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Search results

  1. C

    Russian Currency Exchange to open

    Chinese have been making those for awhile... China Clones, Sells Russian Fighter Jets - WSJ.com
  2. C

    Tradeanator 2: Settlement Day - THE MOVIE

    HAHAHA very funny Goldman turned into a poster child of the finance industry
  3. C

    FTC proposes ‘Do Not Track’ Option for Web Users

    Google Accounts That's sleek! How do I get to it from the google site?
  4. C

    Ex-SocGen trader found guilty of copying HFT code

    > Another manager, Marc Buchdahl, then noted his increased presence at the office after normal business hours and, Agrawal, testified "because of previous events, this was a > red flag for security people so it was better that I should work at home." I thought it's normal to stay after hours...
  5. C

    What laptop do you have?

    The laptop that I have problems with is Sony F1190X/B - this year earlier release of F1390 - I wouldn't buy it. I would suggest a business class laptop such as Dell Latitude E6510 or Lenovo Thinkpad T510 - they both come with 1080p screens and everything else you need. Fonts on 15" 1080p look...
  6. C

    OS DB for storing market update messages - Recommendations plz

    Alain, how is "custom query language", is it SQL like?
  7. C

    What laptop do you have?

    Please do not buy Sony - I have one. It is emitting some strange high frequency noises - I sent it to California to their repair shop (it's on the warranty) three times already but they cannot fix it. Actually, I receive it back with a note that your laptop was fixed but once I power it on I...
  8. C

    OS DB for storing market update messages - Recommendations plz

    Have you already looked at Berkley DB? It's an open source alternative to kdb for storing real time data. My experience lies only with Sql Server so I cannot comment on Berkeley. I hear HDF5 is quite time consuming to master. We'd like to know about your choice.
  9. C

    Future Trading Desk: What Tools are Needed?

    If a plane falls are they going to handle that.
  10. C

    Algo trading

    I see your points. Here is Dominic's inventory of Algorithmic Traders' skills: econometrics, market microstructure, signal processing, C++, low level IP, game theory, probability theory, gambling maths, pattern matching, dynamic programming, optimization, social engineering. FPGAs, behavioral...
  11. C

    Algo trading

    I doubt that even a PhD student can properly learn all those subjects in 5 - 6 years. I also doubt that majority of algo traders posses a deep knowledge of those subjects. There is no program that teaches such a mix of subjects. A PhD student majoring in a quantitative field would have to take...
  12. C

    Algo trading

    Nice find, unfortunately, he doesn't provide slides for the three of his Trading strategies lectures though, only for the times series part of the course.
  13. C

    Algo trading

    I'd like to know that to, please. What electives at MFE I should be taking if I want to go algo trading route after graduation?
  14. C

    Advanced MySQL Trigger Help

    kdb is super expensive, not something ppl normally use at home, I do not even know the price tag. There is an open source alternative, search this forum.
  15. C

    What laptop do you have?

    and if you go to a business meeting .... turn off the led lights, cover up the skull logo with a duct tape... lol Alienware used to be of a poor quality until Dell took them over.
  16. C

    BoA Sues Programmer For Stealing Files Before Firing

    That was last year and he's going on trial this fall. Hence my joke above.
  17. C

    BoA Sues Programmer For Stealing Files Before Firing

    When I saw the subject I thought - Oh, another Russian guy is in trouble :) j/k
  18. C

    What laptop do you have?

    On the same note, do you, guys, buy your laptops with discrete or integrated graphics card? I am thinking about getting lappy with Intel integrated graphics card that comes with Arrandale - it is quite potent. I do not do any graphics intensive work, only usual stuff: C++, MATLAB, etc. That...
  19. C

    What laptop do you have?

    Sony computer technical support is the worst in the industry. Dell and HP business line and Dell's newly acquired gaming Alienware line are quite good.
  20. C

    What laptop do you have?

