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When I first saw Dan's email and the subject was Salih Neftci, I thought it was a good news, maybe we get to see Prof. Neftci again, but the news was shocking and sad. May he rests in peace.

Voted. 9/20 Please.

You might also want to try your school career center. I know that the company I work for mostly does its intern recruiting this way. I'm actually sitting next to a PhD in Operation Research intern and this week is his last. So as Yan He said, you're a bit late in the game. :(

Happy Birthday Professor! Joyeux anniversaire! :rock:

Dude...happy BD. I wish you an ace & more on the final ;)

You can also use regular expressions for this sort of things. It's pretty powerful and can be used to match very complicated patterns. Regular expression - Wikipedia, the free encyclopedia So for your case, the regex would be something like: .*[6-9][5-9].* If you have a unix terminal, you...

This is awesome. Thanks much guys.

I'm looking for more information about these CDS indexes. Google search didn't return much. Does anybody know? DJ CDX10 DJ CDX10 HVOL DJ CDX10 Crossover Thanks.

JPM & the Fed are in talks for a rescue package, possible buy from JPM http://www.nytimes.com/2008/03/14/business/14cnd-bear.html?ref=business Time to long BSC. The market is over reacting.

Sorry I won't be able to make it next Friday either. I'll be away for that weekend, plus the Stochastic calc. midterm is right after that so....:-ss

Why can't this be in a new thread? I was confused when I opened this and see stuff all the way from last summer! Downtown anyone?

Great! Looking forward to great presentations!

Is this still on given the Weather today?

I'd cut them some slacks! I mean this is pretty painful if you're a Patriot.

That was an awesome game! The last 2 mins were just unbelievable! Great job Giants!

We're the champions!!!!!!!!!!!!!!!!!!!!!!!!!!!!

White MacBook 2.16 Ghz Core 2 Duo 2GB RAM 80GB OSX 10.5 And a bunch of cool stuff on it ;)

...and just another 45mins!!! Go G I A N T S . . .

I think it's going to be an awesome game this Sunday...can't wait! History will me made regardless of which team coming out ahead. Andy, I like your description of how they'd take over NY. It's hilarious!

Of course Giants! They have great momentum now. Eli has been doing extremely well =D>

I agree with you, but I think they do send people with strong quant. skills as well (probably not a fresh graduate though). One of the veteran quants/modelers that I used to interact with is moving to Asia soon. Maybe things are different at diff. companies. This could be the case now but I...

I'm not so sure about this. How did you come to this conclusion? I would think that they'd send their best people to new markets, new businesses, etc. so if you're working with these people it'll be such great opportunities.

Per their website, Octave is designed to be compatible with Matlab so I guess if you know Octave it's probably not a big deal transferring those skills over. :smt102

I've seen very good quants & risk managers at my work place moving to Asia within the last year. Also, a professor of one of our classes constantly traveled to Asia to do his business. He often told us great stories about how deals are done over there using all kinds of interesting exotics...

Most of us can not afford Matlab, this is a great free alternative. Octave

Happy Birthday Chris!

It was nice to see everybody there and I'm glad that everybody had fun. Congrats to Vadim, our poker champion! :prayer:

Same here Jake! Have a happy holiday!

Have a great one Chris!

The post says that you need to have at least 2 years of portfolio management experience with good, independent track record, so it sounds reasonable.

Andy, Can you change mine from hienqnguyen to just simply Hien? Thanks. Thanks Andy!

Has any of you tried Tofu soup from K-town around 34th street? They're the best for any cold winder day!

Not really, I'm on the ground level and all the tall buildings block everything. When I moved here in 2001 these buildings were not there so I could see the old Twin Towers...but not now.

Checkout this thread over at Willmott. Wilmott Forums - Mathematica vs Matlab vs Maple, discuss. There are couple of other opensource/free tools out there that you can play with.

