Search results

  1. Sanket Patel

    Yet another attempt at MFE ranking

    bigbadwolf makes an excellent point. Furthermore, the article indicated that the rankings were compiled based upon the information found on the schools' websites combined with the sagacious wisdom of the panel. That's a winning formula... :D
  2. Sanket Patel

    Yet another attempt at MFE ranking

    Looks like the following schools made the cut: CMU Columbia Cornell NYU Princeton Rutgers Stanford Univ. Chicago Univ. Michigan UCB And the following received an honorable mention: Baruch Boston Univ Georgia Tech. Univ. Toronto
  3. Sanket Patel

    Yet another attempt at MFE ranking

    I just ran across this just a few moments ago, thought everyone might find this interesting. The Top 10 Quant Schools, According to the Street The Top 10 Quant Schools, According to the Street by Advanced Trading
  4. Sanket Patel

    Intro to finance

    @ Minh Tran, I wouldn't worry too much about Economic. You won't really be needing that and for the most part anything you need will be self-contained. Granted, I don't know much, but I would refer you to the following books: Prof. Stefanica's book and Neftci's Principles of Financial...
  5. Sanket Patel

    Interview with a Hedge Fund Manager

    Great Interview. Thanks for the post.
  6. Sanket Patel

    Shreve's Stochastic Calc. for Finance II

    I wouldn't expect most people to pick up on 100% of what's in the book the first time through. I didn't pick up everything the first time I read and I can't say I still understand everything. It will come with time. But perhaps someone like Andy, Alain, or Bigbadwolf can comment on this.
  7. Sanket Patel

    So I just took a practice GRE exam

    IIyakeighsix, You may find these links helpful. 4Tests.com - Free, Practice GRE - General Exam http://www.testprepreview.com/gre_practice.htm Free GRE Practice Test - Peterson's GRE Test Preparation Practice Exercises for Verbal, Antonyms, Analogies with Explanations, Analytical Writing...
  8. Sanket Patel

    So I just took a practice GRE exam

    Having a calculator for the GRE would be nice, but it really isn't necessary - it's more of a convenience. Besides, none of the calculations involve anything beyond simple add/sub/mult/div. The CAT is definitely a bit tougher than the paper version, but the CAT is scored to account for that...
  9. Sanket Patel

    So I just took a practice GRE exam

    Just search on Google, you're bound to find something. You can always make a trip to the library or your local bookstore and pick up a couple books. The best way to prepare is by taking as many practice tests as you can - this way you will be familiar with the type of questions on the test...
  10. Sanket Patel

    Baseball season is up on us

    I doubt it, but we'll see. The season is now starting to become interesting.
  11. Sanket Patel

    Current Reading: How to Win Friends and Influence People, by Dale Carnegie

    Any fans of Robert Greene's work? The Art of Seduction, 48 Laws of Power and 33 Strategies of War.
  12. Sanket Patel

    WHY DID THE CHICKEN CROSS THE ROAD?

    That's after he counted to infinity twice...:D
  13. Sanket Patel

    Are the "Physics Models" of Financial Markets WRONG?

    I think it suffices to note that the paper was, after all, published in a journal entitled the "Elliot Wave Theorist." :D
  14. Sanket Patel

    Chicago MSFM Should I do the Chicago MSFM at Singapore ?

    Dominic, you have some of the most brilliant analogies. :tiphat::prayer:
  15. Sanket Patel

    how to start???

    The fact that you have a Finance background shouldn't deter you - I also have a Finance/Economics background. I ended up staying in undergrad for an extra year in order to pick up a math minor. If you're really inclined to pursue an MFE and if you've already graduated, you can always enroll at...
  16. Sanket Patel

    how to start???

    I believe Baruch accepts both the GRE and GMAT. As for the Calculus, especially since you're not a Math major, I think you have no choice but the complete the Calc progression. You may be able to get by with departmental exams, but I doubt it. You should contact the MFE dept at Baruch and ask...
  17. Sanket Patel

    how to start???

    GMAT vs GRE - It depends upon which program(s) you apply to. Some will only accept the GRE or GMAT, while others will accept either one. Math / Programming Background - At a minimum, you should take Calc I II III, Linear Algebra, Ordinary Differential Equations, a calculus-based Probability...
  18. Sanket Patel

    Admissions committee perspective on course retakes?

