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ahh...u can just join them and green card is waiting for you.

it is very offensive to use the word "brainwash" if u really want to discuss relevant issues. many Chinese can read English news and know what Americans think, but can u read any Chinese news or did u really come to the placed u mentioned China to see what happened there, or u just made a...

i am a new generation of Chinese and i think im rich in both western and Chinese politics and history. let me give u my viewpoints. First, ur viewpoint is typically not welcomed by any class of Chinese, except the few anti-government activists, most of whom finally and ironically become...

this is Americans' America, not ours

haha, did u celebrate ur birthday in quant lounge with subway??

interesting:) personally I respect Russia because it produced so many world class mathematicians and engineers that China has to buy most of advanced tech from Russia( and Israel). and l like Putin, this guy reminds Chinese of a strong leader we ever have 50 yr ago. Although there was wars...

this guy's prediction is the biggest joke in China's media; although current Russian-China relationship is quite good, however, Chinese is not interested in sharing US with Russians, conditioned on this guy's dream come true, which is a infinitely small probability........

hey, guys, actually im sort of kidding, i knew he was back last year. no offense. i changed the post. as to questions, first one is easy, second one, we can see lots of examples from interest rate derivative books, third has many approach, forth is similar to bootstrapping method

i found this file in my undergrad college website, which is a real quant test(in English) designed by a quant from a big Chinese bank; this guy also have several years of experiences in wall street:)

2600 pounds.....

dont know about the program, but i have a collegemate whos gonna be ur classmate inMs Stat program Cornell....

start from basic math, especially real analysis/ measure theorem, then stochastic process. to learn math, first u need to have the interest, then everything is becoming clear after ur hard work.

complex analysis has no direct use in FE, but it helps sometimes do calculations invloving complex variables. and i think some topics such as residual theorem are important, which i was asked in a fin math program interview.

of course Princeton. two of my friends are in their program, they really enjoy their life there.

of course Princeton. two of my friends are in their program, they really enjoy their life there.

happy, happy! i will always remember that its Andy who let me know Baruch MFE!

Umich MFE is a very good program

dX/Y=Xd(1/Y)+ 1/Y*dX+dXd(1/Y) of course first u need to find out the process for d(1/Y),still using Ito lemma.

using ito lemma to get the process for X/Y, i think this should be the first step

C++ Primer is a good one, i think

生日快乐！ Akino, could u understand this?

when i first saw the pic, i though this guy was Dan's brother...

im kiding, but some Baruch students are really willing to buy those cheap versions sold in China. If u bring with u some more copies, they would be glad to have it, like Alain's bid $20:)

best wishes to Adam! :)

yes, so we can ARBITRAGE:dance:

Alain? u can ask Jason to bring with him a few copies of Shreve's book from China:D

1 Shreve's book, volumn 1 and 2 2 many Chinese and Indian students have TA jobs, dont worry abou this 3 it depends on your background, r u math/CS students? if so, no need to worry

ive typed several lines of Python to design a stupid website, but still dont know much about it.

and i think we should take into account large amount of PhDs with varying majors( like EECS/Math/Phy/ even Chem) are looking for quant jobs now. The empty seats for MFE are not a very big number.

i saw it on Global Derivatives one yr ago

just wonder how can he hide everything so well

Modeling Derivatives Applications in C++, bad book on code part, but good on math i think.

do u have any guide on QuantLib? i once tried to use that, but encountered some compiler errors and didnt really know how to use those; hope someone develop a guide book or help file like that in Matlab.

good. i need to learn some GUI knowledge first.

paper on this field are really limited, anybody has suggestions about finding useful and free ones?

Briefing Paper Name: the challenge of developing the cross-border region's trade infrastructure by Steven Erie, UC-San Diego

im now becoming a fan of Quantnet:)

i ranked, and almost all my college mates, in top 0.3% in college entrance exam. Peking and Tsinghua collects top 0.1-0.2%, but not every one.

i am so so UNFORTUNATELY not from the two u mentioned.

is it sort of optimization? lots of probability spaces and other math stuff.

it is not hard to use C# add-in in Excel under .NET framework; but C++.NET is not that easy to handle, i think.

happy birthday! enjor ur work in London:)

we should not believe in ETS that much cos its a commercial rather than an education organization. they hope every creature on this plannet is gonna have to take GRE/TOFEL:D

yes, no need to report a 68% score

i agree on this: Nothing beats a real MFE program:)

general trading plan is enough.

surprised u know so much about China. but it should be noted that graduates from 5-6 top schools in China all have chances to be accepted by big IBs, not only those two u mentioned:)

yes, ur experiences in NY are of course more valuable, which help u in ur future career in Asia

i saw our director felt surprised to see one applicant's quant gre is not 800:(

yeah, really good cookies, thanks Jacob:)=D>

happy birthday!!

i think in Baruch the loans for international students are very limited, but there are lots of on-campus jobs whichi help you finance ur tuitions and living expenses.

there r only two fulltime MFE programs in Asia, that is in HKUST and NTU. HKUST's MFE is newly built but has no strong network in HK and their courses seem not as practical as NTU's, so i think NTU is better. Actually HKUST MFE's director is also an ambitious guy just as our Prof. Dan, but he...

thanks Andy, c u guys there;)

ive never heard of F# before, is that very useful?

NTU has a good MFE program, i think graduates there are very competitive:) salary should be good

wow~~~~~what great news:)

happy birthday:)

yes, better come to NYC

current yield?

yes, its funny thing

dont understand the question:(

wel~~ from ur family name, i guess u r Chinese,right?

