Recent content by achilles

nice Andy .... cud u also try posting for Columbia ?

Lol ....just day before yesterday my project manager asked the team if someone wanted to register for R classes .... and I was wondering what significance did R have .... and shortly afterwards we have a thread here on R ...... :)

I think the basic difference is that in a front office job, you execute and implement the algorithms for trading and interact directly with the system in place while a back office job is more related to research and development of the trading strategies. Correct me if am wrong .

ya , i will check on prof shreve's books and sheldon ross' probability ones ...... maybe after viewing them online i could order a hard copy.

i just started viewing gilbert strang's video lectures on MIT OCW and am finding them quite useful .... will the 35 lectures on linear algebra take care of the course ?

@myampol: gr8 post ...thanks :)

@myampol: thanks alot for the comprehensive insights. Cud u also throw on some insights on steven shreve's volumes ? @Alexei: is prof Dan's book good for learning basics of stochastic calculus and prob ? or is it more regarding application of it to finance ? @cgorac: thanks for the info ...

sheldon ross' book is a single volume .... have u read it too ??

thanks for the response . is there a book that is a combination of both the volumes ? Where can i find it ? Also, which volume do u think wud be better for starting - binomial asset pricing model or continuous time models ?

Hi, I am looking for a Maths book that could be good for getting the basics before starting a fin engg program . I have an engg background and have studied math for 3 semesters. I am leaning towards "intro to stochastic processes " by sheldon ross and saw a few chapters online .... but due to...

no, am heading to MAFN ... :) still, am hopeful that u will convert ur waitlist. Why dont u try writng a para to the adcom mentioning ur interest. I think it helped some of the candidates convert their waitlist.

i think MSOR has a lower acceptance rate and hence a higher conversion rate frm waitlist ,as can be seen on quantnet. A good amount of them have been redirected frm MSFE who might not be interested at all in MSOR .

gud one but dont think non-IT ppl may get it ......

@youtube pic : lol

gud ones