SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 2749 matches

by N
April 27th, 2007, 9:38 pm
Forum: Off Topic
Topic: What are your research interests?
Replies: 2
Views: 72400

What are your research interests?

I'm into fine wine.What are your non-financial interests?
by N
April 24th, 2007, 6:55 pm
Forum: Careers Forum
Topic: Ivy Applied Math Ph.D -> Derivative Trader ?
Replies: 62
Views: 81069

Ivy Applied Math Ph.D -> Derivative Trader ?

Oh, and the axiom of choice...It's wrong for anything but the most trival spaces. You'll be okay as long as there is no curvature!
by N
April 24th, 2007, 6:45 pm
Forum: Careers Forum
Topic: Ivy Applied Math Ph.D -> Derivative Trader ?
Replies: 62
Views: 81069

Ivy Applied Math Ph.D -> Derivative Trader ?

<t>QuoteOriginally posted by: MartingaleBusterN,The Axiom of Choice is wrong?FYI There is a quantitative mutual fund called Intech, which uses stuff Karatzas has worked on. Yhey've done quite well. What in your mind is a decent job?NYU is World class, but Lax is getting a little old. As far as pure ...
by N
April 24th, 2007, 3:41 pm
Forum: Book And Research Paper Forum
Topic: New Book - The Black Swan: The Impact of the Highly Improbable by Nassim Nicholas Taleb
Replies: 22
Views: 78353

New Book - The Black Swan: The Impact of the Highly Improbable by Nassim Nicholas Taleb

I read an early version of this book a few months ago, and it's a good read for anyone who might still believe that BM or GBM has a role in quantitative finance.
by N
April 24th, 2007, 3:35 pm
Forum: Careers Forum
Topic: Ivy Applied Math Ph.D -> Derivative Trader ?
Replies: 62
Views: 81069

Ivy Applied Math Ph.D -> Derivative Trader ?

QuoteOriginally posted by: PDiCarterYWith all these comments, I am not so sure if I should even apply to Columbia's Statistics or Applied Mathematics program anymore...PDiCarterY,NYU's Applied Math program is world class (Peter Lax, et al) if you like NYC.
by N
April 24th, 2007, 11:22 am
Forum: Careers Forum
Topic: Ivy Applied Math Ph.D -> Derivative Trader ?
Replies: 62
Views: 81069

Ivy Applied Math Ph.D -> Derivative Trader ?

<t>QuoteOriginally posted by: MartingaleBusterN,Columbia does not have a highly regarded Math Dept? Maybe you should tell Karatzas that, I don't think he's heard the bad news...Karatzas is one of the main reasons Columbia's math program is not highly regarded. Karatzas' work is pure crap. He depends...
by N
April 24th, 2007, 2:34 am
Forum: Careers Forum
Topic: Ivy Applied Math Ph.D -> Derivative Trader ?
Replies: 62
Views: 81069

Ivy Applied Math Ph.D -> Derivative Trader ?

<t>More specifically, my Ph.D work is on the Stochastics PDEs models from applied math point of view, say how to set up the funtional setting ( the solution space and solution process bases), correlation and stability, and the numerics for both the forward the problem using the SPDEs as the model an...
by N
April 19th, 2007, 7:17 pm
Forum: Programming and Software Forum
Topic: Prolog Language Use in QF?
Replies: 9
Views: 74266

Prolog Language Use in QF?

Didn't everyone program in Scheme in those days?
by N
April 19th, 2007, 6:18 pm
Forum: Numerical Methods Forum
Topic: Creating matrices of random numbers without their 'sticking'
Replies: 71
Views: 82439

Creating matrices of random numbers without their 'sticking'

The 'random' bits from Random.org must be good since they're made at Trinity College, Dublin in Ireland.
by N
April 19th, 2007, 3:59 pm
Forum: Off Topic
Topic: in groundbreaking event, a bunch of people died in the US
Replies: 25
Views: 74964

in groundbreaking event, a bunch of people died in the US

I agree with ppauper - We don’t' need more gun laws, instead laws against murder-suicide need to be more strictly enforced with greater penalties. Either that or go back to the wild-west where everyone packed a piece for dispute resolution.
by N
April 18th, 2007, 4:39 pm
Forum: Off Topic
Topic: How about RC modeling?
Replies: 62
Views: 80003

How about RC modeling?

There's nothing quite like wood lawn furniture and a picnic table held together with WING NUTS in the living room of a NYC apartment.
by N
April 18th, 2007, 4:33 pm
Forum: Numerical Methods Forum
Topic: Creating matrices of random numbers without their 'sticking'
Replies: 71
Views: 82439

Creating matrices of random numbers without their 'sticking'

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: NQuoteOriginally posted by: outrunN N N N no! don't say that!It's not my fault that all algorithmic random number generators have 'hidden' patterns that may (very often) screw-up simulation results. I'm just the messenger; don't shoo...
by N
April 18th, 2007, 11:59 am
Forum: Numerical Methods Forum
Topic: Creating matrices of random numbers without their 'sticking'
Replies: 71
Views: 82439

Creating matrices of random numbers without their 'sticking'

QuoteOriginally posted by: outrunN N N N no! don't say that!It's not my fault that all algorithmic random number generators have 'hidden' patterns that may (very often) screw-up simulation results. I'm just the messenger; don't shoot me...
by N
April 12th, 2007, 11:38 pm
Forum: Student Forum
Topic: Why Geometric Brownian Motion
Replies: 13
Views: 75144

Why Geometric Brownian Motion

<t>QuoteOriginally posted by: Collector> you can not prove that GBM is correct indeedNo but we have plenty of evidence (some of it published 100 years ago) that we do not have GBM in practice, and the consequences for practical finance are massive...most of the theory based on GBM (and even extended...
by N
April 12th, 2007, 7:39 pm
Forum: Off Topic
Topic: How about RC modeling?
Replies: 62
Views: 80003

How about RC modeling?

What's really cool is a video (ATV) downlink for a cockpit eye's view. I also have a simulator for the PC that connects to my transmitter so I can practice 3D.Cuch, I have that scale figure in the center in the cockpit of my 55" Razor 3D plane.
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