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by ntruwant
December 15th, 2005, 6:33 pm
Forum: Careers Forum
Topic: Statistics <--->finance?
Replies: 8
Views: 127500

Statistics <--->finance?

If you want to go into QF, I would certainly not advise you to do that. There is a big difference with statistics!
by ntruwant
December 15th, 2005, 6:27 pm
Forum: Careers Forum
Topic: Where do I go from here ?
Replies: 6
Views: 126987

Where do I go from here ?

<t>There is certainly nothing wrong with excel, but at a certain point you need to go on. It's not bad to learn c++,matlab,... yourself in the meantime.I do not mean that you have to change function/job every year, but if you really feel frustrated for quite some time I think you have to (upgrade yo...
by ntruwant
December 7th, 2005, 6:51 pm
Forum: Careers Forum
Topic: Salary Question
Replies: 9
Views: 130221

Salary Question

I guess there is an enormous difference between the financial centra (NY,London,...) and other areas. In my country (Belgium) those 'big salaries' still need to be invented I think
by ntruwant
December 7th, 2005, 6:47 pm
Forum: Careers Forum
Topic: quantitative fields
Replies: 4
Views: 128757

quantitative fields

I have a question that is related this discussion. Which jobs are generally, in the industry, considered to be "quant jobs"?Does it only count for jobs like pricing new derivatives, modellers,...? Or are there others like securitization, credit risk, insurance, traders,...?
by ntruwant
December 7th, 2005, 6:33 pm
Forum: Technical Forum
Topic: Do you guys use Datamining and Game Theory on the Street?
Replies: 26
Views: 132405

Do you guys use Datamining and Game Theory on the Street?

<t>predictor:sorry for the late answer, been away for a few daysIn credit scoring the state of the art techniques are all related to data mining techniques: logistic regression, neural networks, support vector machines,...these techniques are all more related to statistics than to mathematics:econom...
by ntruwant
December 5th, 2005, 2:19 pm
Forum: Programming and Software Forum
Topic: barrie & Hibbert
Replies: 3
Views: 130623

barrie & Hibbert

I have used it once to calibrate a Black-Karazinsky model and a Vasicek model. The results were very satisfying.But I received the data, I am no specialist of the programm
by ntruwant
December 1st, 2005, 1:47 pm
Forum: Technical Forum
Topic: Do you guys use Datamining and Game Theory on the Street?
Replies: 26
Views: 132405

Do you guys use Datamining and Game Theory on the Street?

data mining techniques are also used a lot in credit risk applications (scoring, PD models, LGD models). With Basel II this is certainly a "hot" topic too
by ntruwant
November 19th, 2005, 12:45 pm
Forum: General Forum
Topic: Basle II
Replies: 5
Views: 129681

Basle II

<t>1) aims: there are a lot, like spreading the 'best practices' in the industry around banks, better estimation of internal risks, better communication of risks,...2) problems: ?3) large banks less capital than small banks: for credit risk this is certainly not true. Here the big winners are the re...
by ntruwant
November 18th, 2005, 9:30 pm
Forum: Careers Forum
Topic: A Trader's Typical Day at Work
Replies: 8
Views: 131428

A Trader's Typical Day at Work

<t>We often see that the book of Hull is considered as the "bible" for derivatives. I agree that it is a very good introduction, but the book hardly touches things like martingales, stochastic calculus or other more advanced mathematics.Personally I started with the book of Hull, but now I am going ...
by ntruwant
November 11th, 2005, 3:50 pm
Forum: Programming and Software Forum
Topic: excel data table question
Replies: 5
Views: 130348

excel data table question

I would use a little VBA program. It gives you all the flexibility you need and you can perform simulations and sensitivity analyses as you like. The VBA language is also (quite) easy to learn
by ntruwant
November 10th, 2005, 5:35 pm
Forum: Book And Research Paper Forum
Topic: Solutions manual Steele's "Stochastic calculus"
Replies: 2
Views: 136126

Solutions manual Steele's "Stochastic calculus"

hidoes anybody know if there exists a solutions manual for the book "Stochastic calculus and financial applications" of M. Steele?Thanks!
by ntruwant
November 10th, 2005, 5:27 pm
Forum: Careers Forum
Topic: website job application
Replies: 5
Views: 131181

website job application

That is not a bad idea migalley. But I have changed jobs 3 times in 4 years and my C V is beginning to look quite diverse. Probably it is wise to stay in the same firm for a while...
by ntruwant
November 10th, 2005, 5:16 pm
Forum: Programming and Software Forum
Topic: excel data table question
Replies: 5
Views: 130348

excel data table question

What's the format of the original data?If they are in table format, you can use crosstabs to process the data the way you want it.
by ntruwant
November 10th, 2005, 5:07 pm
Forum: General Forum
Topic: Who knows anything about what a Actuarist does?
Replies: 24
Views: 135459

Who knows anything about what a Actuarist does?

For the number of claims the Poisson distribution is often used,amounts are frequently modelled by beta or gamma distributions
by ntruwant
November 5th, 2005, 6:15 pm
Forum: Careers Forum
Topic: website job application
Replies: 5
Views: 131181

website job application

<t>what I really hate is reacting on some vacancy and never even getting a response. I once went to an interview for a job at a large bank and didn't hear anything afterwards. Suddenly after 3 months I got them on the phone asking me if I could start??? Of course I had already found another job. Now...
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