    As MaxRum said, don't worry too much about the GPA. Your situation isn't as dire as you think. I'm not questioning your abilities, but just make sure you have a firm grasp of ODEs and that Stats course. While taking more advanced math courses is great, your efforts will be futile if you don't...
  19. Sanket Patel

    Resume Help

    Under the "Professional Work History Section," you may want to considering using a title other than "Lab Rat"
  20. Sanket Patel

    Black Scholes Merton model in excel?

    Perhaps you could try a cross-hedge with something like propane...?
  21. Sanket Patel

    OR PhD and master's for FE

    I'm not claiming that Physics is better the OR or vice versa, I was just naming a few Physics PhDs who have achieved a fair amount of seniority and recognition. :)
  22. Sanket Patel

    OR PhD and master's for FE

    Ronald N. Kahn Global Head of Advanced Equity Strategies Barclays Global Investors Greg E. Berman Strategic Business Development RiskMetrics Group Peter Jaeckel Global Head of Credit, Hybrid and Commodity Derivatives at ABN Amro Emmanuel Derman Head of Risk Management at Prisma Capital...
  23. Sanket Patel

    Is Quant Analysis a passing fad

    I agree with what Keynes said but what I'm saying is that LTCM's collapse was not exclusively a function of LTCM's trading activity. Read "When Genius Failed" by Roger Lowenstein. It seems you're rather wary of anything that is beyond the realm of classical finance. Does your company happen...
  24. Sanket Patel

    Is Quant Analysis a passing fad

    As for LTCM, you have to remember that there was also the "human" factor involved. If you look at LTCM devoid of any "human" element, their models(s) were near perfect. In fact, if LTCM had continued to hold their positions, they would have turned out ok. But of course, the margin calls along...
  25. Sanket Patel

    excel graphing

    The most basic simulation will be of the form: (ds = \mu S dt + \sigma S dz) where (\mu) and (\sigma) are your estimates of drift and volatility, respectively and (dz) is the stochastic processes. In your case, though, since you have 2 series, you will have 2 processes: (ds_1 = \mu_1 S_1 dt +...
  26. Sanket Patel

    excel graphing

    Looks like you have 2 sets of prices and the returns associated with them. Are you looking to simply simulate prices based upon the parameter estimates of the two series? Do you want to simulate the two prices independent or correlated series?
  27. Sanket Patel

    excel graphing

    Can you be a bit more explicit? Better yet, post your excel file.
  28. Sanket Patel

    iPhone: coolest gadget of the year?

    Forget the iPhone, I'm waiting for the Android platform. :D Regardless of what phone, all the new technology is useless until the U.S carriers expand their 3G networks. Here is a demo of the Android platform.
  29. Sanket Patel

    C++ Online Course?

    I highly recommend "Absolute C++" by Walter Savitch and "Beginning Visual C++ 2008" by Ivar Horton. After which, you can move on to the books by Mark Joshi and Daniel Duffy. Note: Joshi and Duffy have their own books, they aren't coauthors.
  30. Sanket Patel

    Required Quant's help

    Mahesh, I am not familiar with that book, so I can objectively comment on its merits. However, looking through the table of contents, it seems the books does cover topics which you may find useful. But the question is whether those topics are covered in true rigor or at the watered-down MBA...
  31. Sanket Patel

    # of times to take GRE/GMAT

    You can use virtually book to prepare for the general GRE. But if you plan on taking the GRE Math test, your options are limited. As far as I know, there is only 1 books providing a comprehensive reivew: "Cracking the GRE Subject Math Test" - Princeton Review. That book, however, is littered...
  32. Sanket Patel

    UCB MFE GMAT vs GRE for UCB MFE (or others)

    Disregard that, it was a typo. :D
  33. Sanket Patel

    UCB MFE GMAT vs GRE for UCB MFE (or others)

    What makes you so sure the GMAT quant is much harder the GRE quant? I don't know..that's why I'm asking. I'd imagine they are both equal or near-equal difficulty. If anythying, I would think the GRE quant section is bit more difficult. If you look at graduate level...
  34. Sanket Patel

    What are some good ways to prepare for the GRE?

