Here's a paper I thought some of you might enjoy if you've taken a course in theory of computation.
http://arxiv.org/PS_cache/arxiv/pdf/1002/1002.2284v1.pdf
Thanks for the link, this seems to be my case also, everything is converted internally to a double. And satyag I'm currently using a g210m for development and a Tesla for benchmarks.
Hey guys, I'm implementing a binomial tree version in C++ to benchmark versus CUDA and I found an interesting issue: changing the CPU code to use doubles(64 bit) for everything instead of float(32 bit) actually increases performance of the CPU code significantly (~3.5x faster.) Anyone know whats...
First note: given any amount of cards it only makes sense to bet on the color that makes up a greater portion of the deck
Now Define T(n, r) to be the amount we can guarantee for n cards with r being red given an initial bankroll of $1.
Obviously T(n , 0) = 2^n since we can double our bankroll...
sorry let me just clarify a bit.....
Is it worth it to pursue a math Fin degree now even though the financial landscape may change drastically in the next few years with regulation or other events...
a programming question I was asked:
You are to play a game with a 52 card deck, with 26 red cards and 26 black. Before each card is drawn you can bet any amount of your bankroll including 0 on a certain color turning up. (Payout is standard that is on a bet of x you get 2x back if correct and 0...
Hi guys,
I've been accepted to Rutgers(MSMF) and NYU so far and am wondering if anyone can help me out with some concerns. First, I will graduate undergrad this May and with the current economy does it make sense to take on additional loans and pursue a math finance degree next year with no...
Thanks for the tips,
I think I'll be fine with C++, I double majored in math and CS at Boston University. But are there any specific libraries that are used by quants. The only one I could find is quantlib which doesn't seem that popular from reading the forum.
Hey Guys,
I'm wondering if anyone has any advice on what to do in the summer preceding a math finance program. Specifically if anyone found any areas they wish they knew more before entering the program.
Thanks in advance for any advice,
-Maciej
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.