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  1. C

    Asian Markets

    Hi All I heard the head of Morgan Stanleys asia desk in NY say that if you work in asia, you will become MD 5 years faster than in NY/London (more or less). But I was wondering: if you are working for a major investment bank lige MS or GS, what kind of jobs can you get in India/China...
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    Testing a model - MatLab??

    Hey Guys I have a question that I hope you can help me with. I have made a model for stock data. More specificaly, I have made a cointegration model, which I have specified pretty well, looking at the relationship between sectoral stock indices from 1926 to 2007. I would then like to test...
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    Who actually uses econometrics?

    Hi Guys As the header sounds - who does that? I mean, in banks, quants do programming and modelling, structurers do a little econometrics but not much, and traders certainly don't. Who, except researchers, use that? And who do economic analysis? I know it might sound stupid, but I have never...
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    Net-difference range

    Hi - I have a small brain teaser for all of you Long in X different UK stocks, all on the FTSE 100 but you don't know which they are, and you don't know the weightings except that they are all together worth 100 mm. Short 100 mm FTSE100 futures (perfect ftse's). The tracking error of the...
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    stupid c+ question

    Hi I'm just trying to shake the dust of my c++ skills. I'm using visual c++, and I would like the output window to be at the bottom (where errors are also displayed) instead of being in a stupid dos-window that pops ud and down when the program starts/ends. I used to have it like that, but...
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    Help with probability books

    Hi guys I need to read some more probability, and maybe do a course or so in this. I need your help to select the book(s). I have the ones below to choose from. If anyone know one/more of the books, could you please indicate the level? These should be pretty introductory: E. Cinlar ...
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    Summer in quantitative finance!

    I was thinking about doing a summer program in QF next year. I tumbled over this one: UFR 27 Is that any good do you think? Or do you know of others that could be better??
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    Optimal courses for quants!

    Hi Since my last thread died a slow dead, I'll try asking another more general question. I have read many threads about whether one should do physics or maths etc etc, but none were very specific. If one has the desire to become a quant, what courses should one do (perhaps divide into...
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    Princeton MFin Princeton MFin course selection

    Hi y'all - this is a somewhat long post, but hope you'll help me out anyways! I've been admitted to Pricenton's MFin program next year. I am going to do it in one year, so I need to work together a plan so I can get the most out of the program. If someone out there has done the program, please...