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  1. figoliuxi

    Can some one explain the Local Volatility (Dupire's Formula) for me?

    When I was reading the book Martingale method in financial modeling. In the local volatility part(P248-P249 of 2nd version), author gives me two formulas. One take the derivatives of the call with respect to K, another with respect to s. How to interpret this and explain this? Can anyone help?
  2. figoliuxi

    Who was the most significant person in the history of QUANT

    Hi guys, do you have any opinions or comments on WHO is the MOST significant person in the history of QUANT/FE/MF. I personally like Fisher Black and I vote for the hero!!
  3. figoliuxi

    COMPARE IIT MMF or NYU-Poly MFE, which one I should go?

    Just received three programs admission due to my poor background. Not sure which one is better and which one I should attend. Almost I have withdrew MFE program from Claremont Graduate Univ. because of the high costs(about 50k with 20% tuition waiver). So, for the MMF program in Illinois...
  4. figoliuxi

    Can someone recommend some prerequisite books?

    I was hoping for the MFE program. Can someone recommend some mathematic and statistics textbooks to me? Thx a lot
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