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  1. Background for Stochastic Calculus?

    You should check out "Brownian motion calculus"
  2. List of sample questions for Quant Interviews

    Question #1 (statistics) Jarque-Bera test Question #3 (finance - bond pricing) Discount rate is what you use in the denominator when you discount your future expected cash flow from a bond. Its the time value of money. For short term bonds ~0-0.25% 10 year 2%. You can get the rest of the...
  3. proprietary trading desks closing, impact on quant jobs?

    I've been reading several stories over the last few days about IBs closing their prop trading desks, JP as a recent example. I'm a bit worried since I'll be starting in a MFE program next year. Will this lower the supply of quant jobs? I am not specifically targeting a trading career after my...
  4. U. Hawaii MSFE- Any thoughts?

    U. Illinois Urbana BS Computer Engineering GPA 3.2 USF MS Financial Analysis program (2009) GRE Q790V580. Worked in Silicon Valley doing ASIC design for 10 years.
  5. U. Hawaii MSFE- Any thoughts?

    I have been admitted for Fall 2010 but I am still waiting to hear back from other schools. I've also been trying all i can to gather more info on the program. The inaugural class is just about to start their internships this summer. I've been told that most of them do have internships in Hawaii...
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