    Aditya is right, you need 800 on the quant section, which is by no means difficult. The GRE quant sections is nothing more than algebra and geometry. The best thing to do, in my opinion, is simply to take as many practice tests as you can and familiarize yourself with the type of question they...
  35. Sanket Patel

    "MFE program profile evaluation" master thread

    That should cover the minimum requirements for most MFE programs, with the keyword being minimum. As bigbadwolf rightly pointed out, with only the minimum reqs fortifying you, you may not be able to gain full benefit of the MFE.
  36. Sanket Patel

    Sub GRE Math

    For algorithms in general, check this out - I found it very useful. MIT lecture notes and video lectures for a number of their courses through their OpenCourseWare system. An entire series of video lectures is available for a course titled "Introduction to Algorithms."
  37. Sanket Patel

    Sub GRE Math

    @Anoop The only other book I've come across is this one. Although, I believe this one just contains practice tests - it doesn't provide much of a review. You may also want to consider the various Schaum's Guides. They have books going over various topics: calculus, analysis, linear algebra...
  38. Sanket Patel

    # of times to take GRE/GMAT

    Thank you for pointing that out.
  39. Sanket Patel

    "MFE program profile evaluation" master thread

    You might be able to get by with letters from Econ professors, but ideally you should have at least 1 by a math professor with whom you took an 'upper division' course. Having a math prof write one of the letters should help alleviate any concerns the admissions committee have regarding your...
  40. Sanket Patel

    # of times to take GRE/GMAT

    You should be ok taking the test multiple times because you're not obligated to send your scores to the schools. When registering for the test(s) you can always leave the recipients section blank. If you happen to do well, just call ETS and have them send your scores, but that will end up...
  41. Sanket Patel

    Sub GRE Math

    I don't remember the specifics but I do remember the book messed up some of the trig identities and answers involving absolute values. Most of the errors that I came across involved sign issues: + instead of - and vice versa. And something as seemingly innocuous as that, can have some rather...
  42. Sanket Patel

    Sub GRE Math

    There is a book by Princeton Review but it is full of errors. It wouldn't hurt to take a look through the book, but don't delve to deeply into it. Here is breakdown of questions on the Math GRE: Calculus - 50% Material learned in the usual sequence of elementary calculus courses -...
  43. Sanket Patel

    Required Quant's help

    With respect to the stuff on the spreadsheet, the only formula/calculation you'll find in Hull will be ones dealing with VaR. Take a look at my previous post.
  44. Sanket Patel

    WHAT DOES IT TAKE (TO GET IN)?

    I don't think there is a real difference between MFE and MSCF - its just a matter of what the school decides to call it. There can, however, be a difference between MFE/MSCF and Fin Math. Some of the Fin Math programs I've looked at, such as Columbia and Boston U, are a bit more theoretical in...
  45. Sanket Patel

    Required Quant's help

    The worksheet isn't exactly providing any fancy analytics. It seems to be nothing more than mean-variance optimization, a straightforward application of CAPM, and a bit of VaR thrown in for kicks and giggles. If you want to learn the 'formulas' behind the calculations, look into the following...
  46. Sanket Patel

    Required Quant's help

    Easy there chief, just keep in mind most of the members of Quantnet have jobs or are full-time students. They have their plate full with matters of their own. Have you tried to search Google or perhaps look through any books?
  47. Sanket Patel

    The Long, Flat, Seemingly Endless Bataan Death March To Version 3 of the Quant Careers Guide

    Dominic, Whats generally the turnaround time for receiving the guide after having sent you a resume? I emailed a copy of my resume several times with no avail. I'm looking forward to version 3, assuming I'm first able to get my hands a copy of version 2. :D
  48. Sanket Patel

    "MFE program profile evaluation" master thread

    ChristopherPeters, Work through the practice GRE Subject Math test - granted some of the stuff is of no use in FE ( abstract algebra, complex analysis, graph thory, point-set topology, etc) - but it might serve 'reality check' If you score at or above the 80%, you should be in good standing...
  49. Sanket Patel

    "MFE program profile evaluation" master thread

    Pravit, Studying economics at an undergraduate level generally doesn't require calculus. Most programs, though, usually do offer usually calculus based economics classes - ones such as game theory, mathematical economics, and experimental economics. But those classes are generally optional...
  50. Sanket Patel

    Required vs Advantageous

    @ Poirot An excellent complement to Dr. Stefanica's book would be "All the Mathematics You Missed: But Need to Know for Graduate School" by Thomas A Garrity. At a fairly inexpensive price of $35, you should consider acquiring a copy. While book won't teach you all that you need to (or...
  51. Sanket Patel

    Two books about Econometrics

    What do you mean?
  52. Sanket Patel

    New Quantnet members say hi

    Pretty funny actually. Reminds me of my very first program: CLS phrase$ = "Hello World!" PRINT phrase$ ENDAhh...the BASIC language! :smt024
  53. Sanket Patel