    I do not get engineers buying MacBooks... they were not meant for that kind of work, I know MATLAB, R, and probably some other apps run on OS X , you can dual boot Win 7 but who wants that, I do not know if you can boot Ubuntu. I've been looking at 14" and 15" models only as I am trying to find...
  21. C

    Algorithmics Text

    "Introductions to Algorithms" by Cormen is the standard text that goes deep, another excellent source is Bundle of Algorithms in C++, by Sedgewick, it covers more algorithms than Cormen. Cormen is more appropriate for CS students, Sedgewick - for engineering students.
  22. C

    New 2010 Edition of Shreve's vol. 2

    I also noticed that the new edition has more pages but no "2nd Edition" on the cover - kind of strange. Thanks guys.
  23. C

    New 2010 Edition of Shreve's vol. 2

    I found on Amazon there is a new 2010 edition of Amazon.com: Stochastic Calculus for Finance II: Continuous-Time Models by Shreve. Do you guys know if this is just a re-print of 2004 edition or a new edition with fixes and additions. THX
  24. C

    UCB MFE UCB MFE numbers for 2010 - Fake and Unethical?

    I know a guy who went from a programming job to a glorified programming job after completing Berkeley MFE, and that was during the heydays of 2006.
  25. C

    Where to watch World cup for free

    That came unexpectedly to me. I also thought Germany was going to loose... but 4:0 was a total submission.
  26. C

    Where to watch World cup for free

    Great teams but both of them are pretty much guaranteed to make it to the next round no matter of the outcome of their game. I'll definitely watch the game but I do not think they'll be trying too hard, esp. Brazil. ---------- Post added at 03:54 PM ---------- Previous post was at 03:52 PM...
  27. C

    Where to watch World cup for free

    Poor North Koreans... being deceived the whole life.
  28. C

    best C++ beginner book

    > I think Lippman's C++ Primer is another good book for a beginner. This book is terrible - it's badly organized, it jumps from topic to topic, the typeface is terrible, the exercises are scarce and simplistic. It's useless as a textbook and it's useless as a reference. I have this book (I...
  29. C

    IT setup when starting MFE program?

    @Noko - multifunction printer is also called all-in-one printer, it includes printer, scanner, copier, and often fax. It's not for printing photos. Laser multifunction printers are not expensive and irreplacable for students' life. Something like...
  30. C

    IT setup when starting MFE program?

    External harddrive for backups Multifunction printer
  31. C

    IT setup when starting MFE program?

    Do not buy any software right now, most definitely your school offers all the popular packages such as Win 7, MS Office, etc. for symbolic prices. ---------- Post added at 08:33 PM ---------- Previous post was at 08:00 PM ---------- All the Core i3,i5,i7 laptops only come with widescreen...
  32. C

    best c ++ compiler?

    I am at the same dilemma of picking an IDE for C/C++ development in Linux. I've been looking at Emacs in the past few days and wow - quite difficult to learn. It has got that feel of pre-wysiwyg era. Does anybody else here uses Emacs? Any tips for using it, is it popular on the job? Is Vim...
  33. C

    Where to watch World cup for free

    England is very strong... if not the injuries... I cannot wait for the game either... I thought Argentina was very good today, except for a few not exact passes. They did not play to the full potential, saving the best for later.
  34. C

    Where to watch World cup for free

    ... that we are not going to see those teams at the beginning of July :)
  35. C

    Where to watch World cup for free

    espn3 does not require an account but it supports a limited number of ISPs, e.g. mine Time Warner is not one of them.
  36. C

    Where to watch World cup for free

    http://www.myp2p.eu and espn3 do not work for me, only Univision in Hispanic - haha - I do not understand a word. I have espn on cable though and the hd picture is fantastic. The first game is over, most of it went as the players were half-asleep.
  37. C

    Making money on the stock market

    Amazon.com: Analysis of Financial Time Series (Wiley Series in Probability and
  38. C

    What are you listening to now ?

    Good, good choice =D> Right now I am listening to Tricky - Knowle West Boy. And always http://www.di.fm/
  39. C

    Unpaid Quantitative Finance Intern (financial district)

    The gov't sentiment is that unpaid internships are illegal.
  40. C

    Which books to get to learn databases design ?

