Recent content by Flex

Hello, I have applied for several summer internships. Some banks are holding their interviews during February. I am planning to visit China for a week in February, however, given that I do not know the exact date of the interviews I am quite unsure if I should book my trip. If I book this...

And if it is just for an internship?

Hi, which future events do you mention in your resume? if you have got an unconditional offer for an MFE program in 2012, would you take this on your resume or just mention it in the cover letter? Cheers!

Nobody?

Hi bigbadwolf. Thanks for your answer. I think that I will take the prior course in C although I am yet unsure if I will take the Algo-math course. How important would you rate the topics covered? I'm thinking about just taking the course on stochastic calculus and fully concentrate on this...

Hi Andy, If I register for the course which starts in September and I will begin working in October, would this be a problem? I will have a lot of exams in September but I would also like to do the course this year to increase my chances of getting a good internship.

Hi, @ bigbadwolf: Last year the coding was done in C. There is an introductory course to C a few weeks before this course starts. However, it's the same time when the Baruch C++ course will take place. Do you think it's a good idea to learn C and C++ at the same time or will I get confused? I...

Hi, could you rank the following courses, regarding how valuable they are for becoming an excellent financial mathematician (and for getting into an internship next year ;-) ) 1. Algorithmic mathematics (based on Cormen et al. - "introduction to algorithms" and Korte/Vygen - "Combinatorial...

The background colour as well as font colour. I would use a white background with blue or black font colour. It is much easier to learn follow a presentation with such a simplistic design. Latex slides can be used for everything and I think that the layout is much better (plus creating the...

it works fine - but the layout of those MS powerpoint slides is really disturbing my eyes. Why don't you use latex instead?

Hi Andy, how long can will it be possible to register for the course? is there a course website whose link you can send? thanks

Hi, if anyone of you is familiar with the Importance sampling method Glasserman et al. uses in their paper for VaR estimation, I would appreciate if he or she could send me a pm. I trying to solve my problem finding the right twisting parameter. I have tried different approaches the last 3...

I don't know what I have done yesterday, but I tried again today and got exactly your results, Dibbs. I think that I have mistyped over and over again while using my calculator. Strange... :D

I have two different formulas for the delta-gamma-approximation: dV = DELTA * dS + THETA *dt + (sigma²*S²)*(1/2)*GAMMA*dt (from D. Stefanica - Primer for the....) and dV = THETA*dt + DELTA * dS + 1/2 * GAMMA * (dS)² (from Glasserman - MC for FE) At the moment, I don't know why Glasserman uses...