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by tinoob
April 29th, 2015, 12:48 pm
Forum: Careers Forum
Topic: C# Quantitative Developers
Replies: 2
Views: 4185

C# Quantitative Developers

Hi All Does anybody know of Hedge Funds / IB's which have needs C# Quantitative Developers Or can someone please provide a list of london based Quantitative Hedge Funds ?Thanks
by tinoob
November 6th, 2014, 10:37 am
Forum: Careers Forum
Topic: MS Phone interview help please
Replies: 1
Views: 4817

MS Phone interview help please

Hello All I have a phone interview with MS for Quant and Strats Modelling. Can someone please shed some light on what sort of questions to expect ?Thanks for any help
by tinoob
October 15th, 2014, 7:31 am
Forum: Careers Forum
Topic: BlueCrest Quant Dev Interview help
Replies: 3
Views: 4928

BlueCrest Quant Dev Interview help

QuoteOriginally posted by: katastrofaLots of everything.Thanks Catastrophe, can you please elborate a bit more. or please PM me, i would be thankful
by tinoob
September 30th, 2014, 3:06 pm
Forum: Careers Forum
Topic: BlueCrest Quant Dev Interview help
Replies: 3
Views: 4928

BlueCrest Quant Dev Interview help

Guys just want to ask if anybody can shed some light on BlueCrest Quant Dev interview ? How much Maths / Programming / Stats etc Thanks
by tinoob
July 29th, 2014, 11:21 am
Forum: Technical Forum
Topic: Need Cap / floor Vol and forward swap curve data
Replies: 1
Views: 4416

Need Cap / floor Vol and forward swap curve data

Very dumb questions guys. I don't have access to Bloomberg. I need the Cap / floor vol and forward swap curve to price caps / floors. Can somebody please point me to the right place ? thanks
by tinoob
July 16th, 2014, 1:09 pm
Forum: Student Forum
Topic: C# lib for Sabr / Sabr-Lmm calibration ?
Replies: 0
Views: 4150

C# lib for Sabr / Sabr-Lmm calibration ?

<t>Can someone please point me to the lib which i can use with C# for things such as SABR / SABR-LMM Calibration / Bootstrapping / Interpolation / Dust Algo and basic Statistical analysis. I would also like to integrate it with Excel.I understand that we have SWIG available but i am not sure how upd...
by tinoob
July 16th, 2014, 1:08 pm
Forum: Technical Forum
Topic: C# lib for Sabr / Sabr-Lmm calibration ?
Replies: 0
Views: 4535

C# lib for Sabr / Sabr-Lmm calibration ?

<t>Can someone please point me to the lib which i can use with C# for things such as SABR / SABR-LMM Calibration / Bootstrapping / Interpolation / Dust Algo and basic Statistical analysis. I would also like to integrate it with Excel.I understand that we have SWIG available but i am not sure how upd...
by tinoob
June 22nd, 2014, 9:11 pm
Forum: Technical Forum
Topic: Help on master thesis around SABR-LMM
Replies: 1
Views: 4562

Help on master thesis around SABR-LMM

I would be very thankful if you guys could please point me out in a right direction or suggest me some good thesis to work on
by tinoob
June 22nd, 2014, 7:52 pm
Forum: Technical Forum
Topic: Help on master thesis around SABR-LMM
Replies: 1
Views: 4562

Help on master thesis around SABR-LMM

<t>Hello All Can anybody please tell me a good Masters thesis around pricing forward rate instrument's (Caps/ Swaptions) using SABR or LMM-SABR extensions ?Very honestly i have 2mths to complete and i want to get best out of them. My thesis should be a platform for my forthcoming interviewsAlso woul...
by tinoob
April 8th, 2014, 2:22 pm
Forum: Careers Forum
Topic: Hedge Funds / Banks which take entry level quants ?
Replies: 3
Views: 6158

Hedge Funds / Banks which take entry level quants ?

Thanks Hansi Most of the jobs from that link are based in NY. Can you please highlight some LN based funds / opportunities ? thanks
by tinoob
April 8th, 2014, 1:29 pm
Forum: Careers Forum
Topic: Hedge Funds / Banks which take entry level quants ?
Replies: 3
Views: 6158

Hedge Funds / Banks which take entry level quants ?

Could you all please guide me of the hedge funds / IB's which take the junior level / entry level quants ?Thanks
by tinoob
April 8th, 2014, 12:16 pm
Forum: Careers Forum
Topic: C++ Applied Finance course
Replies: 1
Views: 6398

C++ Applied Finance course

Can somebody please guide me if there is a short course available C++ computational finance ? I don't want online but a hands on. Unfortunately i missed the deadlines for the fantastic Cass business school coursesthanks
by tinoob
February 14th, 2014, 3:26 pm
Forum: Student Forum
Topic: Modelling Volatlity for Interest Rates Models
Replies: 13
Views: 7248

Modelling Volatlity for Interest Rates Models

Top Book by top author Jim Gatheral's , "The Volatility Surface" is your starting point
by tinoob
February 13th, 2014, 9:49 am
Forum: Student Forum
Topic: Dissertation Topic ?
Replies: 9
Views: 6361

Dissertation Topic ?

I am doing this as the part of my Final Year of Masters in FinEng. There is no such advisor , or you can say that they are bit of slag on that end. Many thanks to Mhill for the suggestion. I am looking at it. Guys any more suggestions are most welcome !Thanks
by tinoob
February 12th, 2014, 10:15 am
Forum: Student Forum
Topic: Dissertation Topic ?
Replies: 9
Views: 6361

Dissertation Topic ?

<t>that's very helpful i am not looking forward to create new models here. But just something interesting to write and analyse which will help me in getting a good stand when i am out in the market. Something that is current. I understand the VarSwap's or something on that grounds Can somebody else ...