    For some reason I do not see anything either under the * Sql Programming section, and I am using the latest and greatest FireFox. As far as the book goes, since they want you to know IIS and C# you'll most likely be using MS Sql Server. I have this book, it is very detailed and it covers...
  41. C

    Savage and brutal cull expected among the top ranks at GS

    Such a dramatic comparison : )
  42. C

    Where to start?

    You should get some practical UG education in case demand for quants declines considerably. If I could do it all over again I would have majored in Applied Math or Statistics, minor in Finance. Also, I would have taken a few classes in Computer Science to learn C++ programming and algorithms...
  43. C

    Getting less than six hours of sleep?

    polyphasic sleep You can have an insight from someone's polyphasic sleep log entries. Polyphasic sleep involves taking multiple short sleep periods throughout the day instead of getting all your sleep in one long chunk. A popular form of polyphasic sleep, the Uberman sleep schedule, suggests...
  44. C

    Any thoughts on growth of electronic trading in emerging markets?

    I've recently read somewhere (probably wsj) quant trading is starting to take off in Brazil. I haven't seen anything about African countries.
  45. C

    Fortysomething doing an MFE and entering the industry?

    Can that special talent be proficiency at MATLAB, given OP knows C++ at advanced level?
  46. C

    “Hot Girls” Still Love Wall Street

    Pic of one of the attendees, stated salary $500K+. Yesss to douche bags at the party http://www.pocketchangenyc.com/fmf/viewPhoto.php?imgID=5460
  47. C

    Claremont/ IIT/ RIT/ UNCC

    UNCC sucks - don't go there.
  48. C

    COMPARE difficult choice: Umich MFE or Gatech QCF

    I choose UM b/c I think it offers better job prospects due to proximity to Chicago, GeorgiaTech $16K cheaper though. Unfortunately, the review of GeorgiaTech is not very detailed. This might help you too (I got the feeling this is the student who provided the review of UM): A Student's-Eye...
  49. C

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

    The textbook is great. Most of the undergrads, MBA, and Finance programs use it in the US. I'd say read it before going for Hull and Arbitrage Pricing.
  50. C

    COMPARE Advice - ETH Zurich, Quant Finance vs Top US Schools

    That's mostly depends on where you want to live after graduation - US or Switzerland.
  51. C

    Student reviewers of MFE programs

    Thank you, Andy, for finding reviewer, and thanks to reviewer for a detailed description. I am wondering why he/she is not done with the program yet, the U-M website says it's a three semesters program so he/she should have been done in December 2009.
  52. C

    Ubuntu

    CrossOver Linux 9: Run Windows apps without Windows
  53. C

    Student reviewers of MFE programs

    Thank you! Now let's hope someone will respond.
  54. C

    Student reviewers of MFE programs

    I would also like to see the review of University of Michigan. It is at least on par, or might better than some of the programs that has been reviewed. Andy, is there any possibility you can make it happen, please?
  55. C

    Algorithmic Trading at home - how should I get started?

    Automated Trading sub-forum on elitetrader website is the place where all your same thinkers hang out. ---------- Post added at 12:33 PM ---------- Previous post was at 12:08 PM ---------- It's an excellent book if you are just starting. He isn't elaborating on different strategies but...
  56. C

    Columbia MAFN Columbia MAFN decisions...

    Their application deadline is May 31, meaning they are giving out acceptances before receiving all applications?
  57. C

    A 69% Capital Gains Tax Hike ...

    US citizens pay taxes according to the US laws no matter where they live or conduct business.
  58. C

    Query: MSc UZH ETH in Quantitative Finance

    The program is in English; the living expenses are huge; the job prospects are great to work in Zurich, at least there were before the recess. The program is competitive.
  59. C

    Ban on Prop Trading or Bank Status...Volcker Rule

    Wasn't Glass–Steagall Act all about that?
  60. C

    Student reviewers of MFE programs

    UCB , wow, did not expect that coming.
  61. C

    Lost phone, new one probably in 3 weeks

    I know AT&T can locate a phone. It has to be on, of course. Not sure about the laws...
  62. C

    MFE programs with late deadlines?

