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by katastrofa
December 17th, 2011, 10:04 am
Forum: Numerical Methods Forum
Topic: Solving a differential-functional equation
Replies: 6
Views: 17653

Solving a differential-functional equation

Thanks for the suggestion. I ended up solving in the trivial way, using Euler discretizaton in the t direction and trapezoid quadrature in the s direction.a.
by katastrofa
December 17th, 2011, 9:49 am
Forum: Careers Forum
Topic: Just finish a C++ programming test on teckchek-online
Replies: 63
Views: 142964

Just finish a C++ programming test on teckchek-online

I've been actually interviewed in this way once by a small software company. They set up the test environment themselves.
by katastrofa
December 16th, 2011, 10:14 pm
Forum: General Forum
Topic: liquidity effect
Replies: 29
Views: 18003

liquidity effect

<t>QuoteOriginally posted by: AnthisQuoteOriginally posted by: outrunI would say that illiquidity causes risk. I would say that risk causes illiquidity first.I think it can go both ways. You can have illiquidity without prior risk, simply because there is so little demand for an asset that when a bu...
by katastrofa
December 16th, 2011, 8:05 pm
Forum: Careers Forum
Topic: You probably need to be a white male if you want to get ahead in financial services
Replies: 31
Views: 21759

You probably need to be a white male if you want to get ahead in financial services

<t>"We are slowly turning into a nation which expect teachers to be certified for the 40k they make. But we have all kinds of IT directors who do not have a clue and who look down on the profession and take pride in the fact that they are no longer "programmers"."Every social system (communism or ca...
by katastrofa
December 13th, 2011, 11:41 am
Forum: Careers Forum
Topic: Decent quant starting salary
Replies: 32
Views: 23282

Decent quant starting salary

QuoteOriginally posted by: ppauperthat would be a decent salary for many other professions as wellEverybody should earn 90k. I mean, how can a single man support himself on less?
by katastrofa
December 11th, 2011, 9:32 pm
Forum: Careers Forum
Topic: Former Academics: how much do you enjoy your quant job?
Replies: 29
Views: 20770

Former Academics: how much do you enjoy your quant job?

1 paper per year should be achievable when you're in a good research group.
by katastrofa
December 11th, 2011, 8:24 pm
Forum: Careers Forum
Topic: When should a developer decline some work ?
Replies: 15
Views: 18666

When should a developer decline some work ?

If I were Kerviel or Adoboli, I'd be arguing along the same lines - no need for the process, let's not wait N months, etc.Just sayin'.
by katastrofa
December 10th, 2011, 6:36 pm
Forum: General Forum
Topic: cash CDO waterfall
Replies: 1
Views: 16183

cash CDO waterfall

Try contacting Markit Portfolio Valuations. They may do the pricing for you.
by katastrofa
December 10th, 2011, 2:51 pm
Forum: Careers Forum
Topic: Quant/Quant Developer and then system developer?
Replies: 12
Views: 19547

Quant/Quant Developer and then system developer?

Classical mechanics is one of the most beautiful pieces of mathematical physics. It's complete. It's elegant. It's practical.
by katastrofa
December 9th, 2011, 11:12 am
Forum: Careers Forum
Topic: Women in Finance
Replies: 28
Views: 21952

Women in Finance

QuoteOriginally posted by: DominicConnorDoes it make it better or worse if you do that on their sex, as opposed to the way they talk ?You can't change your gender. You can change the way you talk, if it annoys other ppl (or just talk less, which is often the best policy anyway).
by katastrofa
December 9th, 2011, 11:11 am
Forum: Careers Forum
Topic: When should a developer decline some work ?
Replies: 15
Views: 18666

When should a developer decline some work ?

<t>One more thing:"The first question my Reassuringly Expensive Lawyer would ask someone wanting to sue you is whether you have the money to make it worthwhile including their fees..."Even if you're poor, you can still be a convenient scapegoat to save somebody else's a**. I'd say - especially if yo...
by katastrofa
December 9th, 2011, 8:57 am
Forum: Careers Forum
Topic: Former Academics: how much do you enjoy your quant job?
Replies: 29
Views: 20770

Former Academics: how much do you enjoy your quant job?

Working in the academia does not really give you more control over your time. Most pre-tenure academics I know work like dogs.
by katastrofa
December 9th, 2011, 8:12 am
Forum: Careers Forum
Topic: Former Academics: how much do you enjoy your quant job?
Replies: 29
Views: 20770

Former Academics: how much do you enjoy your quant job?

QuoteOriginally posted by: MiloRambaldiQuoteOriginally posted by: katastrofa@ArthurDent... I've seen people in the academia who were much more open and altruistic than anyone I've met in the banking industry.and (seriously) brainwashed ...We're all brainwashed.
by katastrofa
December 8th, 2011, 8:27 pm
Forum: Careers Forum
Topic: Former Academics: how much do you enjoy your quant job?
Replies: 29
Views: 20770

Former Academics: how much do you enjoy your quant job?

@ArthurDentOn the other hand, I've seen people in the academia who were much more open and altruistic than anyone I've met in the banking industry.