Recent content by mwes

Sorry if this is well known to you but I assume you said "Add->New Item->Header File" or "Add->Existing Item". Just dumping the .h into the directory won't work even though you can see it if you select "Show All Files".

Besides the standard numerical tract: linear algebra, analysis, ODE, PDE, and numerical analysis, you should plan on taking graduate real analysis or some course that covers basic measure theory and lebesgue integration. I would also take one probability and one or more statistics courses. If...

I like Doug's solution. But one other way which probably isn't portable is instead of output << Domain(d) use output << *(static_cast<Domain *>(&d)) compiler thinks &d is (Domain *) so it concludes that d is Domain and so uses the desired operator<<.

One should know at least one scripting language. Perl is a good choice since its 3rd party libraries are rich and it runs on so many platforms. One bad thing is that its OO-support is crude.

This is either an off-hand amusing remark or an example of moral decay.

Depending on the difficulty of the exam you sit, you can miss a couple questions and still make 800. I personally think too many people receive 800s in math (5% versus sub-1% for verbal). Instead of wacking people down from 800 if they make a simple arithmetic mistake, they should create a new...

For some finance background, I think you need a book similar to Hull's "Options, Futures, and Other Derivatives" ... maybe not Hull itself. MacDonald's "Derivative Markets"? Neftci's "Principles of Financial Engineering", 2nd edition seems really good to me. Take a look at the table of...

No way. Stoustrup's book is not for anyone wanting to learn C++. I don't even find it useful as a reference. "C++ in a Nutshell" is a better reference. "Monte Carlo Methods in Financial Engineering". This one is pretty good. Assumes you already know something of stochastic calculus.

overrated Well I'm at NYU right now and I took 2 courses. They don't like to follow textbooks that aren't written by their own faculty. So stochastic calculus took on the form of rambling lectures and frequently displayed the professor's own internal conflict between rigour and practicality...