SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by croot
March 27th, 2012, 2:46 pm
Forum: Careers Forum
Topic: Quant work after teaching
Replies: 49
Views: 17246

Quant work after teaching

<t>My positive message being drowned in a sea of webclutter, I will reiterate:skin cream and handcuffs , saying "yes" (practice to self with mirror)are the keys to success.Every minute you spend working on technology, a salesperson tells a rude joke, gets a lapdance and saves towards his new mansion...
by croot
March 27th, 2012, 12:24 am
Forum: Careers Forum
Topic: Quant work after teaching
Replies: 49
Views: 17246

Quant work after teaching

<t>phew thanks to the Careers forum it occurred to me to sit the dean down to a nice session of youtube montages of animals crapping, the result: we're now thick as thieves, he even offered to take the stranger's corpse to the chemistry lab for me, where they can deal with it. Even in the direst cir...
by croot
March 26th, 2012, 11:23 pm
Forum: Careers Forum
Topic: Quant work after teaching
Replies: 49
Views: 17246

Quant work after teaching

I read that generally monkey-style poo flinging is going down in popularity, is that correct?For a lucrative career in banking, I am thinking of following a path like this guy's,do you think I would have a decent chance if I start out with the right internships?
by croot
March 26th, 2012, 10:39 pm
Forum: Careers Forum
Topic: Quant work after teaching
Replies: 49
Views: 17246

Quant work after teaching

<t>barny, my purple friend, -you have a "my post-doc" ? What kind of fairy-tale lab do you live in? Where I was we could only dream of licking a postdoc's boot's soles, and here you are flaunting your "my post-doc": classic greener lawn.-"so I can do a part-time PhD with a supervisor and a project I...
by croot
March 26th, 2012, 9:06 pm
Forum: Careers Forum
Topic: Quant work after teaching
Replies: 49
Views: 17246

Quant work after teaching

<t>QuoteWhat´s more valuable: a PhD degree obtained with no papers published or an MSc with articles in peer reviewed journals?OR... OR ... a PhD with a paper published in a peer reviewed journal is your main claim to the job you have, but then you realize that your main result is completely false a...
by croot
March 20th, 2012, 10:56 pm
Forum: Careers Forum
Topic: degrees
Replies: 25
Views: 15877

degrees

<t>I'll take your last sentence, and askIf you agree with the following:"I do not want to get into IB in a position that doesn't involve actual use of math"then I will freely give you precious life-saving advice:you do not want to get into a finance position. Full stop.My evidence: I have been told ...
by croot
March 19th, 2012, 11:34 pm
Forum: Off Topic
Topic: sad news - Moebius
Replies: 3
Views: 13584

sad news - Moebius

by croot
March 17th, 2012, 4:05 pm
Forum: Off Topic
Topic: Dissecting the efficiency of certain types of applied mathematics
Replies: 5
Views: 13429

Dissecting the efficiency of certain types of applied mathematics

<r>To foster more collaborative interdisciplinary miscegenation of ideas, here is the link btw just in case <URL url="http://arxiv.org/abs/1203.3255After">http://arxiv.org/abs/1203.3255After</URL> a squint at the insides.. -I had wildly overestimated the 'spatial component' transporting vaccine to p...
by croot
March 16th, 2012, 2:46 pm
Forum: Off Topic
Topic: Dissecting the efficiency of certain types of applied mathematics
Replies: 5
Views: 13429

Dissecting the efficiency of certain types of applied mathematics

<t>Disclaimer:I am not, nor do I even know, any of the authors of the following study:Optimal control strategies for tuberculosis treatment: a case study in AngolaIn fact I have not even read the paper, only the posting Comments on arxiv:"We apply optimal control theory to a tuberculosis model given...
by croot
March 14th, 2012, 9:53 pm
Forum: Technical Forum
Topic: CEV and SABR for beta outside of [0,1]
Replies: 131
Views: 21894

CEV and SABR for beta outside of [0,1]

QuoteWhy it's interesting ? Because you can mimick joint distribution.Any reference on THIS (and not other mimicking ala Gyongy or Krylov/Atlan)?QuoteI think it will become more and more popular.Why now, when this has been what people call an SDE since the 1940's :s
by croot
March 14th, 2012, 1:42 pm
Forum: Brainteaser Forum
Topic: speed question: three-city triangle
Replies: 36
Views: 16898

speed question: three-city triangle

haha yes, it's true that if you take "the globe" as meaning Earth, I'm pretty sure you should answer "0" lest the interviewer hand you a pot of paint and ask you "Mumbai, La Paz, Fukushima": prove it!
by croot
March 14th, 2012, 1:23 pm
Forum: Brainteaser Forum
Topic: speed question: three-city triangle
Replies: 36
Views: 16898

speed question: three-city triangle

<t>Either infinity or 1, depending whether or not there are two of the points at diametrically opposite locations. Because a triangle is a figure which sides are the straight lines (read "shortest paths") between its 3 vertices. So unless there are two points diametrically opposite, there is only on...
by croot
March 14th, 2012, 1:04 pm
Forum: Student Forum
Topic: independence test for jump diffusion
Replies: 2
Views: 13432

independence test for jump diffusion

@obs by "jump diffusion model" do you mean Merton ? If something else, what estimators did you use?
by croot
February 1st, 2012, 3:35 pm
Forum: Technical Forum
Topic: Simple Problem?
Replies: 5
Views: 14614

Simple Problem?

The answer is 0. About your argument, I am able to find a Gaussian process with jumps whose square is not Gaussian, so you should add to your reasoning the qualifier "in the absence of jumps, a Gaussian process...". Hope this helps.
by croot
January 17th, 2012, 7:33 pm
Forum: Student Forum
Topic: Ito subtleties
Replies: 34
Views: 16226

Ito subtleties

What if I take Z to be a time-integrated (GBM or CIR) and compute the del Z's from that?
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