    Also, Berkeley (rolling), Rutgers, Georgia Tech, UCLA.
  63. C

    Which SQL is widely used in finance?

    I thought so too that they predominantly run databases on top of UNIX/Linux servers - Oracle, Sybase, and maybe MySQL.
  64. C

    Which SQL is widely used in finance?

    Time series databases that record the flow of ticks: Mike Rettig's Weblog : Weblog</title><title>Brushed Metal: It Worked!
  65. C

    "Numerical Analysis I"- Mathematica or C++ ?

    If you start from C/C++ then any other programming language will be a piece of cake for you. For NA you don't need that much of C/C++, it'll take you only several days to master all the language features to start coding algorithms. I'd vote for C/C++ but it depends if you can find such course...
  66. C

    Introduction to probability models by Ross, opinion pls.

    "Introduction to probability models" by Ross is the required textbook for my Intro to Stochastic Processes class. What do you think about this textbook? It is not highly rated on Amazon and I did not like Ross's "First course in probability". EDIT: I've just read the reviews on Amazon, and...
  67. C

    Asymptotic Statistics

    Is Asymptotic Statistics used in Financial Engineering? Thanks!
  68. C

    Quantitative Section of GRE

    That's very true. The bottom line is to practice adequately, pace yourself evenly on the test, you can miss few questions and still get 800. I've taken CBT so I do not know about paper test except that it's being phased out.
  69. C

    Quantitative Section of GRE

    You can find all the info on this forum: GRE - TestMagic Forums I got the impression that you have to get right all questions of level 3 and level 4 but you can miss a few of level 5. I saw a student who missed 5 questions of level 5 (most difficult) and still got 800. ETS is constantly...
  70. C

    The future of financial engineering/quantitative finance

    "Lobbying by Wall Street has blunted efforts to step up regulation on derivatives trading by carving out exceptions or leaving the status quo in place. Derivatives took blame for some of the worst debacles of the financial crisis. But a year after regulators and critics began calling for an...
  71. C

    Why not Matlab instead of C++?

    I see, thank you.
  72. C

    Finding job in difficult time by D. Connor pdf file is corrupted

    This one works, thank you!
  73. C

    Finding job in difficult time by D. Connor pdf file is corrupted

    Could you upload it again. Thanks.
  74. C

    Why not Matlab instead of C++?

    Hi vishy, I was asking about the student version, are there any limitations in student version? Thanks!
  75. C

    UNIX question

    @Connor, I am in the same shoes to start learning Linux/Unix. Here is the useful link (I actually found it on QN): So You Want To Be A Wall Street Programmer by Andrey Butov: So You Want To Be A Wall Street Programmer - QuantNetwork - Financial Engineering Forum @cgorac - thanks for the lit...
  76. C

    Why not Matlab instead of C++?

    I swear I searched the accelereyes's website high and low but I did not see this pricing link. Andy's email probably invoked their conscience ;) $100 for student license - I am in. melonakos, are there any limitations of student license/product, e.g. size of the matrix as MATLAB has? Thank you.
  77. C

    Major makeover of Wall Street regs passes House

    This is what Advanced Trading says: Derivatives Reform Debate Heats Up with House Vote Today by Advanced Trading
  78. C

    Large Hadron Collider runs on modifed Red Hat Linux

    That's impressive. If I remember correctly NYSE runs on RHEL. High-Energy Linux: Linux the Large Hadron Collider - Computerworld Blogs
  79. C

    Why not Matlab instead of C++?

    Jacket does look like making MATLAB programming for CUDA very easy. Yeah, melonakos, how much is the single computer license? I do not want to go through the registration process, and why pricing is a secret. Any specials for students, like MATLAB has?
  80. C

    COMPARE Rutgers MSMF vs Columbia FE

    Ilya, why did not you apply for MSMF at Rutgers instead of Stat?
  81. C

    top mathematical finance/ financial engineering PHD programs?

    Ohhh, you want us to do all the legwork for you There is one in CMU. There is another one but I cannot remember where. Search this forum, it's has been answered before.
  82. C

    Some schools have stopped mailing out official acceptance letters.