Only if you're coming! :)

At my work place, we use a internally developed language called Slang (which is interpreted), and most of the heavy duty stuff are done in C++. The higher level business logics (like reporting etc.) are done in this scripting language & Java. A guy in my group that left for Citadel said he...

If you're coming and have special dietary restrictions, please indicate that in your RSVP so we can accommodate you. Thanks.

Andy, we've been playing with coin tosses and something with sup and inf and lim.... ;)

No Karaoke, but Bridgett said she'll bring a poker set!

BTW, there's a basketball court (fullsize) right outside the building for those who love to play the game. Remember to bring your own ball though

Congratulations! Welcome to the group Trevor!

Either Friday 12/21 or Sat 12/22 is good for me.

Uh-oh....Jets don't look too good now :-ss

This is as important as acing all other questions. GS is a pretty flat organization, so it's all about teamwork. Show that you're excited about the opportunity and willing to do whatever to bring value to the team. They'll probably ask you questions to assess your raw intelligence, so be...

Those who replied to this thread that they want to participate, can you please RSVP at this thread: RSVP: Trade Simulation at Wasserman Trading Floor/Subotnick Center - QuantNetwork - Financial Engineering Forum Thanks.

Thanks Andy.

Come and be part of exciting trading simulation games and learn how the market works. Each participant/trader will be given some information about the final price of the underlying instrument so that you can take advantage of it. Watch how the market reacts to new information, etc. When...

Same here and thank you! I will put together an evite.

You can insert a UserForm then use the textfield with password char property set to say a '*'. See the attached example. For the example file, you need to go to VB Editor, then run...

Maggie, A google search returns this: http://www.google.com/url?sa=t&ct=res&cd=1&url=http%3A%2F%2Ffirestone.princeton.edu%2Feconlib%2Fblp%2FBloombergwizard.pdf&ei=HDgGR-DXDILQeYuT6KMF&usg=AFQjCNFTs9tUygczeKPP28P6Hb28_zNgqQ&sig2=0MhFX45vUatcU-2ukWieVg In there it refers to a BLPH function that...

I'm not a C++ expert but I think this works because of polymorphism. SuperMatrix& operator=(const SuperMatrix& rsh) is an overloaded method. It does not override Matrix& operator=(const Matrix rhs). The two methods are completely different.

I'm sure everybody has heard about Prof. Pausch...but here is the link to his last lecture. Dying 47-Year-Old Professor Gives Exuberant Last Lecture Randy Pausch - Wikipedia, the free encyclopedia

Thanks Erica...I also saw that. I've PM'ed Prof. H about the tentative dates but didn't get a response yet. I think we'll have to work around this IB talk that Gus is planning to have. Can someone please PM me prof. H email address if you have it?

I'm not sure how big Wachovia is...but I've seen their branches in NY. So definitely they're not just in Florida.

so how did you end up in IT?

Okay...looking at Subotnick calendar, things looks pretty packed during the weekdays, except Friday. It seems like Friday evening or Saturday afternoon is our best options. Given the interests so far I'd vote for either next Friday Oct 5 at 6pm or Saturday Oct 6 at 4pm. I'm going to send an...

This is great! Thanks Christian! If you can conduct the session then we don't have to rely on Prof. H's availability. I will look at the schedule tonight and work with everybody to pick a time! This is going to be a lot of fun given my past experience! I like very much the idea of a prize...

Do people have any preferences? I'll send an email to Prof. H to ask about his availability. I'd prefer to have this in the evening so that those of us full-time workers can participate...but all this depends on his schedule.

I'm reading through the old thread about IB contest and that our Subnotnick Center has a lot of resources that we can take advantage of. I'm gathering interests so that we can have a session with Prof. Holowczak. I think if we can get about 20 people to signed up it'll be enough. Please reply...

Alain, Are you entering again? Can you even do that?

