• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Search results

  1. Sanket Patel

    CME gets a case of the fat finger

    CME mistakenly places test orders for trading By Hal Weitzman in Chicago and Gregory Meyer in New York Published: September 14 2010 16:19 | Last updated: September 15 2010 03:01 CME Group, the world’s biggest futures exchange, mistakenly placed orders on active energy and metals markets...
  2. Sanket Patel

    KKR in talks to hire Goldman prop trading group

    Link to article (Bloomberg) KKR & Co. and Perella Weinberg Partners LP are in talks to hire Goldman Sachs Group Inc.’s U.S. proprietary trading group, according to a person familiar with the matter. Kristi Huller, a spokeswoman for KKR, Ed Canady, a Goldman Sachs spokesman, and Kara...
  3. Sanket Patel

    The evolution of a Python programmer

    http://gist.github.com/289467 #Newbie programmer def factorial(x): if x == 0: return 1 else: return x * factorial(x - 1) print factorial(6) #First year programmer, studied Pascal def factorial(x): result = 1 i = 2 while i <= x: result = result * i...
  4. Sanket Patel

    Naked Swaps Crackdown in Europe Rings Hollow Without Washington

    Naked Swaps Crackdown in Europe Rings Hollow Without Washington By Ben Moshinsky and Aaron Kirchfeld March 11 (Bloomberg) -- European politicians and regulators could initiate a continent-wide ban on speculative trading of sovereign credit-default swaps tomorrow. Making it stick without...
  5. Sanket Patel

    Bloomberg FTW

    http://dealbreaker.com/2010/01/the-bloomberg-proposal.php The Bloomberg Proposal Posted by Bess Levin, Jan 22, 2010, 11:27am Like many of you, Mike Bloomberg was listening with rapt attention as President Obama laid out his plan for how the banks should run, moving forward. And, in...
  6. Sanket Patel

    A new strategy of getting a job

    If you haven't already read this, it's definitely worth a read: Dealbreaker : Jeffrey Chiang Will Be Receiving No New Offers Of Employment Jeffrey Chiang Will Be Receiving No New Offers Of Employment Posted by Bess Levin, Oct 22, 2009, 9:33am So! Firms are starting to hire again, which...
  7. Sanket Patel

    free math textbooks. not the illegal variety.

    For those who are interested: http://people.math.gatech.edu/~cain/textbooks/onlinebooks.html
  8. Sanket Patel

    When all else fails...

  9. Sanket Patel

    VBA question

    In the process of writing some code to automate some calculations, I need to estimate a correlations matrix. I know I can use Application.WorkSheetFunction.Correl but that I have a huge range of returns and I don't feel like writing loops. I also don't feel like writing code to manually...
  10. Sanket Patel

    Project Euler

    I just ran across this website - Project Euler - which contains over 200 programming problems. They range in difficulty from simply finding the (n^{th}) prime number to finding Minkowski sums. If you're looking to brush up on programming or perhaps explore a new language, Project Euler is a...
  11. Sanket Patel

    MTH 9842 Textbook

    For those of you taking MTH 9842 (Linear and Quadratic Optimization) this semester I accidentally purchased an extra copy of Optimization Methods in Finance by Cornuejols and Tutnucu. <iframe...
  12. Sanket Patel

    Russian Professor Predicts End of U.S

  13. Sanket Patel

    Importance of UML

    For those of you with jobs in the industry, I have the following questions about UML: How important is it for one to know UML? Is UML primarily something that those with pure software\development roles use? Have you ever been asked about UML at interviews? How much, if any, UML is necessary...
  14. Sanket Patel

    Ghana Unveils $14 Stimulus Plan

    I wasn't sure what to think of this - I read the article then just at there staring at my computer screen. Ghana unveils $14 economic stimulus plan : The Leveraged Sell-Out
  15. Sanket Patel

    One third of S&P500 firms are no longer big enough to be on the index

    http://www.reuters.com/article/ousiv/idUSTRE4AI96T20081119?sp=true By Kristina Cooke and Dan Burns NEW YORK (Reuters) - One hundred and one. No, that's not Dalmatians but the number of stocks in the U.S. benchmark S&P 500 index now trading for less than $10 a share. In fact, $10...
  16. Sanket Patel

    A Visual Guide to the Financial Crisis

    A Visual Guide to the Financial Crisis
  17. Sanket Patel

    Simulated Annealing

    Anyone happen to know any good papers or resources for the theory behind simulated annealing? I'm specifically looking for a thorough (mathematical) treatment of the Metropolis-Hastings algorithm. Most of what I've found has been either a general overview or simply pseudo-code. Thanks.
  18. 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
  19. Sanket Patel


    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?
  20. 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...
  21. 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?
  22. 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?