SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by QuantOption
May 15th, 2014, 8:28 pm
Forum: Book And Research Paper Forum
Topic: Rebonnato's Book
Replies: 6
Views: 5510

Rebonnato's Book

go for Andersen/Piterbarg's volume 2/3
by QuantOption
February 9th, 2014, 11:27 am
Forum: Careers Forum
Topic: Asked about expected salary
Replies: 10
Views: 6389

Asked about expected salary

<t>QuoteOriginally posted by: edouardI disagree somewhat.So you think they will think "woow the guy is good, let's pay him/her beyond his/her expectations" ?No, and that's exactly the reason why not to reveal it. They will pay the least they can get away with, if it gets to the offer stage. If they ...
by QuantOption
February 8th, 2014, 7:14 pm
Forum: Careers Forum
Topic: Asked about expected salary
Replies: 10
Views: 6389

Asked about expected salary

don't say any number, no range at all. Something along the lines "my expected salary is market rate for the position I applied and for a candidate with my experience, bla bla".Whatever concrete number you provide can and will be used against you!
by QuantOption
October 11th, 2013, 7:57 pm
Forum: Book And Research Paper Forum
Topic: Best C++ Book for Quant Finance Interview?
Replies: 7
Views: 10386

Best C++ Book for Quant Finance Interview?

QuoteWhat happens if interviewer goes outside your 'comfort zone', i.e. asks more difficult questions? OuchYou simply reply that you don't know. If they start asking very difficult questions, you know they are not looking for a quant ...
by QuantOption
October 9th, 2013, 4:11 pm
Forum: Book And Research Paper Forum
Topic: Best C++ Book for Quant Finance Interview?
Replies: 7
Views: 10386

Best C++ Book for Quant Finance Interview?

QuoteOriginally posted by: AnalyticalVegaWhat is the best book C++ book to help pass the the coding part of the interview? Let's say you could only read one book before your interview, which one would it be?I'd go for Effective C++: 55 Specific Ways to Improve Your Programs and Designs
by QuantOption
July 30th, 2013, 8:32 pm
Forum: Book And Research Paper Forum
Topic: Book: A Workout in Computational Finance
Replies: 35
Views: 13646

Book: A Workout in Computational Finance

From the Back Cover... A Workout in Computational Finance is accompanied by a range of worked?out examples available from www.unrisk.com/WorkoutIs the website set up? It says "404 component not found"
by QuantOption
March 19th, 2013, 8:52 pm
Forum: Careers Forum
Topic: Buying time to weigh offers
Replies: 23
Views: 11077

Buying time to weigh offers

<t>QuoteOriginally posted by: DominicConnorYou have created fragility in a situation where you are very vulnerable.Let's look at some of the way this can go wrong...1: You renege on the deal and the slighted employer finds out and lets the other firm know. That can lead to the offer being withdrawn....
by QuantOption
March 17th, 2013, 4:56 pm
Forum: Careers Forum
Topic: Buying time to weigh offers
Replies: 23
Views: 11077

Buying time to weigh offers

<t>QuoteOriginally posted by: blycmThe HH is working for his own interests, not your interests. I wouldn't do that... If you have signed, you have signed.So are you going to stick in that job for the next few years because you are a noble man and "If you have signed, you have signed"? And at which p...
by QuantOption
March 16th, 2013, 10:44 am
Forum: Careers Forum
Topic: Buying time to weigh offers
Replies: 23
Views: 11077

Buying time to weigh offers

<t>I was told by HH that while not encouraged, it's a standard practice to just accept the offer, resign and keep on searching during the notice period.If you find anything better, get back to the first one and tell them you found something else and won't join them after all, HH was saying apparentl...
by QuantOption
November 14th, 2012, 7:27 pm
Forum: Careers Forum
Topic: Notice period for VP level at investment banks
Replies: 16
Views: 13822

Notice period for VP level at investment banks

QuoteOriginally posted by: kgpian ... especially when I don't see much upside in getting promoted3m work both ways, so the obvious upside is added security, i.e. if/when you are made redundand, they have to give you 3m notice or pay for that period, instead of just 1m.
by QuantOption
September 16th, 2012, 8:53 am
Forum: Careers Forum
Topic: Is Msc Finance at LSE enough for trading/structuring
Replies: 6
Views: 11762

Is Msc Finance at LSE enough for trading/structuring

QuoteOriginally posted by: chituanQuoteOriginally posted by: bearishYes, but you should probably be aware that this is not exactly an area of growth.are there any areas that are growing and still utilise quantitative skills and programming ?counterparty risk
by QuantOption
August 13th, 2012, 9:54 pm
Forum: Book And Research Paper Forum
Topic: The best device to read PDF files
Replies: 12
Views: 19972

The best device to read PDF files

<t>QuoteOriginally posted by: wkwQuoteOriginally posted by: HansiDidn't buy one but have tried it out and must say that the iPad 3 does offer a much better reading experience because of the increased resolution when using res independant sources (non-bitmap pdfs etc).Also tried the Nexus 7 to get a ...
by QuantOption
May 18th, 2012, 9:26 am
Forum: Careers Forum
Topic: Junior positions (or lack thereof)
Replies: 26
Views: 15941

Junior positions (or lack thereof)

<t>You are probably right for the job, I don't think that's the problem. The problem is that now hiring managers get piles of CVs from clearly overqualified candidates who are willing to be paid less and moving to less senior position. If you don't get into a grad scheme, the prob of getting a quant...
by QuantOption
April 28th, 2012, 1:28 pm
Forum: General Forum
Topic: SABR Risks.
Replies: 8
Views: 24195

SABR Risks.

<t>I don't get 3.7a, can someone enlighten me please?When I compare it with 3.6 there is additional term d\sigma_{ATM}/d\alpha which is not qual to 1, so how did we get 3.7a from 3.6?The only thing I can think of is that there is a typo in 3.7a and what is calculated is actually dV_{call}/d\sigma_{A...
by QuantOption
April 18th, 2012, 3:18 pm
Forum: Careers Forum
Topic: 2-tier front office VS 1-tier middle office
Replies: 92
Views: 19376

2-tier front office VS 1-tier middle office

QuoteOriginally posted by: tu160QuoteOriginally posted by: ashkarOut of interest, do you say this because CVA is like an add-on to the existing library and they reuse the existing functionality?Partially. And I didn't mean to be impolite.as has already been said, it's non-sense
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