• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Recent content by DanM

  1. DanM

    NFL QB Tom Brady could have been huge on Wall Street

    He just posted his old resume from 2000 which he thought he would have to use because he was unsure of whether or not he would ever get drafted. I found it interesting that he had an internship at Merrill Lynch "researching stock and mutual fund reports." ;)
  2. DanM

    Undergrad preparation to becoming a quantitative analyst

    I would go with option 1.
  3. DanM

    Derivatives Analyst

    So I have an interview for derivatives analyst at a company that provides independent OTC derivative and structured product valuation and risk management. Just wondering what kind of questions I could possibly be asked. Keep in mind this is for someone with an undergraduate degree. I'm...
  4. DanM

    Did the Community Reinvestment Act (CRA) Lead to Risky Lending?

    http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2172549 A new study by NBER released a few months ago. I remember that initially there were studies that concluded that CRA did not play a role in the crisis. This one seems to suggest otherwise. Thoughts?
  5. DanM

    Multinomial RNG

    Does anybody know of an algorithm for generating random numbers from a multinomial distribution? I would like to implement it in (preferably) C++. But Java would be fine as well.
  6. DanM

    Football season

    The first half was embarrassing, but it was nice to see the 28 point comeback in the 2nd half, even though they came up short. The Giants on the other hand got blown out. ;)
  7. DanM

    Football season

    That was an awesome game.
  8. DanM

    Football season

    If Welker, Hernandez, and Branch don't drop passes at crucial points in the game like they did last time, and if Gronkowski is healthy, I don't see the same result being repeated. We finally have a decent defense.
  9. DanM

    Football season

    I think we could finally take them this year.
  10. DanM

    Football season

    So, less than a month before the NFL playoffs. What are everyone's thoughts? I may be a tad biased, but after last week's dismantling of the Texans, I don't see how anyone can deny that the Pats are the top team in the AFC (possibly even the entire league.) Tomorrow's game against the 49ers...
  11. DanM

    What sports do quant play and what beers do quant drink?

    I might take you up on this after finals. I'm enjoying the new physics engine in Madden.
  12. DanM

    Who is going to win the election and will it affect job market for quants?

    Economics today is dominated by Keynesians (unfortunately.) Their track record over the years has been less than stellar. It shouldn't surprise anyone that their solution to the problem is to throw money at it.
  13. DanM

    Who is going to win the election and will it affect job market for quants?

    I agree 100% with this. The ideal situtation would have been for failing institutions to file for Chapter 7 bankruptcy, liquidate their debt, and possibly allow other firms to purchase certain segments, assets, or business operations of those institutions. The following weeks or months may...
  14. DanM

    Game of Thrones

    Homeland is the best show on TV.
  15. DanM

    How useful are combinatorics?

    Combinatorics may not be as useful as numerical analysis, but it is an interesting area of mathematics. I'm currently taking a course in it (it is mostly proof based and theoretical) and I am liking it a lot. As far as application: it can be applied to molecular biology, coding theory...