26QuoteOriginally posted by: kirtiEven if I got scholarship from EDHEC? Is placement of the program bad? I dont wish to become a millionare, well some days back i was not ready to come down to that level, but realized i can't afford expensive education so just ap...
by kirti
August 18th, 2009, 3:35 pm
Forum: Careers Forum
Topic: EDHEC MSc Finance vs Risk and Asset Management vs Cranfield MSc Finance and Management
Replies: 7
Views: 38861

EDHEC MSc Finance vs Risk and Asset Management vs Cranfield MSc Finance and Management

<t>Even if I got scholarship from EDHEC? Is placement of the program bad? I dont wish to become a millionare, well some days back i was not ready to come down to that level, but realized i can't afford expensive education so just applied to these programs 2 days back and got admits for September 200...
by kirti
August 18th, 2009, 2:07 pm
Forum: Careers Forum
Topic: EDHEC MSc Finance vs Risk and Asset Management vs Cranfield MSc Finance and Management
Replies: 7
Views: 38861

EDHEC MSc Finance vs Risk and Asset Management vs Cranfield MSc Finance and Management

All,I got offers from these programs for 2009 entry. Which program has better reputation and placements? Please advise.Thanks!