    Schools are increasingly going green, that's why. They want the whole process to conduct electronically.
  83. C

    Literature on algorithmic trading

    I do not know if you know about this forum, but if you go to their Research subforum, there is a sticky for books. There is also a sticky for white papers that might interest you. Algorithmic Trading Group Forum - Research
  84. C

    bayesian statistics

    Bayesian Adaptive Trading with a Daily Cycle by Robert Almgren and Julian Lorenz http://corp.bankofamerica.com/publicpdf/equities/Bayesian_Adaptive_Trading.pdf
  85. C

    bayesian statistics

    Please, bear with me, I am just starting a program in spring. Is not derivatives pricing used for trading?
  86. C

    Trader: The Missing Paul Tudor Jones "Rogue" Video

    Great video. Thanks a lot!
  87. C

    Help with probability books

    Let us know if you liked it.
  88. C

    Help with probability books

    A book by Berkeley professor forced to Berkeley students. I was thinking to buy it but I couldn't find it used for cheap. It's got many negative reviews on Amazon. If you're looking for intro book then, from several books I looked, I can recommend Introduction to Probability 2Ed by Bertsekas...
  89. C

    canceled IB Collegiate Trading Olympiad ...picking up the slack

    I do not think it would be feasible for many of us to claim such prize. We have our schools, jobs, schedules, CFA certifications, etc.
  90. C

    Stanford Financial Math 2009 admission stats

    It's the prerequisites page has not been updated, which is a good thing. Why 2005, it looks like since 2008, no?
  91. C

    Harvard's Bet on Interest Rate Rise Cost $500 Million to Exit

    No way those guys are stupid. Here is an article about Jack Meyer who was the CEO of Harvard endowment 1990-2006. The article is from 2005. Jack R. Meyer, the investing superstar who heads the in-house firm that manages Harvard University's massive endowment, is stepping down after a phenomenal...
  92. C

    Chicago MSFM Eligible to apply without a GRE, but should I?

    That's very true. I emailed them about it before.
  93. C

    US dollar hedging

    I have recently seen an article dissecting this topic but I cannot remember where : (
  94. C

    Cornell FE Cornell M.FinEng

    CUFE, please, share with all of us.
  95. C

    Need a book recommendation to supplement my undergrad class

    I second that opinion. A First Course in Probability by Ross has little theory but a lot of solved problems. An introduction to probability by Dmitri Bertsekas and John Tsitsiklis, IMO is the best intro to probability, their website contains answers to exercises. It's in 2nd edition.
  96. C

    2009 Quantnet Ranking of Financial Engineering (MFE), Quantitative Finance Programs

    University of Toronto at the bottom? Is not John Hull teaches over there?
  97. C

    Nvidia - Cuda Toolkit for options pricing

    >9/28/09 Update: NVIDIA has released the industrys first publicly available OpenCL GPU >drivers for Windows and Linux, as well as an OpenCL Visual Profiler and SDK code >samples. > OpenCL Download Survey Now is the time to start learning OpenCL. There will probably be some run-time...
  98. C

    Rutgers MSMF Rutgers MSMF Placement

    All of the schools except a couple do not publish their placement statistics.
  99. C

    Rutgers MSMF Rutgers MSMF Placement

    Thanks - good info!
  100. C

    Where do you buy your technical/text books?

    www.amazon.com http://www.directtextbook.com/ http://www.half.ebay.com/
  101. C

    Princeton MFin is MFin offerred by Princeton good?

    Mr. Ben Bernanke started it...
  102. C

    Princeton MFin is MFin offerred by Princeton good?

    It is also next to impossible to get into.
  103. C

    How to combine C++ and C# in Visual Studio?

    And if you build your user interface in C# instead of using Excel then you do not need COM Interop. You just reference your C++ classes from C# code - it is much easier. - Just giving you the option. To pack your C++ classes into dll you create new C++ project (in your existing solution) as...
  104. C

    How to combine C++ and C# in Visual Studio?