    Required vs Advantageous

    MidasCFA, In case you haven't already, you should check following two threads: http://www.quantnet.com/forum/showthread.php?t=2676 A career in Quantitative Finance: Where do you fit in? - QuantNetwork - Financial Engineering Forum Attached at the bottom of the 1st thread is a PDF, which...
  54. Sanket Patel

    Required Quant's help

    Mahesh, Chances are that the source code for your particular program is locked. But if you use google, you'll come across a plethora of model in excel - many of which will let you fiddle around with the source. Check the Global Derivatives site, the have several model which can downloaded...
  55. Sanket Patel

    Required vs Advantageous

    But one must keep in mind that Dr. Stefanica's book is after a review of the necessary calculus. It is by no means a substitute for learning the material. But if pressed for time, the book does provides an excellent review. Another possibility, in addition to Dr. Stefanica's book, would be to...
  56. Sanket Patel

    Required Quant's help

    What type of calculations are you talking about? What type of calculations does that "trading tool" provide? And I don't fully understand your comment about the functions working only in Excel but not in another language - isn't that somewhat self-evident?
  57. Sanket Patel

    Inferential modelling with R

    I don't see any problems using R for data-mining. I've never had any problems working with with some rather large datasets in R. I was able to do some fairly lengthy matrix calculations and a good bit of time-series work without any problem. Check this link out - it may be of some help...
  58. Sanket Patel

    How did you know about Quantnet

    I came across Quantnet while researching and applying to the Baruch MFE program.
  59. Sanket Patel

    Master reading list for Quants, MFE (Financial Engineering) students

    Of course. The more the merrier. 1 book isn't likely to teach you all that you need to know. After working though an introductory book, move on a more advanced one such as Joshi or Duffy.
  60. Sanket Patel

    M.S. Mathematics and Statistics vs. M.S. Financial Economics

    Michael, the Financial Economics is great - especially if Dr. Beaumont is teaching it. He is a master pedagogue. But as Yuriy pointed, the class is 100% theory. It's a great class to take to gain an understanding of the roots of Finance via the general equilibrium and arbitrage pricing...
  61. Sanket Patel

    Math quant jokes

  62. Sanket Patel

    Baseball season is up on us

    That was one hell of a performance.
  63. Sanket Patel

    Paul & Dominic's Guide to Quant Careers Version 2.0 Now Available

    Same situation as the posts below me, I've sent a copy of my resume several times. smp04c@fsu.edu
  64. Sanket Patel

    Baseball season is up on us

    Giambi, Jeter, and Damon can share the thong all they want. It still doesn't solve the fact that the yankees are under 500 and last place in the AL-East. Speaking of which, how about that thumping from the Mets last night! :dance::D
  65. Sanket Patel

    Interview with Dominic Connor

    Read the Economist - a very well written periodical.
  66. Sanket Patel

    Learning real analysis

    That was very well stated. =D
  67. Sanket Patel

    question about a PDE

    MLBrandow, I take it you're in Dr. Ewalds PDE class? I'm in the class too. Yea, its funny that someone posted that question, I just finished the homework a while ago also. But I'd be surprised if there is a 3rd FSU student on Quantnet.
  68. Sanket Patel

    Learning real analysis

    Victor Bryant - "Yet Another Introduction to Analysis" - has a very informal chatty style of writing while doing justice to the necessary rigor of Analysis. Rudin's book, from I hear, is somewhat of a standard. But he can be rather dry and technical at times.
  69. Sanket Patel

    Getting my hands dirty

    I'd agree with the recommendation of Andy and Prashant. Additionally, a quick and dirty way to gauge your current 'math-level' would be take the practice GRE Math test. You can download the sample test here The test consists mostly calculus and algebra, with a small number of questions...
  70. Sanket Patel

    Diagrams or Figures in Stochastic Finance

    That is very true. Griffiths, If you decide to pick an Analysis book, I highly recommend "Yet Another Introduction to Analysis" by Victor Bryant.
  71. Sanket Patel

    Diagrams or Figures in Stochastic Finance

    I would highly recommend Neftci's "An Introduction to the Mathematics of Financial Derivatives." Paul Wilmott is also quite a pedagogue. Check out Wilmott's "Mathematics of Financial Derivatives." And if you really have some time, read his 3-volume set, "Paul Wimott on Quantitative Finance."...
  72. Sanket Patel

    Pre Application Courses

    Also, you should be able to take those courses at virtually any university/college.
  73. Sanket Patel

