Recent content by figoliuxi

  1. figoliuxi

    Can some one explain the Local Volatility (Dupire's Formula) for me?

    Thanks Bastian! It's really nice of you. I will try to digest it by my best.
  2. figoliuxi

    Can some one explain the Local Volatility (Dupire's Formula) for me?

    Thanks Bastian. I am not sure about adjoint/backward argument. But dose that mean we take the derivatives with respect to K and T, in which the stock price at time T also equals to K. So take both derivatives comes the same result but means two different things.
  3. figoliuxi

    Can some one explain the Local Volatility (Dupire's Formula) for me?

    When I was reading the book Martingale method in financial modeling. In the local volatility part(P248-P249 of 2nd version), author gives me two formulas. One take the derivatives of the call with respect to K, another with respect to s. How to interpret this and explain this? Can anyone help?
  4. figoliuxi

    Who was the most significant person in the history of QUANT

    Yeah, I mean, from both side. Black did quite well at GS and that's part of the reason I think he would be the best one. BTW, LTCM guys are really awesome.
  5. figoliuxi

    Who was the most significant person in the history of QUANT

    Hi guys, do you have any opinions or comments on WHO is the MOST significant person in the history of QUANT/FE/MF. I personally like Fisher Black and I vote for the hero!!
  6. figoliuxi

    Quant Finance is Dead!!

    Come on Genius! Have you remembered how CDs was born? How CDS was born? This is a field filled with innovation. Regulation becomes heavier and heavier, which means it require those Quants, or us MFE students, to create more efficient and eligible way to do investment and to make profit. Chance...
  7. figoliuxi

    List of useful Linear Algebra topics and examples of there application in FE.

    I am recently reviewing Linear Algebra for my incoming Mathematical Finance master study and I have the same question. Which parts of it are most useful and related to pursue FE? Time is limited, I have to cover those importances. Anyway, in my review and from what I know, I guess stochastic...
  8. figoliuxi

    I think most 2tier or 3tier program cannot sponsor job for anybody. Poly is not an exception...

    I think most 2tier or 3tier program cannot sponsor job for anybody. Poly is not an exception. NYU's career service is awesome nut for the competition in NYC, poly's students will be not easy to get a job unless you can handle Programming and choose to do a job like programmer. BTW,I am planning...
  9. figoliuxi

    C++ online certificate for MFE applicants

    great job, Andy. Thanks. BTW, I heard some poly students learning in NYU as a non-degree student. What does it mean? Is it costly or free?
  10. figoliuxi

    C++ online certificate for MFE applicants

    Me, too....Thanks for sharing any info about that.
  11. figoliuxi

    Is Algo Trading a Realistic Option at Home?

    Yeah, your hardware is the critical factor
  12. figoliuxi

    MSF/MFE program selection, ideas guys

    Andy's replies are always informative. That's awesome. Hey, man(or a woman), I have some sort of similar questions with yours. My pool includes IIT, Poy and CGU. And for poly, also I am worried about how much I can get from the 1.5 credit hours courses. And I have chatted with a current student...
  13. figoliuxi

    Oklahoma MSQFE

    With lots of compensation: RA stipends, in state tuition, insurance waiver
    • Tracker application
    • 12/9/10
    • Full time
    • Accepted
  14. figoliuxi

    Yeah, great seafood. Still I can remember every detail that I ate seafood in Dalat with Pacific...

    Yeah, great seafood. Still I can remember every detail that I ate seafood in Dalat with Pacific Ocean nearby
  15. figoliuxi

    Hi, Andy, just a notice or fresh information for quantnet tracker. Oklahoma State University has...

    Hi, Andy, just a notice or fresh information for quantnet tracker. Oklahoma State University has a Master of Quantitative Financial Economics including three tracks: Financial Engineering, CFA and FRM. Maybe you can add the program in the application tracker. By the way, I spent 20 days in...
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