Search results

  1. Devdeep

    Admitted by CMU -- What's the next step??

    - Similar to regular Mini's.. most of the classes will be taught from Pittsburgh.. the professor(s) will teach from NY Campus a couple of times...
  2. Devdeep

    Admitted by CMU -- What's the next step??

    - I believe the background check has to be completed before the first day of classes (or something of that sort). Best to email CMU officials and ask.
  3. Devdeep

    Admitted by CMU -- What's the next step??

    - Yes, eager_to_learn. From anywhere in the World as long as you have the username and password. :)
  4. Devdeep

    How to find my true passion within finance??

    Hi eager_to_learn... I haven't read the magazine myself yet... hence I do not think I am in a position to comment on that. I am sorry for not being of much help in this regard. But I am sure Alex Kuznetsov will teach you a lot... :)
  5. Devdeep

    Internship Advice

    PS: I actually love using SAS... it is very powerful... but anybody can do SAS... you don't need a CS degree to do SAS... and a few years of C++ developer experience will be much more sexy on the job market than a few years of SAS experience...
  6. Devdeep

    Internship Advice

    :-)
  7. Devdeep

    Internship Advice

    I would also go with option # 1... if you can perform really well, there will always be a chance of moving to the trading role. C++/Python developers are also in high demand for HFT firms. On the other hand, SAS job won't be fun in the long run, IMHO.
  8. Devdeep

    How to find my true passion within finance??

    Hello eager_to_learn, Please read the following book cover to cover. I am sure it will help you a lot. http://www.amazon.com/Complete-Quantitative-Professionals-McGraw-Hill-Investment/dp/0071468293/ Best- Devdeep
  9. Devdeep

    Undergraduate trying to get anaylst position

    bansalmohit, If you actually want to do IB (M&A, Deals, IPO, etc.) or Equities Research, then amanda.jayne's advice is completely spot on. But if you would like to do more Math-y / Quant-y stuff... then go for MFE. Please clarify...
  10. Devdeep

    Application Rounds Matter?

    I am not sure how much it *helps* to apply early in terms of getting admission offer... but at places where they have rolling application procedure, you are probably better off applying early. As a bonus, you will not have to wait until the last minute to know of your choices... At CMU, I...
  11. Devdeep

    Undergraduate trying to get anaylst position

    You can post your resume at: http://www.efinancialcareers.com/ and look for jobs there and apply from there! Check: http://www.quant-jobs.com/ Check: http://quantster.com/ Check: http://www.quantfinancejobs.com/ Try to go to Networking Events in NYC ... not sure where to find details...
  12. Devdeep

    MFE after Phd?

    What you have mentioned is correct... But I think you missed the original point to some extent. (S)he is ALREADY doing Ph.D. and will be done soon. It is not that (s)he is deciding between a Ph.D. and MFE. (S)he is asking whether (s)he needs to do MFE *after* completing the Ph.D. in Fin. Math...
  13. Devdeep

    Baruch MFE Baruch Pre-MFE Questions...

    A) You will learn a lot of stuff required for MFEs B) The admissions committee will see that you are genuinely interested and tried to do everything you could C) If Baruch is your target MFE school as well... then I would definitely take these and score A's... :) I believe rajanS will be able...
  14. Devdeep

    MFE after Phd?

    Precisely!!! So bubblegum... I really doubt you would need an MFE degree after Fin Math Ph.D. ... to better evaluate the situation, however, apply for jobs and see what kind of response you get... make sure you finish "Heard on the Street", Mark Joshi, etc...
  15. Devdeep

    Recommended Refresher Maths Books

    There is a really long thread regarding this with a lot of insight... Please look for that... Sorry, I'm away from my computer and can't find it easily... If you can't find it by tonight.. I'll look for it from my computer...
  16. Devdeep

    Which one of the following laptops would you recommend?

    @MRoss... Any comment on T420? How does it compare with T510? (apart from the larger screen) Your insight is greatly appreciated! Thanks!
  17. Devdeep

    Who uses Latex?

    Like! :)
  18. Devdeep

    Who uses Latex?

    Couldn't agree more! :)
  19. Devdeep

    Who uses Latex?

    1) LaTex is much better than Word and Word add-ons; especially when you have to write a lot of equations... 2) In theoretical physics... I do not know a single person (under the age of 60) who uses Word to write papers/Thesis...
  20. Devdeep

    Who uses Latex?

    Completely correct.... :) LaTex is our GOD! :)
  21. Devdeep

    Who uses Latex?