    Pre Application Courses

    The answer to your question comes in two parts: 1) Use the search feature - there are already several posts similar to yours 2) The answer you were looking for - all forms of Calculus, Linear Algebra (beyond eigen-values, eigen-vectors, and row reductions), Calculus-based Probability, Ordinary...
  74. Sanket Patel

    Baseball season is up on us

    olgenue, There are many facets of the game which you can pick up only by watching. Why pitchers elect to throw certain pitches on certain counts...the methodology behind the batting order...are things which took me some time to truly understand. There still plenty of things I probably don't...
  75. Sanket Patel

    PhD in Finance or PhD in Fin. Math

    Unless your majored in physics as an undergrad, you would have to consider going back to school to pick up the necessary physics foundations. I believe most of the 'reputable' Phd programs require the Physics GRE. You can always go to one of the 'good' programs instead of one the 'great'...
  76. Sanket Patel

    Baseball season is up on us

    How about that Ian Kennedy and Phil Hughes? =D>
  77. Sanket Patel

    Is FE one of the most money making careers?

    There is actually plenty of money is medicine, but it depends largely on what field you decide to pursue. My uncle, for example, is a pulmonologist, sleep specialist, and ICU specialist and pulls in close to $400K. I'd say that's not too shabby...
  78. Sanket Patel

    Best way to find out which discipline of business to go for?

    I became interested in FE after taking a financial derivatives course and writing algo. for statistical arbitrage as a term project. The stat art project was motivated largely after reading "When Genius Failed." I was interested in trying to mimic the LTCM model.
  79. Sanket Patel

    Is FE one of the most money making careers?

    This reminds of Taleb's "Fooled By Randomness" when he makes the argument of who is richer: the dentist or the trader. If you want to look at this question from an interesting perspective, EugueneT, read the first few chapters of "Fooled By Randomess."
  80. Sanket Patel

    Two books about Econometrics

    I'm not too familiar with those book and authors. But I do recommend the following 4 (in no particular order) 1) Basic Econometrics - Damodar Gujurati 2) Introduction to Economics - Stock & Watson (from what I'm told, this one is somewhat of a standard) 3) Econometric Models &...
  81. Sanket Patel

    Economics+Math+Programming

    Also...I imagine most Econ programs offer some form of an Economic Forecasting course. Econ. Forecasting paired with Econometrics will serve as perfect intro to Time Series Analysis. In my Econ. Forecasting we delved into all sorts of models and topics...ARMA, ARIMA, VAR, GARCH, Unit-Roots...
  82. Sanket Patel

    Economics+Math+Programming

    From my experience, most of undergrad Econ. courses won't teach you much that will be relevant for FE. There are however, a few courses which I highly recommend: Game Theory, Econometrics, and Mathematical Economics. In my case, about 45% of my economics education came from Game Theory and...
  83. Sanket Patel

    Paul & Dominic's Guide to Quant Careers Version 2.0 Now Available

    Dominic, What's general turnaround time - from when I sent email my resume to when I receive the guide? I sent a copy of my resume a few months ago and again not too long ago. Also sent you a PM as you indicated several posts below...
  84. Sanket Patel

    COMPARE Poly MFE vs. BU Mathematical Finance

    @bayaba I don't think it's a matter of popularity. Quantnet is concerned primarily with the NYC community thus the inhabitants of this forum are familiar with NYC and surrounding schools. But since I'll be attending BU in the fall, I'll share, for those interested, my experience and opinion...
  85. Sanket Patel

    Phone?!?!

    Just out of pure curiosity..those of you with jobs...what type of phone do you use? Is Blackberry pretty much the standard? Any Palm users? Nokia? Or does it even really make that much of a difference?
  86. Sanket Patel

    Baruch MFE misrepresentation and fraud at BARUCH?

    That's a brilliant analogy.
  87. Sanket Patel

    COMPARE Poly MFE vs. BU Mathematical Finance

    As for the merger, it would be a merger of the engineering department. NYU currently doesn't have an engineering department and is interested in starting one. But the cost is much to great to start one from scratch, thus the merger with Poly. From what I hear, various schools at NYU tend to...
  88. Sanket Patel

    Please advise on my PhD situation

    Speaking of PhDs...Dominic, what is your opinion of a Financial Mathematica PhD?
  89. Sanket Patel

    COMPARE Poly MFE vs. BU Mathematical Finance

    You can read some of the comments on the Poly program here
  90. Sanket Patel

    COMPARE Poly MFE vs. BU Mathematical Finance

    You're likely to come across some strong opinions regarding the Poly program here on Quantnet. Your best source of information is likely to be current and former students at both programs. In my opinion...Poly has the location advantage if your plan is to work in NYC, but as far as the...
  91. Sanket Patel