    It's easy. First you have to build your C++ project into a dll (it does not contain main() ). The easiest would be to create a new C++ project as Class Library, copy/paste your code and edit it so you should have only your data and calculations but remove main() and any input/output functions...
  105. C

    Reports in C++

    That will probably be the best way for you right now. Java also has good tools to display your output in Windows-like fashion, the syntax is similar to C++, and it is used on the job. However, Java is very slooow.
  106. C

    Reports in C++

    I am using Microsoft products predominantly, I cannot comment on Apple products. There is no Microsoft Visual Studio for any Apple operating system. Someone here might give you an advice how to accomplish what you need on Apple platform. On the other hand, on the job they are using some flavor...
  107. C

    Reports in C++

    If you need to write reports then you should use a specialized tool, like Alain said Crystal Reports or Jasper Report. I am not familiar with Jasper Report but Crystal Reports is quite complicated product in itself. If you are using SQL Server to store your data then its late versions have the...
  108. C

    Treasury may tighten grip on risky derivatives

    Right, it is not the first publication on the topic. I do not see how they are going to enforce it electronically. Or, they are going to track transactions and audit afterwords.
  109. C

    Treasury may tighten grip on risky derivatives

    http://www.msnbc.msn.com/id/30727340
  110. C

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

    How do I send my resume to Dominic, just PM? I do not see his email address. THX
  111. C

    In a bit of despair...

    Here you go: Industry Browser - Financial - Regional - Midwest Banks Industry - Company List Or, something like that: Columbia, South Carolina SC - Banks Look at career opportunities on each website and send them your resume. There is a good chance you will find something - it is much better...
  112. C

    In a bit of despair...

    Ilya, you have to do some leg work, finding a job is a full time job. Find out about local banks and financial services companies in South and Mid West. They ALL have quantitative projects; many of them are not hit by crisis as much as mega banks. A friend of mine just got a job in Mid West...
  113. C

    Consequences of the New Wall Street System

    That dude is a commy :)
  114. C

    Need recommendation on Advanced Calculus books

    Berberian's "A First Course in Real Analysis" does look very interesting from the table of contests. Unfortunately, my second semester will be Advanced Calculus of Several variables (the first semester was on Single Variable) but this book does not have Several variables. It's only $12 used but...
  115. C

    Need recommendation on Advanced Calculus books

    This book is over my head. I need advanced calculus - real line introductory approach to analysis, not spaces. thank you though.
  116. C

    The 10 Best Jobs in America Today

    101. Dentist; 103. Orthodontist; 156. Surgeon They are way below 72. Office Machine Repairer :D Do not all health related occupations are in high demand, have high pays, and the highest job security b/c of the aging baby boom generation... The job can be a bit stressful but that also...
  117. C

    Need recommendation on Advanced Calculus books

    Since my original post I've completed the first semester in Advanced Calculus. I've looked through at least a dozen of books, and the winner is... Introduction to Real Analysis by Bartle and Sherbert. It skips some minor explanations but it is the most comprehensive textbook on the subject. I...
  118. C

    Math Primer but where?

    Which Wilmott's book are you talking about? Amazon.com: The Mathematics of Financial Derivatives: A Student Introduction: Paul Wilmott, Sam Howison, Jeff Dewynne: Books OR Amazon.com: Paul Wilmott Introduces Quantitative Finance: Paul Wilmott: Books
  119. C

    MIT MFin

    JSTAR is asking about MS in Finance program (similar program in Princeton) - it's alive and well. They did have MFE (or whatever it was called, I cannot remember exactly) at MIT, but it was only for internal applicants and it was shut down.
  120. C

    Excellent time to get into stock market

    Nasdaq has never rebounded to it is all time high of 5000+ in 2000.
  121. C

    Resources for math self-study

    Start with Pre-Calculus and Calculus by James Stewart. They have many problems and solved exercises. You can also buy solution manual. That will keep you preoccupied for at least next six months. Calculus book is for the two semesters course. Calculus by Apostol is also very good but not for the...
  122. C

