Recent content by kbharadwaj

  1. kbharadwaj

    Housing in Manhattan over summer

    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
  2. kbharadwaj

    an FE degree vs an FE certificate

    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.
  3. kbharadwaj

    Should I go for PHD ?

    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...
  4. kbharadwaj

    Cornell FE I scored 98 in IBT toefl test, should I applied to Cornell's MFE

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

    Optimum bond portfolio selection

    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...
  6. kbharadwaj

    Optimum bond portfolio selection

    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...
  7. kbharadwaj

    NYU MSMF Invitation to Courant Seminar on US Mean-Reversion and FX Optimal Pairs on Oct 12th (Tues 5:30pm)

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

    Stochastic Calculus Financial Calculus : An Introduction to Derivative Pricing (9780521552899): Martin Baxter, Andrew Rennie: Books
  9. kbharadwaj

    financial software developer - bloomberg

    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.
  10. kbharadwaj

    Final Short list universities which accept GMAT scores

    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.
  11. kbharadwaj

    2010 Annual Quantnet Central Park Picnic

    Thank you Andy. I would sure come. :)
  12. kbharadwaj

    Neural Networks and Reservoir Computing

    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?
  13. kbharadwaj

    Neural Networks and Reservoir Computing

    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...
  14. kbharadwaj

    Neural Networks and Reservoir Computing

    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...
  15. kbharadwaj

    Advice on PHD applications

    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...