SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by unkpath
July 28th, 2007, 12:30 am
Forum: Book And Research Paper Forum
Topic: P&D Readling List New Suggestions ?
Replies: 23
Views: 72606

P&D Readling List New Suggestions ?

<t>the sondermann book is absolute rubbish, forget this crap. once you are in the industry you realize that you don't want to read it. the fries book, I personally liked. I spent some time on his lecture notes and liked what I read. he is definitelya monte carlo guy, so there is not much about trees...
by unkpath
June 18th, 2007, 12:32 am
Forum: Book And Research Paper Forum
Topic: 2nd edition of Interest Rate Models by Brigo and Mercurio
Replies: 20
Views: 180527

2nd edition of Interest Rate Models by Brigo and Mercurio

<t>personally I think that this book is not getting any better, but worse. the second edition is literally bloated and the authors should spend some time reflecting on that. alone the preface of the book with its 30 pages is a joke and that "don't panic" subtitle - duh.there are now some much more i...
by unkpath
May 23rd, 2007, 12:20 am
Forum: Trading Forum
Topic: Interest Rate Derivative Trading - Programming Skills?
Replies: 14
Views: 75969

Interest Rate Derivative Trading - Programming Skills?

<t>QuoteOriginally posted by: suraj89Hi,I'm looking to pursue a career in interest rate derivative trading. Just wondering, how important is having programming skills/experience for this type of role.Thanksin brief, it is totally inessential and no one will care if you know programing or not. that o...
by unkpath
May 21st, 2007, 11:47 pm
Forum: General Forum
Topic: 1/3 quants are french ?
Replies: 49
Views: 77054

1/3 quants are french ?

<t>QuoteOriginally posted by: NorthernJohnQuoteOriginally posted by: pb273I have been interviewing many candidates for quite a few quant roles (for New York) for the last 6 months, and given what I get, I can tell you that out of every 20 guys, 12 are Chinese, 4 are Indians, 2 are Russians/East Euro...
by unkpath
May 20th, 2007, 12:44 am
Forum: General Forum
Topic: 1/3 quants are french ?
Replies: 49
Views: 77054

1/3 quants are french ?

<t>Quote I think the 14-16* hours a day is high but I wonder about the effect US or British life has on second and possibly even first generations. I.e. if someone comes from China, India, SE Asia or even Russia or the Eastern Block, does US/British [or even French or German, other?] life style and ...
by unkpath
May 19th, 2007, 1:51 am
Forum: General Forum
Topic: 1/3 quants are french ?
Replies: 49
Views: 77054

1/3 quants are french ?

<t>QuoteI agree with unkpath: the french are experts at co-optation, nepotism and corporatismmy 2 cents: never let a french person run your diversity programjoke aside, the french education system does produce excellent master's, in particular through its grandes ecoles, but that's often at the cost...
by unkpath
May 18th, 2007, 12:19 am
Forum: General Forum
Topic: 1/3 quants are french ?
Replies: 49
Views: 77054

1/3 quants are french ?

<t>QuoteOriginally posted by: rimaephosieIs that true ? Are you french quants ? it's very funny you mention that, because I have heard a lot more exaggerated statements than this one. for example one industry participant mentioned to me that as much as 70% percent of quants are being supplied by el ...
by unkpath
May 6th, 2007, 12:06 am
Forum: General Forum
Topic: point vortices in heat conduction/finance
Replies: 10
Views: 72869

point vortices in heat conduction/finance

<t>I think you may be confused here, but the Laplace equation you are talking about has nothing to do with diffusion. You are talking about incompressible potential flow in 2D, so do not confuse that with the heat operator, at least physically it is different. That said, you could still try to apply...
by unkpath
April 21st, 2007, 1:40 am
Forum: Careers Forum
Topic: Ivy Applied Math Ph.D -> Derivative Trader ?
Replies: 62
Views: 81713

Ivy Applied Math Ph.D -> Derivative Trader ?

<t>QuoteOriginally posted by: Gilli guess you should start as a quant and move to trading after few years if you like it... it's not as easy to start as a trader with your background 'cause it's not clear what you can bring to the table rite away. it's just my opinion some other people may think dif...
by unkpath
April 17th, 2007, 1:49 am
Forum: Book And Research Paper Forum
Topic: New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie
Replies: 29
Views: 179402

New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

<t>QuoteMy 2 cents is that looking for clever transformations leads to PDEs that are even more difficult than the ones we are trying to solve. Of course, I may be wrong.you are just covering your bum again chuch, as usual. there is no way you can make this sort of generalization. I actually think th...
by unkpath
April 17th, 2007, 1:47 am
Forum: Book And Research Paper Forum
Topic: New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie
Replies: 29
Views: 179402

New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

<t>QuoteI haven't seen this book yet, but in the past I came across folks applying this sort of approach in fluid mechanics (reformulating existing results using Hamiltonians, nothing new, just wrapping up other people's work in Hamiltonian wrapping paper) and my feeling was always what's the point....
by unkpath
April 8th, 2007, 9:07 pm
Forum: Book And Research Paper Forum
Topic: New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie
Replies: 29
Views: 179402

New Book - Interest Rates and Coupon Bonds in Quantum Finance by Belal A. Baaquie

that depends a lot on what you already know of the field and if you don't know much what you want to know. I would definitely stay away from the esoteric stuff for as long as you can positively learn useful stuff that is actually important for the industry. that can take a very long time.
by unkpath
March 25th, 2007, 10:22 am
Forum: Book And Research Paper Forum
Topic: "Option Pricing: Mathematical Models and Computation" - any impressions on this book?
Replies: 8
Views: 78637

"Option Pricing: Mathematical Models and Computation" - any impressions on this book?

<t>It is not a problem, but your saying that you are "getting into the quantitative finance field" and are "well versed in martingales and abstract probability theory" sounds fishy to me. If you were then you would have a rough idea of how useful pdes are or are not. Now as to pdes and much as it hu...
by unkpath
March 18th, 2007, 12:03 am
Forum: Book And Research Paper Forum
Topic: Structured Products AND equity linked notes
Replies: 5
Views: 79763

Structured Products AND equity linked notes

<t>what makes you think that there is a one-stop reference for everything you have decided to get interested in?It doesn't work this way. In fact, I can tell you that if there were well elaborated cookbooks for everything you need, there would be no point for you coming into the game, because there ...
by unkpath
March 17th, 2007, 2:03 am
Forum: Book And Research Paper Forum
Topic: fixed income
Replies: 4
Views: 77490

fixed income

just search the forum, there are tons of threads on this and you should use google and amazon anyway to get an idea of what's on and what's not...
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