Recent content by raywin

  1. Career switch from Engineering to Quantitative Finance

    I am just wondering to know how come people want to be quant. I guess they don't really know what quant did. If people does not have Phd right now, just forget it. Actually, it does not mean if people does not have Phd, he or she can not be a quant. However, there are a lot of guys with Phds in...
  2. Does any one have CD for Dynamic Term Structure Modeling: The Fixed Income Valuation Course?

    Hello everyone Does any one have CD for Dynamic Term Structure Modeling: The Fixed Income Valuation Course? There are some spreadsheets in that CD. Do you mind sharing those spreadsheets? I can not find it in all libraries at my place. I have the book but I don't have the CD. Therefore I...
  3. Using C# in Excel

    Thanks man, Merry Xmas and Happy New Year~~~~
  4. Using C# in Excel

    Hi Andy Great Job, Could you please give me more information on how to do that or Could you please post some sample code? Many many thanks! raywin
  5. SIG phone interview

    You have strong academic background 2 phds. Don't worry!
  6. Job skills, which product is hiring?

    Hello Everyone I will graduate at this Dec. I hold two Master Degrees in Quantitative Finance and Applied Math. I had 4 months intern experience in trading floor. I am just wondering to know if it is really hard to find a junior quant or quant developer job in States now. I know most of...
  7. Does any one have the CD for Option Pricing Models and Volatility Using Excel-VBA?

    How about "Financial Modeling using Excel" ? Hello Everyone I know the 3rd has been in market. Did anyone have bought it? How about this book? Best Regards raywin
  8. TUTORIAL: Boost 1.37.0 + QuantLib 0.9.6 and Visual Studio 2008

    Thank you Dave. When I install Boost and compiled QuantLib, I got "warning C4819: The file contains a character that cannot be represented in the current code page (936). Save the file in Unicode format to prevent data loss XXXX.cpp" for many many times. Did anyone have the same situation...
  9. Integrate C++ program into VBA

    If you wanna integrate C++ into VBA, why not using COM? Currently I am taking intern at trading floor. I found most of trader or trader assistants working with Excel for every minute. Therefore that is the reason why VBA is more popular. C++ is only a tool for Quant or Quant developer. Why we...
  10. MFE degrees in Quebec (Canada)

    Actually, I never heard of those you mentioned though I am in Canada. The financial center in Canada is Toronto. If you wanna pursue a mathematical finance degree in Canada, your best two choices are Quantitative Finance@University Of Waterloo or Mathematical Finance@University Of Toronto...
  11. Has anyone got intern offer from Blackrock financial modeling group?

    I am in Canada therefore those banks you mention did not come to our campus to take the interviews. The location is very important! Thank you for your reply!
  12. Has anyone got intern offer from Blackrock financial modeling group?

    I heard of that many students have got offer from this group. I think I will get rejection in next week.
  13. Has anyone got intern offer from Blackrock financial modeling group?

    Hello everyone I am just wondering to know if there is anyone who has got intern offer from Blackrock financial modeling group? I had an interview on Feb 20. But so far I didn't get any further info. I guess I am in waiting list because my classmate has got rejection on this Monday. Is there...
  14. Question about delta?

    It makes sense, thank you, dstefan.
  15. Question about delta?

    Where is Andy? Anyone can explain this?
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