    Problem with FireFox

    That's it. Thank you!
  123. C

    Problem with FireFox

    I am having a problem viewing some posts in FireFox. If I open the following thread on the second post (by Andy) I see nothing. IE shows a link to Amazon. Could someone help. Thanks Book: Options, Futures, and Other Derivatives - QuantNetwork - Financial Engineering Forum
  124. C

    Intro book on PDE

    Weinberger skips on explanations, but I am looking for the opposite. Thanks.
  125. C

    Best Programming Language for Finance

    If you're planning to be a hard-core quant then learn C++ or C#. Their syntax is very similar, though C# is easier. C++ is around 30 years old; C# was developed by Microsoft less than 10 years ago, it borrowed the best concepts from C++ and Java. In fact, C# is part of curriculum at MSFM...
  126. C

    Help with probability books

    Thanks - I'll save those for next year.
  127. C

    Help with probability books

    I see. I will just get Probability for Applications; I will need it for the spring 2009.
  128. C

    Need recommendation on Advanced Calculus books

    My required Advanced Calculus by Fitzpatrick does not have answers to exercises - neither even nor odd - none. How am I supposed to practice - I guess prof. has the plan for us.
  129. C

    Statistics for FE

    What exactly Mathematical Statistics is about? I do not see the difference between "Mathematical Statistics and Data Analysis" by John Rice and "Probability and Statistics for Engineering and the Sciences" by Jay L. Devore . THX
  130. C

    Need recommendation on Advanced Calculus books

    Unfortunately, we do not have Basic Real Analysis by Sohrab in our lib. From the contents it does look like a bit of overkill for me. Like Rudin, he talks about Topology and Spaces. You said as a quant wannabe I do not need Spaces - too theoretical. Measure-theoretic probability would be useful...
  131. C

    Need recommendation on Advanced Calculus books

    I just received Kreider! It is in pretty good condition, especially considering its age. I wish they never invented highlighters, students use them rather enthusiastically. I liked the first few pages of Burkill I read from Amazon, he does seem to explain well and thorough.
  132. C

    Need recommendation on Advanced Calculus books

    Fortunately we have these books at the library, I'll check them out once semester starts. That should be plenty. BBW - thank you very much for your help with the books!! Advanced Calculus, 3rd Edition, by R.C. Buck A First Course in Mathematical Analysis, by Burkill, 1970 Yet Another...
  133. C

    Need recommendation on Advanced Calculus books

    Here is the full contents of Advanced Calculus by Fitzpatrick. It talks about Gauchy Mean Value. 1. TOOLS FOR ANALYSIS. The Completeness Axiom and Some of Its Consequences. The Distribution of the Integers and the Rational Numbers. Inequalities and Identities. 2. CONVERGENT SEQUENCES. The...
  134. C

    How to do the calculations in Excel?

    It seems all roads lead to MATLAB; that's what I am going to start using. Besides Spreadsheet Link for Excel they also have MATLAB Builder for Excel and MATLAB Builder for .NET for royalty-free - hassle free - deployment. Thanks for your help!
  135. C

    Need recommendation on Advanced Calculus books

    Right, other U. call the course Elementary Analysis and the content might be different. Here is the Fitzpatrick's contents. For the midterm we are going to cover 1,2,3,4, and 6. 1 Tools for analysis 1.1 The completeness Axion 1.2 The distribution of the Integers and Rational 1.3 Inequalities...
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    How to do the calculations in Excel?

    Thank you, Andy. I read your guide; it is very nice that I can use C# (my guess I can use managed C++ as well) to write functions for Excel, I never liked VB anyway. However, I do not want to write the algorithms from scratch like you wrote Black-Scholes option pricer, instead I want to use...
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    How to do the calculations in Excel?