    Spring Break Cocktail Hour

    Wish I could have come, but I'm afraid it's a quite a tiresome drive all the way from Florida. Since this gathering was in NYC, I suggest that for the next one, we meet halfway - say like Kentucky or Tennessee. :D
  92. Sanket Patel

    Ubuntu

    In light of the Hardy Heron release, I feel compelled to post the Vista source code... :D
  93. Sanket Patel

    GARCH Parameters Estimation

    I have a GARCH model set up in a spread-sheet. I made the spread-sheet for a research paper I was working on - I was too lazy code in VBA, so I just did a spread sheet. You're welcome the spread sheet if you want. I can transfer it in VBA code, if you'd like, but it'll take me a few...
  94. Sanket Patel

    Masters or Masters + PhD

    I'll be starting a Fin. Math Master's program in the Fall. Ultimately, I would like to get a PhD for multiple reason: a personal goal, more knowledge, and higher likelihood of good job and $$ (I think...). Is it best of go for the PhD directly after the Master's or work in the industry for a...
  95. Sanket Patel

    Florida State Univ - Fin. Math PhD

    alexzhu, Don't worry about age - age is definitely not an issue. Ultimately, what matters is the strength and quality of the job applicant. Take a look at this discussion.
  96. Sanket Patel

    Florida State Univ - Fin. Math PhD

    alexzhu, I agree with MLBrandow - go for the PhD track, as you'll have option of completing only the Master's. Granted I have absolutely zero work experience, but I think it's a fair assumption that employers are likely to pay a premium for a PhD versus a Masters. I think it's ultimately a...
  97. Sanket Patel

    Ubuntu

    I've been running 7.1 for some time now. Got a chance to play around with the beta of Hardy Heron. Looking forward for the full release.
  98. Sanket Patel

    Baseball season is up on us

    It's good that the jersey is being put to good use. And I'm sure the auction was entirely Hank's idea... :D
  99. Sanket Patel

    Baseball season is up on us

    Red Sox: 2 Yankees: 1 15 more meetings left
  100. Sanket Patel

    Baseball season is up on us

    I had to miss the game because of work but I was disappointed with the score. It seems the Sox haven't quite found their offense yet. But hopefully that will change tonight.
  101. Sanket Patel

    Complex Analysis

    @Andy @Andriy Taking a break/vacation sounds like a great idea
  102. Sanket Patel

    Complex Analysis

    Thanks everyone for the input - I appreciate it
  103. Sanket Patel

    Complex Analysis

    My other options are Abstract Algebra and Graph Theory. Everything else is below the Calc 3 level. I think I'll take the Complex Analysis course and use the other time to teach myself stochastic calc and continue working on my C++ skills.
  104. Sanket Patel

    Complex Analysis

    I've already taken both Differential Eqns. and Partial Differential Eqns. I would love to take a Stochastic Calc. or Stochastic Diff. Eq. course but unfortunately both courses are only offered in the Fall. During the summer, FSU generally don't offer the "higher" level courses. I bought a...
  105. Sanket Patel

    Complex Analysis

    I've got the entire summer to kill before grad school starts. Instead of just sitting around all day,I want to take some courses. I've already taken a Real Analysis course and what about a Complex Analysis course? How relevant, if at all, would Complex Analysis be for FE/Math Fin/QF? Any input?
  106. Sanket Patel

    Florida State Univ - Fin. Math PhD

    Baba, I don't think you'll find much info about FSU here, since this forum concentrates mainly on the NYC community. But perhaps I can be of some help, I'm currently an undergrad at FSU. I've sat in a on a few of the Fin. Math classes at FSU. I'm not too familiar with the PhD program, but...
  107. Sanket Patel

    COMPARE BOSTON MA mathematical finance vs Rutgers MSMF vs USC MAMF

    All joking aside, I would pick BU. Rutgers isn't a bad school, but the fact that they have 2 competing programs gives me a funny feeling. That's just my 2 cents. But if you aren't looking to land a high-paying and work on the Street, USC isn't a bad choice. Good weather for the most part. I...
  108. Sanket Patel

    COMPARE BOSTON MA mathematical finance vs Rutgers MSMF vs USC MAMF

    UF? UF? UF??? Yes, the rivalry is quite intense to say the least. It's probably one of the biggest rivalries college football. To answer your question, I would never attend UF, let alone set foot on that campus. I dislike UF even more than I do the Yankees.:D
  109. Sanket Patel