I skimmed through the book. I think it's more practical if you're a trader. Toward the end of the book the author dived into technical analysis, how to measure if your strategy is working or not, back-testing, etc. He also describes his method, the turtle's way, that made him a very...

Yes, it is...I used this one quite a lot.

With all the things happening today at WTC, it's quite emotional walking pass the site this morning. God bless all those affected.

Definitely...but who wants to carry that many things around any more. I do have an ipod now...and I want to get rid of. So my next cell phone & iPod will be the iPhone for sure.

Nice price drop! not sure if you want to wait until they support T-mobile, I didn't have any good experience with them and had to switch to Cingular (now AT&T). I'm waiting for the second gen one though :)

Hello there...and welcome. So where are you from and what are you doing Khurshed?

Why $70 Million Wasn't Enough With Wall Street Rules Changing, A Goldman Star Felt Underpaid; Throat Lozenges for 100 Days By MONICA LANGLEY August 18, 2007; Page A1 New York Mark McGoldrick earned about $70 million in pay last year -- nearly $200,000 a day -- placing bets using Goldman Sachs...

OSX! :D

Good one Andy!

In fact, this threat is #1 hit on Google! Way to go QN! iPhone coolest gadget of 07 - Google Search

What an awesome machine! I went to the Apple store in SoHo and the line inside the store to see the demo version was crazy! I waited so long to play with it. Woody, How do you like it? You must be walking on the street with the phone on your chest heh :D

I'd love to catch up with you guys, but I have plan this Friday.

There's a new book by Curtis M. Faith: "Way of the Turtle" Seems to be a good/easy read.

what a good break from the final! Awesome find Woody.

That's a big change from Chicago to Connecticut...I wonder why you guys are relocating...

Pinstripes in the Park Watch the New York Yankees take on Toronto. Join Continental Airlines for its 3rd Annual "Pinstripes in the Park," Wednesday, May 30, 2007. Watch the New York Yankees vs. Toronto on a giant screen in Bryant Park, and eat like you're at the game with ballpark food at...

I'm in.

Can we have this off hours? Like Alain & Bridgett I'm working full-time but would love to come.

Will you hangout with your classmates? Make sure it's a yes...otherwise you're out!...j/k

Some of these markers are beautiful! I'm down for the game. I played once about 6-7 years ago and it was a lot of fun.

Not sure if the RIT software exposes its API though. You can do this but I think it's taking away the point of the game, which is a training tool to help you understand how the market works. It also helps you think quickly, build your intuition about the market, etc. :smt102

I think having weekly game is too much. For trading at home, etc. that fine...you can do it yourself but I think it won't be as fun. The human component is removed. I think a good balance would be to have a real physical game where we all get together into a crowded room to play (remember the...

Hello all, Inspired and excited over the mock trading games given by Prof. Holowczak and at UBS, I'm writing to gather interests on having a monthy trading game, similar to the one at UBS, where we're specialists doing trade, market making, and all that fun stuff. I think this will be fun and...

Thanks Andy...these are the soft skills that, I think, always good to have doesn't matter what field you're in. It's always good to let others know what you're doing (this is where communication matters I bet) especially your manager! It also helps since they might give you valuable...

I have to say it's one of the better Pho (Vietnamese noodle) places in Chinatown. Most of the restaurants do not offer a very import piece of herb called 'ngo gai' or thorny coriander, aka culantro , which gives the authentic taste...and this place offers this herb on the side dish! (y)

Thank you very much Professor Holowczak it was very fun and interesting.:thumbsup: I'd be interested in both the fixed income & derivatives sessions!

Most likely...i've been itching to get a new toy! :-ss

You guys should see the demo...it's awesome! That's all I can say.

Looks good....this is a new Vietnamese restaurant just opened up right? Don't think I've been here before.

Do it Woody! That's what I'm doing. It'll be a fun day

Woody, Could you please PM me your address? Sorry I RSVP kind of late Thanks, --Hien

ditto! Sinh nhat vui ve, Hieu!

