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  1. paper to read if you have some free time

    Here's a paper I thought some of you might enjoy if you've taken a course in theory of computation. http://arxiv.org/PS_cache/arxiv/pdf/1002/1002.2284v1.pdf

  2. C++ binomial tree float versus double preformance

    Hey guys, I'm implementing a binomial tree version in C++ to benchmark versus CUDA and I found an interesting issue: changing the CPU code to use doubles(64 bit) for everything instead of float(32 bit) actually increases performance of the CPU code significantly (~3.5x faster.) Anyone know whats...

  3. COMPARE School (NYU or Rutgers) or work????

    Hi guys, I've been accepted to Rutgers(MSMF) and NYU so far and am wondering if anyone can help me out with some concerns. First, I will graduate undergrad this May and with the current economy does it make sense to take on additional loans and pursue a math finance degree next year with no...

  4. Advice to new students in math finance masters programs

    Hey Guys, I'm wondering if anyone has any advice on what to do in the summer preceding a math finance program. Specifically if anyone found any areas they wish they knew more before entering the program. Thanks in advance for any advice, -Maciej
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