    COMPARE BOSTON MA mathematical finance vs Rutgers MSMF vs USC MAMF

    If I had to make that choice, I would probably go to the school with the football team. But if that football team happened to be a rival or a part of the same conference as my alma mater, I would pick the other school. If I had to pick between BU and BC, cēterīs paribus, I would without a...
  110. Sanket Patel

    COMPARE BOSTON MA mathematical finance vs Rutgers MSMF vs USC MAMF

    I would tout the BC football team, but I don't care much for them, since they are in the same conference as FSU. It's funny that you mention your bias toward Boston sports, because I feel the same about New York. :D Especially the Yankees.....
  111. Sanket Patel

    COMPARE BOSTON MA mathematical finance vs Rutgers MSMF vs USC MAMF

    Even for sports, why go to USC? The Trojans are way over rated. If you want sports, go to Boston. Red Sox, Patriots, and Celtics...doesn't get much better.
  112. Sanket Patel

    Baseball season is up on us

    Because the guy is an a greedy overpaid athlete. He tried to leave the Yankees during the off season, solely for the reason of money. Lo an behold, he ends up coming back because no one is willing to pay him what he desires. Granted, I am a Red Sox fan, but there is also the issue of A-Rod...
  113. Sanket Patel

    Baseball season is up on us

    I hope A-rod gets booed at first at-bat tonight. He deserves it.
  114. Sanket Patel

    Are stocks cheap ?

    Well, like I said we are nearing summer - the peak driving season. This will lead to an increased demand for oil. This is naturally going to put upward pressure on oil. Additionally, if you factor in geopolitics, you there is embedded in the price of oil, a sort of "fear premium" given the...
  115. Sanket Patel

    Are stocks cheap ?

    I don't think the Fed is going to be raising interest rates anytime soon. As is, we're about an hour or so away from the announcement. With the possibility of a 100bp cut, raising interest rates is out of the question. I'm not sure if I would short oil just yet - I agree that there isn't...
  116. Sanket Patel

    What is going on at Bear Stearns ?

    http://www.liveleak.com/view?i=2b7_1205751955&p=1 Some sagacious advice by Mr. Jim Cramer.
  117. Sanket Patel

    What was your undergrad major?

    I'm finishing my last semester of undergrad. I will have degree in Finance, Economics, and a minor in Mathematics. Any other non physics, math, or engineering background people here?
  118. Sanket Patel

    commodities, another bubble ?

    I agree, gold prices are ridiculous. This reminds a bit of the infamous Dutch Tulip Bubble. As for buying gold at $1000 I like the "castles in the air" rationale posited by Burton Malkiel in A Random Walk Down Wall Street - paying $1000 for gold is perfectly fine if there is someone willing to...
  119. Sanket Patel

    commodities, another bubble ?

    I agree with pardasni. I think surge in commodity prices while partly a function of increased demand (India and China), are also a result of a 'flight to quality.'
  120. Sanket Patel

    What is going on at Bear Stearns ?

    This should be an interesting week given the recent events. To add to the fun, Friday is equity options expiration and Thursday is index futures and options expiration.
  121. Sanket Patel

    which book is a good start for learning C++?

    The Sams C++ is ok, but it only skims the surface. The Savitch book is excellent. I would also highly recommend "Introduction to C++ for Financial Engineers" by Daniel Duffy. But I suggest familiarize yourself with C++ before jumping into Duffy's book.
  122. Sanket Patel

    Baseball season is up on us

    Haha, I had a feeling someone would say something like that!
  123. Sanket Patel

    Baseball season is up on us

    So much for habeas corpus. There is no proof that were "cheating." Ever since this whole spygate nonsense erupted, all the facts remain with those close to the investigation. The general public knows nothing. There is no basis for people to dimiss the Pats' spectacular season as a product of...
  124. Sanket Patel

    Baseball season is up on us

    I've been following the whole spy-gate scandal quite closely. After all this, Matt Walsh better have something substantial, else he is going to anger a lot of people. One question which keeps bothering me, though, is why did he wait so long? Does he really have any incriminating evidence or...
  125. Sanket Patel

    Baseball season is up on us

    Let's not get into that....I'm still recovering. Though they didn't win the super bowl, the 07 pats are still one of the greatest, if not the greatest, team to play the game.
  126. Sanket Patel

