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by RealIllusion
November 19th, 2004, 3:12 pm
Forum: General Forum
Topic: Current Value of Forward Price of Bond with Credit Spread
Replies: 3
Views: 170031

Current Value of Forward Price of Bond with Credit Spread

<t>Can anyone answer the following question: Suppose we have a bond with a "credit spread" over LIBOR, so that its spot price is calculated by discounting all future payments using a yield curve which is shifted above the ("risk-free") LIBOR curve, with the amount of the shift being equal to the cre...
by RealIllusion
March 26th, 2004, 9:23 am
Forum: Careers Forum
Topic: am i too old to do a PhD??
Replies: 11
Views: 190704

am i too old to do a PhD??

30 is definitely NOT too old in my view. Iwould recommend choosing a PhD topic/field that genuinely interests you, rather than one that you think will be best from a career point of view.
by RealIllusion
December 3rd, 2003, 3:12 pm
Forum: Careers Forum
Topic: What makes people from a non-business background choose to study graduate level quant?
Replies: 26
Views: 191422

What makes people from a non-business background choose to study graduate level quant?

<t>q]Quant work is some of the most interesing in the city, but it does not hold a candle to researching string theory etc.... all quant to some extent have sold out or realised they wont amount to anything in science. a so-so theoretical physicist makes an outstanding quant.q]Is researching string ...
by RealIllusion
December 3rd, 2003, 3:11 pm
Forum: Careers Forum
Topic: What makes people from a non-business background choose to study graduate level quant?
Replies: 26
Views: 191422

What makes people from a non-business background choose to study graduate level quant?

<t>QuoteOriginally posted by: mr97there is a lot of talk of respect on this post. To get the respect, you need PhD in the right subject, to be a full Professor is better and a Fields Medal a bonus.My opinion is that once you start working, doe it really matter what your CV says? you can earn a reput...
by RealIllusion
November 14th, 2003, 12:46 pm
Forum: Careers Forum
Topic: Optiver Mathtest
Replies: 49
Views: 217465

Optiver Mathtest

<t>I had an interview with Optiver in London about 3 1/2 years ago after doing the tests. This interview was very gentle, I was just introduced to the traders, asked to sit with them for an hour or so while they worked, then I was asked if I was interested in the job. Following this I was flown out ...
by RealIllusion
November 14th, 2003, 8:51 am
Forum: General Forum
Topic: Sampling Problem
Replies: 4
Views: 189182

Sampling Problem

Well done to kr who has correctly identified the method for solving part (i). But can anybody solve part (ii)?
by RealIllusion
November 13th, 2003, 12:54 pm
Forum: General Forum
Topic: Sampling Problem
Replies: 4
Views: 189182

Sampling Problem

<t>Who will be quickest to solve this simple sampling problem? The problem has two parts:Suppose I have a population of N objects of which a fraction p are of type A and (1-p) of type B, but I don't know what p is. (i) What proportion of the total population N do I need to sample to determine p to a...
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