    Yes, Sir! ... You are! [Don't take it personally tho! ;)] Latex is MOSTLY helpful when you have to write long equations... and a lot of them... We write all peer-reviewed journals in subjects that use a lot of equations (Physics/Math) in LaTex...
  22. Devdeep

    Anyone has their own website?

    Thanks, @Tsotne, @Shantanu.Kumar. @Tsotne... this one is via TradeMonster Trading account... they have really good research tools+graphics...
  23. Devdeep

    Anyone has their own website?

    Abode: http://dsarkar.org/ Trading Blog: http://optionsmojo.com/
  24. Devdeep

    CMU MSCF CMU Round 4 Interview Invitation

    :(
  25. Devdeep

    Iron Condor

    I have definitely used in the past... you essentially use it when your view about the market/stock is neutral... that means you think the market/stock/ETF will trade sideways within your time-frame of interest. You can get a lot of details here: http://www.theoptionsguide.com/iron-condor.aspx...
  26. Devdeep

    Requirements for an MSCF or MSFE program

    Good Luck, friend...
  27. Devdeep

    Requirements for an MSCF or MSFE program

    As far as getting into a program... you should be totally fine from what you have mentioned... what was your field of study for Ph.D.?
  28. Devdeep

    Black-Scholes Pricing Surface

    Thanks! :)
  29. Devdeep

    Black-Scholes Pricing Surface

    Yes... exactly... apart from the fact that I would use axes as a plural of axis as opposed to axises... :P
  30. Devdeep

    Black-Scholes Pricing Surface

    What @Tsotne has mentioned is indeed the most natural one as you get variation of the value of the options both with Spot and Time. @karafrylee... It is possible that what you are suggesting could be redundant... 'coz with everything else being the same, increasing spot is kind of equivalent to...
  31. Devdeep

    Need preparation advice for a MFE program

    Well... why not? I guess it shows your dedication, interest.... motivation... etc.... :)
  32. Devdeep

    10 websites I visit every day

    IMHO... Nothing can beat going to the target schools' websites and doing thorough research... then contacting the current students and alumni for further insight... and if possible... contacting even some professors within the departments... To get some ranking done in 2008...
  33. Devdeep

    10 websites I visit every day

    http://www.marketwatch.com/ is pretty good too... for Market/Economic News updates... Here's their Economic Calendar: http://www.marketwatch.com/economy-politics/calendars/economic
  34. Devdeep

    CMU MSCF CMU Round 4 Interview Invitation

    You can always ask them directly to see whether they have started sending out invitations yet... They will have to complete all interviews by June 17... so it should be soon... Round 3 acceptance deadline is June 13... so it is not illogical to think that many interview invitations for round 4...
  35. Devdeep

    COMPARE TOP 3 MFE programs in terms of Placement?

    hah hah... :) CMU's statistics is very detailed... I guess these are standard for Business schools... not sure tho...
  36. Devdeep

    COMPARE TOP 3 MFE programs in terms of Placement?

    http://tepper.cmu.edu/master-in-computational-finance/your-career/statistics/index.aspx
  37. Devdeep

    GRE Test. Tips?

    Congrats! :) and yaa... V is a decline! :P God... your English is crazy!
  38. Devdeep

    COMPARE TOP 3 MFE programs in terms of Placement?

    It's Summer! :P
  39. Devdeep

    MFE admission advice

    You are most welcome... Good Luck...
  40. Devdeep

    MFE admission advice

    Mostly what matters is how much you know the stuff... But for showing on your application... some course would help... I do not think I can properly answer whether Berkeley online course will be better than community college or not... but it could be... maybe it might depend on your target...
  41. Devdeep

    MFE admission advice

    You should be fine as long as you are good at O-O-programming... it shouldn't be hard at all to pick up C++ if you are good at JAVA... having said that... some online course will come in handy as well... here are some examples: http://extension.berkeley.edu/cat/course115.html...
  42. Devdeep

    Need advice for MFE Preparation

    Looks like you will come out with strong mathematics/statistics background... so if I were you I would concentrate on Object Oriented programming... like C++... you can start with some online courses...
  43. Devdeep

    Need advice for PhD program in Financial Engineering

    You are spot on, @Andy Nguyen. :) @sagardalia ... If the school is not awarding you any kind of financial aid or funding for the Ph.D. program... Please do NOT go for it... Please...
  44. Devdeep

    Need preparation advice for a MFE program

    First of all... Thank You and you are welcome... :) Now... regarding recommendation letters... one from your current work place is a must... then amongst the ones from UCLA... if you could get it from a professor who thinks you are *much better* than the grade you got in his/her class... that...
  45. Devdeep

