Recent content by kbharadwaj

Hi folks, Been ages since I posted a topic on Quantnet. I am looking for housing over summer (essentially for 10 weeks) in Manhattan. Does anybody here have an apartment to sublet or has any friend who's looking for a roomie over the summer? If so, kindly let me know. Thank you, Bharadwaj

Seriously, nobody cares about a certificate or a degree. It is what you know that they care, neither a degree nor a certificate can prove that! Practical experience is what and will matter.. but, relatively degree has an upper hand.

Well as pointed out by Andy and Joy, do not enter in to PHD just for money reasons or for obvious job reasons, rather go for a PHD if and only if you are interested, else do not even think about it. If you are still pinned on to going for a PHD, then I would suggest that you go for an...

Do not put an end to your top MFE journey because of a stupid toefl exam, give it again, do well, and apply!

Joy - Not my homework, and nothing related to what my stat arb homework is too. Bob - I used to montecarlo to come up with the amount of pay off, and then determined the number of bonds from that. Then randomly selected combinations of AAA and AA bonds because their default rate is 0, thus...

Hi, I am looking at various bonds (20 bonds) and I would like to find an optimum bond portfolio consisting of 2 bonds that would result in allocating my $300 million portfolio thus matching my liabilities. Could any one come up with an algo that would help me in coming up with the optimum...

Jim, Is it open to everybody? or just for the folks from the alpha quant club?

Amazon.com: Financial Calculus : An Introduction to Derivative Pricing (9780521552899): Martin Baxter, Andrew Rennie: Books

They came to my campus last week and also today. For internships, they are strictly looking for people who had an undergrad in Computer science. The job is highly coding oriented. You are supposed to code extensively in C++ and C#. The guy said Unix knowledge is also very important. Hope this helps.

If I were you, this would be the order of the shortlisted universities. 1) Baruch 2) CMU 3) Princeton 4) Georgia Tech 5) Urbana Champaign 6) Boston, Rutgers, Claremont.

Thank you Andy. I would sure come. :)

Thank you Prof. Daniel Duffy. I would be using C for my neural networks. In fact I started using it. Again, what do you think about neural networks in finance in general?

I agree that there are fewer inputs. But I am participating in this competition at the end of the semester which is all about stock forecasting using NN and my instructor said we should use Reservoir Computing for the application to be more accurate. There is also a book called "Visual...

Hi, I am taking a Neural Networks course this Fall in my university and my instructor is very inclined towards its application in the field of finance. I would like to know (from the ones who have applied neural networks for finance and from others who are in the field of quant finance) that...

Hi, I am posting this on behalf of my room-mate who is an MBA in Finance at Rensselaer Polytechnic Institute and is interested in pursuing his PHD in finance mostly oriented towards asset pricing and investments or math finance.. (mostly quantitative finance). Could you kindly suggest good...