Very nice Woody.

Here's my cat, Java, taking his usual nap. :thumbsup:

Congrats.... Like professor Ryanes always says..."this is the biggest mistake of your life..." you'll find out the rest of the sentence when you take his class!

Cheers! =D>

I can't tell what your chances since the admission is based on many factors, not just your exam scores. I'd strongly recommend that you sign up for the Chat on Wednesday 24th with the director of the program to get more info. Just go to the homepage (www.quantnet.com) and sign up. If you...

I think the market is pretty good...though your mileage may vary depending on how good of an impression you made to you prospective employers. In terms of salary, did you checkout the employment stats page? http://www.baruch.cuny.edu/math/masters_employment_stats_new.html

The phone won't be available until June since they still need to get approval from the FCC. I'm salivating over it! If it was available on the same day of the announcement I would have probably ordered it impulsively! I've been itching to get a new gadget...:-k If I had to change the name of...

I'm sure you all hear about this already but I'm pretty psyched about this sexy phone! A bit expensive but I think it's definitely worth it!

Re: For all new Quantnet members, please say hi here This web site is cool man! Thanks.

Do you know what the flags might be?

Yup...knowing your computer is definitely a good thing!

Yeah..for all intentions & purposes, double should be enough, but my intention & purpose here is to get pass the 6-digit accuracy to get full points on the hw & exam questions :)

So do you get to use lots of C++ in your current job at HP?

Don't know how many of you got the Bermuda Option question correctly on 9821 final, but I know I got it wrong. I finally figured out what I did wrong and matched Andy's & Alain's numbers. I'm using a Mac (a PowerBook), with the PowerPC chip that is, and it seems that the precision of the...

Impressive indeed! Are you in the States now Yiping or still waiting to get here after you get accepted?

My answer would be C. A structured product since the risk is "re-packaged" and re-distributed to investors for a premium. Anyways, here is the article

I was reading something about this and I thought I'd share with you in a form of a question. I'll post the article (hints: from WSJ) later.

2004 for Mac

Why don't we post the code here? that way, we can get feedback, etc. on ways to improve the code? I'm not a C++ expert, but this is mine for 9821. http://hien.homeunix.com/trac/school/browser/MTH9821/source Comments are welcome!

ppl use Linux, which is the same os family as Mac OS. It has all the tools that you'd need for classes, PLUS other cool apps :D

Definitely...one of those new sexy new MacBooks :smt006 :smt006 :smt006

Thanks Andy. I should have done a search first.

Does anybody know? I need to make travel arrangement. Thanks. --Hien

I'm posting the article here from Dan's email:

Yes, but I think if you're absolutely new to the language, a good intro book will give you better mileage. With that said, I do not know of any such book.

If you're a quant analyst, I think you're expected to know VBA or something like that, at least that's the impression I got from the Structured Finance I course, and we were only dealing with basic stuff. I'm sure more serious deal valuations require C++ or VB.

You can calculate the implied default probabilities from the bond prices, and from there you can price the CDS. BTW, What's a CDSW?

I was reading about a related article about 2 weeks back. Hank Paulson believes the same, quoted below:

So much for the 18 consecutive quarterly profits. They expanded too fast and loaded up too much debt that they can't react quickly enough to adverse business conditions. I wonder if their debts were rated by Moody's and if they were placed in the monitoring list by the same 'monitoring group'...

For those of you who love Firefox browser. The new 2.0 version has just been released. http://www.mozilla.com/en-US/firefox/

What Every Computer Scientist Should Know About Floating-Poi Hello, I thought this is a useful paper for those of us who are programmers or are looking to be. HTML Version: http://docs.sun.com/source/806-3568/ncg_goldberg.html PDF Version...

Hello, Alot of you might already know this but just in case you don't . Today I just found out that as a student at Baruch you have access to a pretty huge collections of textbooks online. One of the book I found there is used in MTH9845. I'm sure there are others that are used in...