    I would like to learn how to do the calculations in Excel. I am taking Adv. Calculus, Statistics, PDE courses in the Fall semester to fulfill requirements for MFE program. Right now I would like to learn to be able to do the homework in the Excel for those classes so I will be ready for the...
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    Need recommendation on Advanced Calculus books

    I am looking for the supplementary textbook(s) for the Advanced Calculus course. The required is Advanced Calculus by Patrick Fitzpatrick. Could someone recommend something else. What about Wilfred Kaplan, is it any good? THX!
  139. C

    Intro book on PDE

    I see now - BBW thanks a lot. I am getting Bleecker and Al-Gwaiz. I also need some other books for my Adv. Calculus class... I'll post another thread. Thank you!
  140. C

    Help with probability books

    Our library only has a different book by Pfeiffer, I'll look at it too - thanks! Concepts of probability theory [by] Paul E. Pfeiffer. Concepts of probability theory Pfeiffer, Paul E. McGraw-Hill [1965] Main subject: Probabilities.
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    Help with probability books

    They have both Ash and Feller at my U. library - I'll take look. Thank you!
  142. C

    Verbal 430 and Math 800 is enough for NYU and CMU MFE?

    Berkeley has 70 percentile cut-off on Verbal and AWA.
  143. C

    Intro book on PDE

    I have ordered these two books so far: "Partial Differential Equations for Scientists and Engineers (Dover Books on Advanced Mathematics)" Stanley J. Farlow; Paperback; $11.53 "Introduction to Partial Differential Equations with Applications" E. C. Zachmanoglou; Paperback; $10.85 Shaums is...
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    Intro book on PDE

    Do you have opinion on these books? I need it for an intro course. Elementary Applied Partial Differential Equations With Fourier Series and Boundary Value Problems by Richard Haberman <iframe...
  145. C

    Intro book on PDE

    No, nothing in particular, just a clear Intro to PDE. This is what covered in the PDE textbook by Strauss required for my course. I am looking for something similar. First-order equations; classification of second-order equations; Initial-boundary value problems for heat, wave, and related...
  146. C

    Intro book on PDE

    Could someone recommend an introductory book on PDE. I am taking a PDE prereq course at my local univ. that has required book by Strauss. I need a supplementary book as I usually find it helpful to have a second book to consult with if I do not comprehend some of the concepts from the required...
  147. C

    Help with probability books

    Thanks a lot - that would be sufficient. Also, Statistics sequence is making sense to me now. I also need recommendation on supplementary textbook in PDE... but I'd better create a new thread for that.
  148. C

    Help with probability books

    DeGroot is not in favor... Unfortunately it is required for the course I am taking as a prereq. I am looking for another textbook as a supplement. Durrett, Ash, Gut are above the level I need; Resnick and Grinstead look alright. What about the First Course in Probability by Sheldon Ross?
  149. C

    Help with probability books

    Someone could comment on Probability and Statistics by DeGroot? THX <iframe src="http://rcm.amazon.com/e/cm?t=quantfinaneng-20&o=1&p=8&l=as1&asins=020111366X&fc1=000000&IS2=1&lt1=_blank&m=amazon&lc1=0000FF&bc1=FFFFFF&bg1=F7F7F7&f=ifr" style="width:120px;height:240px;" scrolling="no"...
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    online calculus-based probablity & statistics course

    :) -- I am having exactly same thoughts... I am taking Adv Calc, PDE, Stat in fall. So, what is the probability & statistics path should be: Basic prob & stat - > Calc based prob & medium level stat - > Stochastic Calc ?
  151. C

    online calculus-based probablity & statistics course

    Calculus based Probability and Stochastic Calculus, are those same thing? Is there stochastic calculus course on MIT free course material? TIA
  152. C

    Statistics for FE

    ianfin, thank you for your time and thorough answer!
  153. C

    Statistics for FE

    Could someone enlighten me on how Statistics is used and useful for Financial Engineering? I have a Computer Science background and predetermined to apply to MFE program. I am taking missing math classes at my local university; I am going to take PDE and Advanced Calculus courses in the Fall...
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    When is the next chat with Dr. Stefanica?

    Has it been scheduled yet? THX
  155. C

    Institutional and Department code for TOEFL & GRE

    Most of the schools do not provide Department code only Institutional code because the test results and application go to the Graduate school office, and not to department. But, when you register for TOEFL and GRE online, they _require_ you to enter Department code. How do you deal with it? I...
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