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I am curious as to what the quant denizens have to say about something I have been munching over for a while. I am experienced commodities quant and I know my stuff very deep. So, deep that I have forgotten all the graduate school brain teasers and I have no interest in wasting time reading it...

I am struggling with this new concept of Monte Carlo Simulation based option valuation. For testing I want to price options on a stock which follows GBM. For illustration, I have considered 2 time steps and 3 paths. Time1: 12, 14, 13 Time2: 17, 14, 10 So, average price for...

Why? They can't tolerate socialists? And yes by the way there are 6 billion people on earth and if 1000 of them do not want to live in US who cares.

. But, Mr. Wolf did you already leave US to start a new life in East Europe, Iran or Africa?

Apparently here there are 2 sides. American and anti-American. I am going to go with the winner, the US, Japan, Europe (currently having some cough symptoms). You guys can stay on the side of Mexico, Russia, Iran, N. Korea, Nigeria, Yemen, etc and hope that in left 50 years of your life they...

What do you think: Chinese and Indian model are Russian? Are you living in some kind of hole where you only have access to socialist.org, QN and some Russian newspaper? Go to Russian, be anti-Russian and then you will realize what witch hunt is. Russians will make sure that you do not see the...

Every morning Bigbadwolf starts with a socialist newspaper (socialist.org??? something like that, he posted an article once from that website) looking for any article which is anti-American/capitalist. Then he would go on to search for the remotest of articles on some Russian newspaper decrying...

Blanket statements like these based on "experience" just shows immaturity in my opinion. I come here to enrich myself from education and experience of people all over the world and this is what I get to read. Should we allow these racist rants on an educational forum like this? How was...

There are a couple of points I would like to make here: (1) From my perspective your arguments are as good as the arguments of original poster of the UCB fake salary article. He talked from his experience and you talk from yours. My lesson from this thread is not that UCB is 100% fake as...

....lol....I can't believe a simple statement/question like that would make someone as pissed.

3 months after graduation still unemployed, you claim to have offers >100k from BB and IBs but not accepting it....sounds too good to be true.....or is it that I am too naive in finance field?

I do not understand why people do not encourage current students to come out and speak the truth about the program they are attending, instead of bashing them for speaking up. I guess this is the reason that people do not want to come out in open and we are left wondering about the veracity of...

I have gotten through into all top schools for MFE. So, some of my friends have started asking me for my essays. My question is: (1) Is it okay to share my admission essays? I am sure they are going to copy from my essay. If they do, will I be in trouble? (Off-course they will, for...

Reminds me of a guy I used to work with at my last job originally from Romania who would always blame the financial engineers and richer people for making money and creating problems for the rest of the world. On street while I admired expensive cars he would always sneer at them. All he wanted...

Duh! Why won't CMU and Princeton show this ranking on their website? I will see the strength of your ranking if UCB, NYU, Cornell breeds put your ranking on their website. They won't as they know this ranking is bogus. Common since when did community colleges start to stand in the same line as...

Well Sir that's the QN ranking ! US News ranking for CMU is: Business school - 15 Math department is not even within top 24, Finance is not within top 10.

I guess CMU guys are not having too many opportunities these days. I bet many of them are questioning their 100k contribution to the program. Don't know why CMU is so expensive even though they are not the top ranked program.

In case of Stockholm Syndrome, a person is forced to do what the captors have required them to do. If they do what they are asked to do, everything is hunky dory and there will probably be rewards, etc. Similarly, in case of China, the citizens do not have a choice. They have to do what the...

What if you call it Stockholm Syndrome. The captor (govt.) has provided them economic development, etc. so the people have become sympathetic towards them.

I am personally interested in getting into algorithmic trading, high frequency trading kind of job. So which course prepares me more in that direction: UCB or CMU and why? What courses let's say in CMU matters and UCB doesn't teach? Alain: why does career prospect depend on me and not so...

(1) What is the difference between the prospects after MFE from UCB and MSCF from CMU? (2) Will a student have advantage in certain career path if one goes to UCB as opposed to CMU? I have searched the forum for such comparison but did not see a comprehensive discussion about career...