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I am just wondering, what sort of models (generally speaking) do vanilla equity trading shops use? Obviously, valuation is not the issue, but i imagine one would want something that fits well to the steep short dated skews, has reasonably stable calibration, and produces accurate greeks (eg...

Volatility - Financial Conferences - Baruch College I'm sure some of you know about this - it looks pretty interesting, although the price tag is a bit steep for students. Any of you planning on attending?

Hey everyone - I'm looking for a good text on numerical analysis, particularly the linear algebra side. Any recommendations?

Hi everyone! My name is Chris, I'm an applicant for Fall 2008. I just graduated from NYU (technically, the date my diploma is posted is 1/25, but I digress). While there, I majored in Math. I took a lot of grad-level courses there, mostly in pure math. To be more precise, I took two semesters...

When should the first round of applicants expect to hear back from the department?

I am wondering if anyone can tell me about the obvious differences between Columbia's two programs: MS in Financial Engineering in the IEOR dept, and the MA in Financial Math in the Math Dept. In terms of coursework, how do they differ? Relative strengths/weaknesses? Which one would you say...