    Baseball season is up on us

    I started following the Red Sox following a 5th grade report on Ted Williams. Coincidently, the first YMCA team I played I played for was named Red Sox.
  127. Sanket Patel

    Baseball season is up on us

    No, I was born in India, but have been here in the States for about 22 of my 23 years. And no, I didn't jump the bandwagon. I played baseball all through elementary, middle, and high school. I'm not one of those "band-wagoners."
  128. Sanket Patel

    Baseball season is up on us

    ahh Yankee country...Red Sox nation...we can engage in all manner of verbal jousting. Let the upcoming season speak for itself. Speaking of which how about that little brawl against Rays? Not exactly an auspicious start - even for spring training.
  129. Sanket Patel

    Baseball season is up on us

    ...which is why you should perhaps considering changing your allegiance to Red Sox Nation. =)
  130. Sanket Patel

    Baseball season is up on us

    Personally, I don't care much for cricket. It's fun to play, but that's as far as my interest goes. I hope I didn't hurt my chances of admission at Baruch by revealing my allegiance! :D
  131. Sanket Patel

    Baseball season is up on us

    Red Sox!!! ahh...so many yankees fans at Baruch. I, on the other hand, am a diehard Red Sox fan. Go Sox!!! :D
  132. Sanket Patel

    Boston MSMFT Boston University Mathematical Finance Program

    I was thanking you for mentioning those schools because initially I hadn't even considered them. At the moment, I don't plan on applying to those schools - I'm just going to find out more about their programs.
  133. Sanket Patel

    Boston MSMFT Boston University Mathematical Finance Program

    I never really considered Fordham or Polytech. I asked a few professors which schools would be good safety schools and they recommended BU and Bentley. I thought 2 safety schools should suffice because I do have relatively good credentials. I suppose though I should apply to more schools for...
  134. Sanket Patel

    What is going on at Bear Stearns ?

    Can't help but wonder if there will be a Bear Stearns come Monday.
  135. Sanket Patel

    Boston MSMFT Boston University Mathematical Finance Program

    When it comes down to it, I think I would rather apply to Boston Univ. or even Bentley College as safety schools - simply because of location.
  136. Sanket Patel

    Boston MSMFT Boston University Mathematical Finance Program

    Yuriy - I'm finishing my last semester at FSU. The Math. Fin. program here FSU is still relatively new. While the FSU program is a pretty good one, it has little name recognition - especially when considering schools like Baruch, NYU, CMU etc. Also, location is another big factor...
  137. Sanket Patel

    What is going on at Bear Stearns ?

    BSC problem escalating I know this might seem a bit out there.... Considering Bear is a broker/dealer for many large investors and hedge funds. What are the chances that the Bear situation, for whatever reason, escalates in near future causing those investors and funds to get entwined. Such...
  138. Sanket Patel

    What is going on at Bear Stearns ?

    Bush speaking to New York Econonimc Club I wasn't looking for specific responses. I just found it amusing that when asked about the rising gold prices, inflationary pressures, falling dollar, etc - he decided to talk about New Yorkers driving battery operated cars.
  139. Sanket Patel

    What is going on at Bear Stearns ?

    Bush speaking to New York Econonimc Club On a side note, anyone watch Bush speaking to the New York Economic Club? I love how he didn't answer any of the questions - skirted everything. As for Bear, I'm looking forward to the conference call. But one thing I don't understand and this was...
  140. Sanket Patel

    Boston MSMFT Boston University Mathematical Finance Program

    B.U Thanks for the info. The info I had on BU..well, the info I thought I had... didn't amount to much. I had found the info posted on some forum and didn't think twice to verify it. I called the university and the only info they have was: placement rates: high 90s - though they wouldn't...
  141. Sanket Patel

    Free Visual Studio 8 Professional Edition

    Brillliant! Thank you very much for the info. Just downloaded a copy a few days ago.
  142. Sanket Patel

    Favorite books about wall street

    When Genius Failed When it comes to books about Wall Street, I think one of the best (and my favorite) is "When Genius Failed" by Roger Lowenstein. WGF is a nice expose on the rise and fall of Long Term Capital Management. Other receiving honorable mention are Liar's Poker, The Predators'...
  143. Sanket Patel

    Boston MSMFT Boston University Mathematical Finance Program

    Just out of curiosity, does anyone know anything about the Mathematical Finance program at Boston University? I know most of their relevant stats ( class size, tuition, placement record, etc). How does BU's program compare to the others? I believe GD ranks BU as a top 10 program. Any input?
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