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Recent content by Peter

  1. Peter

    Some Kind Soul -- Need an Article

    I believe that I've found some errors in a paper published by Hull and White, or at the very least, I found some assertions that can be improved upon. The trouble is I'm working off a preprint. The published article itself is $99. Jeez.... wtf! Can some kind soul who's still in college and...
  2. Peter

    Quant Jobs in Australia?

    Does that include dodging the seemingly endless list of nature's creatures that wants to kill human life from this Earth? Seems like the list of Australian denizens can be described as "The most (poisonous|cuddly|weird|dangerous|venomous|pretty|cannibalistic|..) on the planet. Hahaha! But...
  3. Peter

    Quant Jobs in Australia?

    For what it's worth, I have a friend who made 120k (plus a meager bonus) for being a risk management analyst for a company that specializes in risk management consultancy here in NY. Westpac offered him a sufficiently sweet deal that he picked up and left for Australia. He wouldn't tell me how...
  4. Peter

    Can the World Really Be This Bizarre?

    Perhaps the OP did just that, and the internal recruiter instructed him to create a profile on their internal career system. And maybe it's not just this IB. Perhaps one of the big-three ratings agencies also instructed him to fill out their internal profile after they approached him on...
  5. Peter

    Can the World Really Be This Bizarre?

    No, I realize. It's pretty obvious when you go to apply for a job at some top tier place and "jobs.somebigname.com" gets redirected to "server.openjobsisourbiz.com". Take a look at what I got this morning for a good laugh. So, yeah. It is what it is, but it's still a necessary thing to deal...
  6. Peter

    Can the World Really Be This Bizarre?

    Good guess, but no dice. But even so, considering there's almost 300 majors, putting physics under STEM or Natural Sciences would be really strange. Suppose Emanuel Derman wanted to apply for a job here. How would he enter his educational background? ;-)
  7. Peter

    Can the World Really Be This Bizarre?

    I'm filling out a job application at a major investment bank. One of the "canonical" banks people always blurt out when you ask them for an example of an IB. You know the deal. You attach your resume and then get the pleasure of typing the whole thing again. I'm working on my education...
  8. Peter

    Yield Curve Vs. Swap Curve

    A swap curve is to swaps as a yield curve is to bonds. Swap curves and yield curves represent similar types of data in the same kind of manner. They both give you the yield for a given maturity or tenor on the assumption that each point on the curve represents a contract made *right now*...
  9. Peter

    Used Copies of the PRM Handbook (2015)?

    Has anyone taken the PRM Certification in the past year or so? I don't suppose there are any used copies of Professional Risk Managers' Handbook - 2015 Edition for sale? Strangely, I can't seem to find this book used.
  10. Peter

    Advice for 40 year old

    I'd like to second yetanotherquant's reply. Your age might be a bit of a problem if you're just now coming into the field, but more importantly is your lack of finance knowledge. You'd probably land a programming job as a quant-developer if you've got good programming skills. I would say the...
  11. Peter

    Just got my degree! Woo hoo!

    OK, thanks for clearing that up. All 3 of my physics degrees say "physics" on them, but that's University of California and California State University.
  12. Peter

    Just got my degree! Woo hoo!

    Well, I'm now a master of science of financial engineering. Yay!!! I do have a question about the sheepskin, though. I picked up my degree from the registrar, and it says: The Bernard M. Baruch College The City University of New York blah blah blah confers upon: Peter Jay Salzman The Degree...
  13. Peter

    From Financial Engineering to iPhone app development

    Really enjoyed your story. This is very helpful. Cheers from Peter in Toronto
  14. Peter

    Wikipedia definition of "par value"

    From: Par value - Wikipedia, the free encyclopedia Isn't this misleading? If the bond pays coupons, there's a last coupon payment at maturity, and it certainly isn't "stated on the face of the bond". Shouldn't the sentence be changed so:
  15. Peter

    Proof for an Intelligent Creator and His purpose

    My background is general relativity and cosmology, so I'm in a position to comment on your proof. Here's my comment (and trust me, I'm being kind): Crank Dot Net | physics