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  1. Credit Suisse Quantitative Exam

    I have been invited to write a written quantitative exam for Credit Suisse openings. It seems it's a preliminary process devised by recruiters to filter candidates before inviting them to the real interview and it also seems they have been doing this for the past couple of years. Could anyone...
  2. Quants: The Alchemists of Wall Street

    An impressive video on Quants role in financial crisis (and a bit on MFE programs) with Paul Wilmott, Derman, ... Enjoy...
  3. Probability / Copula library in C++

    Hi I appreciate it if you guys could help me with this. I am looking for a simple library that does simple stuff (like copula density and inverse CDF calculations). Thanks in advance..
  4. Bayesian Statistics in Quant Research

    Hi My question is if people use Bayesian Statistics and its computational tools (like MCMC) in quant research and modeling... comments from industry people are very appreciated...Thanks
  5. Book recommendation question

    Hello, I am a Statistics PhD student choosing between the following two books: 1- Investment Science by David Lenberger 2- Options, Futures, and Other Derivatives by John Hull I want to get myself familiar with finance as well as explore a bit of math used there. I appreciate your advices...
  6. Career Advide Needed

    Hey guys I am doing a PhD in Statistics and expect to finish it in Summer/Fall 2011. My research is application of computational Bayesian Statistics methods(e.g., monte-carlo simulations, particle filters) for inference (e.g., parameter estimation) in Stochastic Volatility models (e.g...
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