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  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

    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...
  3. 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.
  4. 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...
  5. 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:
  6. Peter

    Quant Interview Question

    What is the volume of a pizza with radius z and height a?
  7. Peter

    Capstone Project Idea

    This might be a good subject for a Capstone project. It's a great paper, but I think there are some lingering questions that are begging to be answered. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1366663
  8. Peter

    Linux users?

    Are there any other people in class who use Linux exclusively?
  9. Peter

    Prof. Salih Neftci (1947-2009)

    In case you haven't heard the news, Professor Neftci passed away yesterday in Geneva. Professor Salih Neftci was born in Kirkuk from a family connected with oil fields but that had themselves emigrated from Turkmenistan... and he made his way to the highest circles of Istanbul, NY, London. He...
  10. Peter

    C++, polymorphism and friendly <<

    Suppose I have a base class Domain and derived class DomainFloating. Domain is abstract, since it defines an interface:Domain.h: virtual double deltaCentral() const = 0; virtual double gammaCentral() const = 0; virtual double uApprox() const = 0; virtual double vApprox() const = 0...
  11. Peter

    Bad news for Science Education

    Romania removes theory of evolution from school curriculum | International Humanist and Ethical Union I understand how there can be a national debate on a "controversial" topic, but when an entire country strikes a major theory from its national curriculum, that just blows my mind. Edit: Whoa...
  12. Peter

    Algorithmic Trading Conference

    There's going to be a conference on Algorithmic Trading at NYU's Courant Institute on Friday, October 3 2008, starting at 8:30am. The venue will be the Skirball Center The conference's title is: "Algorithmic Trading: Dynamic Portfolios, Optimal Execution, and Risk" and the list of speakers...
  13. Peter

    std namespace - finer partitioning?

    Dunno if this is the right forum, but the question sprung into existence as a direct consequence of HW #1, so perhaps this is the right venue for a programmy type question. "using namespace std;" brings in all kinds of stuff into the global namespace, ranging from file readers to iterators, to...
  14. Peter

    Bid ask spread question from Neftci book

    In Neftci's book "Principles of Financial Engineering" on pg 37, first paragraph he writes: "The bid-ask spread suggests that the interest is the asking rate" I don't understand this. First of all, what exactly is the bid-ask spread here? I would think the "bid" rate would be zero: if I...