:D the one who earns most dont have time to take a ms/phd degree

is Columbia's MFE a one-yr program?

is there any big differences between EXCEL03 and 07 that we should pay attention to?

what is the deadline for registration? i even havent ever logged on to esims.

thanks:) i see these companies are all Europe-located, do we have any chance?

real analysis and abstract algebra part the GRE math requires will help u understand stochastic calculus in the future:)

i think top5 ChE has already guaranteed ur future and demonstrated ur ability. Switching to a totally new filed will take u lots of time to feel comfortalbe and it is also not easy to be well-recognized as before.

why a trader must start out in a quant role? in UBS?

yes, we sutdents need to pay the registration fee to participate these events;Dan has suggested us being a member of IAFE.

yes, i can understand that, however sometimes i just cant feel so confident to be PROACTIVE, but im gonna try to be that style.thanks

buy Mark Joshi's book to read:)

i found it useless for me........maybe it is better for MFE looking for fulltime job.

havent taken SAT, do they care about GRE/GMAT?

yep, happy birhtday and thanks for ur contribution to QN:)

i dont know whether it is offensive that we ask Dan about how he went through his phd life in a top math program; is a top Phd title gives him more payoff than pain and previous hardwork? just curious:)

wow~~u know so many thing about China

;)hope so. but right now China's Fin industry actually need very few MFE because they can make big amount of money easily without any complex math models.

what great news!!thanks Andy.

IIT is very well-known in China:) i have a friend whos been to IIT studying CS after graduation from my college. Good luck

i found that some MFE program's lecture note is open online, espcially those on math.

an interesting person

because theres huge amount of applicants for Baruch last year

a technich to pricing options based on PDF formula.

welcome:)

UCSB is stony brook?

yes, many of our current students have EE background. thats also a popular major.

many probability problems are just ridiculous in reality.

most foreign students i knew with MS or PhD degree have got the H1B, so its not gonna be a big problem for us.

i have lots math books, but they are chinese versions:(

just do whatever u love in undergrad, i think:)

i think every foreign student's rivals are applicants from their own country, cos nobody is able to evaluate applicants under different GPA systems.

poor Alain:D

simple: get a Quant job. actually i wanna be a PhD, its a dream.

HAPPAY:)

i wanna come:)

good:) im in

math part is good, coding s****. when i was using that book for reference to deal with my undergrad project, i found there so many mistakes or typos in only ONE chapter.

wow~~~~KUAI LE!!

very convenient to do calculus.

happy birthday, Alain

i was still in high school. when first seeing the news in China, i at once thought it as a terror attack with a lot of other guess, which finally was almost true.

anyone interested in SOCCER and Chelsea? we need to use "SOCCER" rather than "FOOTBALL" here in US. just curious why Americans think that kinda sport as" football" which barely needs foot-kick?

a 850 cannt possibly be a 75 percentile. last year i scored 750, a 81 percentile. however from my perspective, the most difficult part of math subject, abstract algebra, has rather limited use in FE.

happy birthday:)

friend function cannt be inheritated. i think a virtual friend function may work well.

if i have not taken the last four linear algebra refresher courses, only God knows how i can catch up with others regarding coding those algorithms, which seems not that complicated actually.

happy birthday,dude...... what a pity is in this entering class has only two students from Nanjing University, not previously three.

thanks so much for ur instructions, Steve. it works.

sorry. it seems like a easy problem but i just cannt fix it. After ive clicked the "debug" of VC05 express and input related parameters, it computes out results and....this exe file automatically closes! so quick that i even cant check out that results.:cry: how can i fix this,guys? thanks...

welcome to QN,dude.

yep. im gonna try best invite those who interested in FE to QN. The reality in our courtry is that quant is not a well-known job for common students, they are now in a time fancinated by CFA! but things can change.;)

what could i do,andy? BTW, im a moderator of two boards in our school BBS, a BBS having normally 7k-8k online students, also i manage a Chelsea fan board in another school-based BBS, where the number can amount to 14k! Chinese students are so loving BBS.

its spelling is a little bit similar to my school and their math related majors are quite famous in China.

He's from Nankai University.............

happy birthday,dude:)

maybe its not so widely used.

congratulations~~~~ in our school forum, the one with these HONORS should post their pics to celebrate( although sometimes we force them to do so......just for fun)

ive never used SAS.im bad at metrics. T_T

to ISSC: Why dont u show a checklist to us at first????? what u do is only see our material and then say, we still need to submit.... why didnt tell us u need two-whole year's funding at first, why didnt tell us u treated differently as to parents' bank account and student's own? why r u so...

thx. my fund is all in a saving account. i resent addional ones to ISSC, amounting to 60k. so expensive.

hi, ive confirmed to go to Baruch MFE 2007 class and sent my bank statement showing the amount around 50k USD to the official office dealing with i20 applications, BUT they declined to issue i20 to me, for the reason that amount isnt ENOUGH without saying how much at all is needed!!! here i do...

could i have one? thx:)

i am just wanna have a look at the codes of pricing models written in a published paper, so i wrote an email to the writer with this request. now i am a little bit upset, doubt whether its rude to do this? is it possible to see the codes from a scholar, just saying im interested in...

thanks andy:) i think ive already found some mistakes in his codes.i am gonna go correct it.

early bird:)

have u guys read about the book" modeling derivatives in C++" by Justin London? i am now puzzled by the codes on pricing lookback options in his book. path-dependent options need more parameters in each node, but i just cannt understand the way he use to record the maxima or minima...

call me Vic for short:) Education: BS Economics Nanjing Univ.,China, expected in Jun.2007 GPA 3.6/4.0 GMAT 770/99%, GRE MATH SUB. 750/81% Awards: CFA Society Scholarship,2007 winner. State 2rd Prize, China Undergraduate...