Recent content by chrisd

  1. best model for equity vanillas

    I am just wondering, what sort of models (generally speaking) do vanilla equity trading shops use? Obviously, valuation is not the issue, but i imagine one would want something that fits well to the steep short dated skews, has reasonably stable calibration, and produces accurate greeks (eg...
  2. top 200 jobs 2010 jobs rated

    I always found the "top jobs" surveys a bit odd. And I suppose by philosopher, they mean TENURED professor of philosophy. Which is a pretty cushy gig if you can get one of the say, 50 openings in the country every year.
  3. So how much does a master's GPA matter?

    My 2 cents: For the vast majority of jobs, nobody asked me what my GPA was. I also know a number of people who found jobs and didn't include their GPAs on their resume. That having been said, listing a 4.0 on your resume can probably only help. I'd stick it right next to your degree title, so...
  4. IB, S&T, HF: how to decide?

    I suspect S&T will like the quantitive training + finance degree, even if you aren't going to be doing a quantitative job. There's also a good chance you'll find it an analyst position in S&T more interesting/rigorous than an analyst posiiton in IB.
  5. What are some good safety schools?

    Hard to say - which schools are safety schools depends on the candidate. Also, I'd note that QF is a relatively small field, and MFEs aren't cheap... going to a school outside the top dozen or so, it may be challenging to get job interviews.
  6. CMU MSCF Columbia vs NYU vs CMU

    NYU has a couple of courses you can take that relate to algo top by top names, I'd also say that NYU (at least superficially) has a bit more a buy-side emphasis than the other programs I looked at... as far as faculty, I've found them to be quite good, even though most of them have day jobs. As...
  7. COMPARE Columbia vs NYU vs CMU

    NYU has a couple of courses you can take that relate to algo top by top names, I'd also say that NYU (at least superficially) has a bit more a buy-side emphasis than the other programs I looked at... as far as faculty, I've found them to be quite good, even though most of them have day jobs. As...
  8. CMU MSCF Columbia vs NYU vs CMU

    Some assignments require you to use a particular language, while others leave it up to you what to use. I'd say its been about 1/3 C/C++, 1/3 MATLAB, 1/3 whatever you want (could be VBA). That last 1/3 depends on the assignment (ie, if there's a lot of linear algebra, makes sense to use...
  9. COMPARE Columbia vs NYU vs CMU

    Some assignments require you to use a particular language, while others leave it up to you what to use. I'd say its been about 1/3 C/C++, 1/3 MATLAB, 1/3 whatever you want (could be VBA). That last 1/3 depends on the assignment (ie, if there's a lot of linear algebra, makes sense to use...
  10. CMU MSCF Columbia vs NYU vs CMU

    Just a quick comment on NYU (as I am a student there) - I don't think the program is especially theoretical. With the exception of Stochastic Calculus, most of the courses have been pretty practical/applications focused. There is a decent amount of work that involves programming in C++, but they...
  11. COMPARE Columbia vs NYU vs CMU

    Just a quick comment on NYU (as I am a student there) - I don't think the program is especially theoretical. With the exception of Stochastic Calculus, most of the courses have been pretty practical/applications focused. There is a decent amount of work that involves programming in C++, but they...
  12. Math Primer but where?

    Just to piggyback, Wilmott's book requires a solid understanding of calculus and linear algebra.
  13. Baruch Volatility Conference

    Volatility - Financial Conferences - Baruch College I'm sure some of you know about this - it looks pretty interesting, although the price tag is a bit steep for students. Any of you planning on attending?
  14. Intro book on PDE

    The blurb on Amazon says its aimed at graduate students and professional mathematicians. Looking at the table of contents, it's definitely not aimed at people who don't know a lot of analysis.
  15. Intro book on PDE

    Evans is hardcore analysis... definitely not what you're looking for
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