Are you talking about program trading or just a free package that let you trade for fun? Collective2 seems to cost money. You can use the investopedia.com's Simulation that's FREE (that's what we use for MTH9845 class).

I think they're the same aren't they?

I was in the PATH train arriving WTC right after the first one had just hit (~10:00am). Everybody was confused...we were instructed to leave the building ASAP. I got out and looked up. I saw people dropping out of the building like ants, with their arms and legs wavering...it was pretty bad...

That's awesome. You must be very exited now, aren't you? I'm holding out on buying a bit for Leopard and hoping there will be an update to MacBook. Here's a link to other peoples' feed back on Parallel...

I haven't used it myself but heard good things about it. Do you own a MacBook? if so, how do you like it?

True...it's an option you can play around with. I haven't used Windows at home since I got my Mac since everything I need is on it.

Nice...but I'm not sure if I wan't to risk losing my precious programs/homeworks that I spend hours creating if the thing crashes. I'm sure "but-my-Vista-crashed" excuse won't cut it when you have to explain to Dan :smt018. Remember it's a beta, which means that all the bugs/stability issues...

Mac these days are pretty decent in terms of price/performance...and the whole total cost of ownership thing. Pretty much all of Macs machines (laptops/desktop/subdesktops/servers) are all using Intel chips now. So you CAN also install and boot up Windows/Linux if you'd like. I have a Mac...

Since my full-time job is to program in Java and yes, having 2 monitors is awesome. I have 2 19" LCDs at work and it's just way more efficient for me. If you are planning on doing that a lot then you might want to also look for laptops/desktops that support 2 LCD at a time as well.

Housing in Jersey City, Grove St, Journal Square, New Jersey Hey guys, Not sure if anybody considers Jersey City but it's another location to think about. I'm currently living in Jersey City and I can't complain. The commute to downtown Manhattan is a breeze via the PATH. It takes me...

I promised that I'd write something about my experience of how and why I got to Baruch's MFE program. Of course if others can jump in and share theirs, that'll be great, as I think it'll be useful to other prospective students. I started the program in Fall 2005 but I started my search...

If the building that you are renting has a doorman/security guard, it's perfect. You can ask your roommate to leave the keys there. Short of that I'm not sure if there's a safer alternative. Maybe you can ask her to hide the keys somewhere and tell you where they are? :)

You might be able to save even more if you take the AirTrain to Jamaica station (about $5, I think), then from there take the subway to Elmhurst ($2)...you will cost you under $10. Might be abit inconvenient though. http://www.panynj.gov/airtrain/

We use a proprietary language and IDE developed inhouse a decade+ ago. Its syntax is similar to C++ & Java. Eclipse has a C++ plug-in as well. Btw, Apple also has a pretty decent IDE called XCode. I used it to do my C++ homework

Both my g/f and I love ours Mac laptops. I haven't had a single issue since I got my PowerBook 3 years ago and still love it. I definitely will go for a MacBook (probably not a Pro since I don't really need all the pro features). A Mac just works man, plus it's just beautiful :)

Our group uses Eclipse as the main IDE. I don't think there's a firmwide standard...it's up to the each group, but most of them use Eclipse. Others use IntelliJ, NetBeans, etc. Developing in Java using Eclipse is really fun. There are a lot of refactoring features that make you really...

Are you going for a MacBook? That's what I'm going for by year end and hopefully it the next revision will be out by then. I have a 17" PB now...but it's too big to lug around.

At my company we've been using Linux for couple of years now. We have thousands and thousands of these machines in the farm crunching numbers 24x7.

With Virtualization, you can run multiple OSes at the same time (one OS runs inside another host OSs, no need to dual boot). I haven't play with these myself but here are a couple of freebies (I think they just became free recently) that you can play with: http://www.vmware.com/...

Andy, Please sign me up for General and/or Computing subforum moderator. Thanks, --Hien