    Need preparation advice for a MFE program

    I think @vuze has got a point. In fact... most schools do not accept GMAT... I know CMU accepts both GMAT and GRE... but many schools, NYU, Baruch, etc... do not... @decochw, you should check with all your target schools to make sure they do accept GMAT. Also... if you see some school saying...
  46. Devdeep

    Need preparation advice for a MFE program

    @decochw 1) Take all the THREE pre-courses at Berkeley (Jan-Mar) and rock in all of those... 2) Given: Super-awesome GRE scores 3) If you (and your profs at UCLA) think that you are much better than your GPA... that should be explained in your Recommendation letters 4) Nobody talks about...
  47. Devdeep

    GRE Test. Tips?

    What's the outcome?
  48. Devdeep

    PhD in Mathematics?

    I believe I have mentioned this a couple of times before... you go for a Ph.D. ONLY if you are in love with a subject... and/or you like *research* and/or you want a faculty job... the idea of going for a Ph.D. to get a Quant Job is kinda crazy!
  49. Devdeep

    GRE Test. Tips?

    I am not that much familiar with Khan academy... but you can give it a try... I do not understand why you are taking the test so soon... why are you not taking it later, giving yourself more time to prepare? Are you applying somewhere within the next month or so?
  50. Devdeep

    GRE Test. Tips?

    The two equal sides are 5 units each... the base is 8 units... thus the height is 3 units... hence the area is 0.5*(base)*height = 0.5*8*3 = 12 sq. units.
  51. Devdeep

    Requirements for an MSCF or MSFE program

    I must say that I am not the right person to comment on this aspect... maybe wait for comments from people more acquainted with this topic...
  52. Devdeep

    Requirements for an MSCF or MSFE program

    You are welcome! Do a lot of self-study and then try to do some research... try to collaborate with well-established researchers in this field... you will do great... @Tsotne should also be able to help you further I believe...
  53. Devdeep

    Requirements for an MSCF or MSFE program

    Definitely... research paper will definitely do for admission to MFE/MSCF/MSFM programs...
  54. Devdeep

    GRE Test. Tips?

    Lemme repeat @darth 's question... What numbers did you plug in to get "d" as your answer?
  55. Devdeep

    GRE Test. Tips?

    @KadeerQ Post one problem every 15 mins :)
  56. Devdeep

    Requirements for an MSCF or MSFE program

    You have already got great responses. I try to look at it this way: You need to show 3 major things: 1) Strong Math Background 2) Strong C++ background 3) Strong Motivation/aptitude for Finance (1) can be shown thru A's in all your Math courses + Recommendation (I am not going to mention GRE...
  57. Devdeep

    GRE Test. Tips?

    LOL... :) Blame it to English! :P
  58. Devdeep

    GRE Test. Tips?

    @darth, @Shantanu.Kumar, Thanks Guys!!! I actually figured that right after posting my comment and hence edited it... Thanks again... But the question says: "If 100 gallons of fuel are to be pumped into each tank," God!!! the INTO got me! :P
  59. Devdeep

    GRE Test. Tips?

    As @darth has mentioned, you do not need to add the final (100+100) to get your total number as that was a hypothetical situation. Going back to basic algebra: X=Y+600 ... (1) X+100 = 3Y+300 ... (2) [If 100 were pumped into that is added] (2) - (1) => 100 = 2Y -300 => Y=200=> X= 800 So...
  60. Devdeep

    GRE Test. Tips?

    @KadeerQ... "e" is in the numerator of (Acd + be)/cd ... there is NO way this expression is going to be halved if you double "e". Please double check your original question and re-post...
  61. Devdeep

    Various Questions

    http://www.quantnet.com/forum/threads/master-reading-list-for-quants-mfe-financial-engineering-students.535/
  62. Devdeep

    Searching for female roommies & living places at/near CMU MSCF Pittsburgh!

    Thanks, Andy!
  63. Devdeep

    GRE Test. Tips?

    @KadeerQ... post more problems so that we can try to help...
  64. Devdeep

    Career guidance

    Second that... @rabit... if you can get into an IIM that is good for Finance... you will be set... I believe...
  65. Devdeep

    Columbia MFE Columbia MFE suggested reading list

    Thanks, Andy!
  66. Devdeep

    GRE Test. Tips?

