Serving the Quantitative Finance Community

Search found 21 matches

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by tbwong
August 5th, 2003, 6:16 am
Forum: General Forum
Topic: Starting a hedge fund.
Replies: 127
Views: 201539

Starting a hedge fund.

Is like:" I've work in hospital for 1 year as a nurse, and would like to be a brain surgeon... can someone give me a crash course on brain surgery... "Come on, give some credits to the hedge fund managers
by tbwong
June 9th, 2003, 7:18 am
Forum: Book And Research Paper Forum
Topic: Recommendations on Quant Finance Story Books
Replies: 14
Views: 191281

Recommendations on Quant Finance Story Books

<t>DrBen,I have read the few of the mkt wizards series, but at the end of the days, most of the experience of the mkt wizards come down to same, where they shared almost similar trading discipline n signals... So after reading 3-4 stories in the book, the book get actually quite boring...As for me, ...
by tbwong
May 29th, 2003, 4:54 am
Forum: Book And Research Paper Forum
Topic: Recommendations on Quant Finance Story Books
Replies: 14
Views: 191281

Recommendations on Quant Finance Story Books

Any recommendations on books on Quant Finance, such as "Inventing Money" or "When Genius Failed" or "FIASCO"... Nothing too technical, more for pool side reading...
by tbwong
May 28th, 2003, 8:25 am
Forum: Careers Forum
Topic: NTU Financial Engineering
Replies: 28
Views: 200099

NTU Financial Engineering

<t>Kanshu,IB is very general area, it could be trading, corporate finance, investment mgmt etc... I think u must know whats yr strength is, ie qualitative or quantitative or risk-lover, n leverage on it... As for me, I always know my strength in quantitative, n I cant write for shit... So I choosen ...
by tbwong
May 28th, 2003, 2:28 am
Forum: Programming and Software Forum
Topic: non-constant array size (vba/c++)
Replies: 18
Views: 192572

non-constant array size (vba/c++)

<t>sindreb,Being a beginner to c++, i did encountered the same problem as u. What i did was to to pass the array as reference from vb: Function(Array(0), ArraySize)Then at C++, I declared as: double _stdcall Function(double *Array,int ArraySize)To declare another array with that size, I used calloc:...
by tbwong
May 19th, 2003, 2:14 am
Forum: Careers Forum
Topic: NTU Financial Engineering
Replies: 28
Views: 200099

NTU Financial Engineering

<t>Kanshu,As far as I know, that's no scholarship being offerred for non-Asean students for postgraduate level. The only way for financial assistance will be doing part-time research assistant for professors. However, it doesn't pay well, n it is goes by hour. It is also not being encouranged, as th...
by tbwong
April 30th, 2003, 10:03 am
Forum: Programming and Software Forum
Topic: How to call C++ programs from Excel
Replies: 41
Views: 195086

How to call C++ programs from Excel

Salsero,Thanks alot for yr suggestion, even though is not the most efficient way, but it works.... Apreciate it.
by tbwong
April 30th, 2003, 10:01 am
Forum: Programming and Software Forum
Topic: How to call C++ programs from Excel
Replies: 41
Views: 195086

How to call C++ programs from Excel

Salsero,Thanks alot for yr suggestion, even though is not the most efficient way, but it works.... Apreciate it.
by tbwong
April 30th, 2003, 9:19 am
Forum: Programming and Software Forum
Topic: How to call C++ programs from Excel
Replies: 41
Views: 195086

How to call C++ programs from Excel

<t>Salsero,Follow is the simple program I tried to incorporate output as Array. However I encounter compile error "C:\tb\C++\Array\MCS.CPP(15) : error C2440: 'return' : cannot convert from 'double *' to 'double'". I have tried including [] or * in front of double, however, it is still unable to buil...
by tbwong
April 30th, 2003, 8:43 am
Forum: Programming and Software Forum
Topic: How to call C++ programs from Excel
Replies: 41
Views: 195086

How to call C++ programs from Excel

Have you tried SafeArrays ?Nope, haven't come across it. I aware that is a type of Data Type, but how do modify the program (C++ & VBA) to cater for it???
by tbwong
April 30th, 2003, 6:52 am
Forum: Careers Forum
Topic: NTU Financial Engineering
Replies: 28
Views: 200099

NTU Financial Engineering

<t>officeboy (hope thats yr name, not yr designation),Most of the partimers actually catch a ride from some classmates to school, so it will take abt 45 mins from Raffles pl. But for those who resorted to Public transport, it will take abt 60-75mins, hence, most of them end up late. It is quite diff...
by tbwong
April 30th, 2003, 5:18 am
Forum: Careers Forum
Topic: NTU Financial Engineering
Replies: 28
Views: 200099

NTU Financial Engineering

<t>Being a graduate from MFE from NTU (class 2002), I think I shd speak up to clear the doubts that were mentioned. NTU Vs NUS:1) Salary - Clearly, NUS grad shd have higher salary, not because of course structure differences, but rather due to the part-time Vs full time nature. NTU has high proporti...
by tbwong
April 30th, 2003, 4:34 am
Forum: Programming and Software Forum
Topic: How to call C++ programs from Excel
Replies: 41
Views: 195086

How to call C++ programs from Excel

Hi,How do I modify the programs (both C++ & VBA) so that the function output(C++) can be catered for Array data type? I tried several methods but with no success.
by tbwong
October 25th, 2002, 9:32 am
Forum: General Forum
Topic: Fitting of Smile into pricing of Exotic Option
Replies: 2
Views: 190075

Fitting of Smile into pricing of Exotic Option

Thanks alot for the solution, will have a look at it. Btw, any clues on pricing of barrier option given the smile?Thanks
by tbwong
October 24th, 2002, 8:29 am
Forum: General Forum
Topic: Fitting of Smile into pricing of Exotic Option
Replies: 2
Views: 190075

Fitting of Smile into pricing of Exotic Option

<t>Hi, Im currently looking into pricing of exotics given the volatility smile. As u awared, when come to pricing of exotic options, say digital or barrier, it will not be accurate if I pick the implied vol from the smile at the given strike level, as it doesn't incorporate the smile elements in it ...
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