    I second Caesar! :) aka @rajanS ... @KadeerQ, please check your original question...
  67. Devdeep

    Various Questions

    I second @Tom Maloney... There are there 2-3 most important aspects, I think: 1) Solid Math background (which you should already have) 2) Decent -> Solid C++ background (get on it... now!!!) [Some Matlab will also help] 3) Genuine interest toward Finance (you can take relevant courses, read...
  68. Devdeep

    interview dress code question

    You do not have to wear it while you are outside... and there is always AC inside... so warm weather should not be too much of an issue I guess... Good Luck anyway...
  69. Devdeep

    GRE Test. Tips?

    You are the first person I know who has got 770 in V... seriously insane as others have mentioned... For Q practice... get all possible GRE Q books... Princeton Review a must... there should be other great practice books as well... If needed... you can even take the classes that are offered...
  70. Devdeep

    GRE Test. Tips?

    I am assuming you have been studying from various books that help you be on top of your Math skills ... at this point (your exam is in 3-4 days) it is unnecessary to suggest new books... but if you post some sample problems... maybe people can try to help!? Also... the ONLY way you can score...
  71. Devdeep

    How to get your dream quant internship

    That was definitely a great post... but why are you posting this 2 months later? ;)
  72. Devdeep

    Customized Excel

    You are kiddin', right?
  73. Devdeep

    NYU MSMF Anyone still waiting for NYU MSMF?

    Which one would you have chosen @Andy Nguyen?
  74. Devdeep

    Uh oh Mac users...

    Agreed...
  75. Devdeep

    One complete financial software

    Did you look into http://quantlib.org/index.shtml? I guess Excel and VBA are used quite often... Also... here's a list from Rutgers webpage: http://www.finmath.rutgers.edu/index.php?d=academics&p=quantfinancesoftware I am hoping some experts will comment here...
  76. Devdeep

    Book for brushing up Maths

    Thanks!
  77. Devdeep

    Book for brushing up Maths

    Thanks! Can you name your favs from the UTM, GTM series?
  78. Devdeep

    How to go about to publish a paper?

    Thanks a lot~!
  79. Devdeep

    How to go about to publish a paper?

    Like the concept of course... however... one point... if your idea is great and you think the community/industry will benefit from it... then it is also important to take it forward by publishing your work... so that others can see it... and maybe some other student will get some nice idea after...
  80. Devdeep

    How to go about to publish a paper?

    Good Luck~!
  81. Devdeep

    How to go about to publish a paper?

    - Indeed... :)
  82. Devdeep

    How to go about to publish a paper?

    Precisely!
  83. Devdeep

    How to go about to publish a paper?

    @ChrisN, @Tsotne, @Andy Nguyen, First of all... I strongly believe that one should do (and publish) interesting research work 'coz they love the subject and want to learn more and contribute in taking the field forward... not just to be looked upon highly... the latter comes automatically when...
  84. Devdeep

    How to go about to publish a paper?

    You are most welcome... and if it does not work for the first, or the first two, or the first three professors you talk to... it will probably work for the 4th professor. So don't give up hope... [since I am not sure about the probability of any given professor accepting the proposal... I can...
  85. Devdeep

    Book for brushing up Maths

    Thanks a bunch~! :) ** Max Rosenlicht's Introduction to Analysis - LIKE LIKE... :)
  86. Devdeep

    How to go about to publish a paper?

    Andy... this seems to be an Abstract Database and an Electronic Paper Collection... NOT a peer-reviewed journal... am I wrong? I have the same question... :)
  87. Devdeep

    How to go about to publish a paper?

    @ChrisN, You are right... it might be hard to publish something completely on your own to begin with... once you have some experience... you can then definitely think about doing that... So... what's the solution? First... figure out which topic(s) you are mostly interested in... let's say...
  88. Devdeep

    Book for brushing up Maths

    Thanks for the informative posts. Do you have any comments about 1) Elements of the Theory of Functions and Functional Analysis by A. N. Kolmogorov, S. V. Fomin and 2) Principles of Mathematical Analysis by Walter Rudin for understanding Real Analysis?
  89. Devdeep

    CMU MSCF New CMU MSCF student profiles page

    Thanks, @dwwd, @Andy Nguyen...
  90. Devdeep

    CMU MSCF New CMU MSCF student profiles page

    I heard a couple of students dropped out as well... but don't quote me on this! ;)
  91. Devdeep

    Second Edition - A Primer for the Mathematics of Financial Engineering

    I believe it was until May 01, 2011
  92. Devdeep

    CMU MSCF New CMU MSCF student profiles page

    wow!!! really cool... But there are only 54 (21 NYC, 33 Pitt) students? I thought their class size was larger...
  93. Devdeep

    Baruch MFE Baruch MFE - Fall 2011 Admission Statistics

    Solid ... :)
  94. Devdeep

    BARUCH MFE roomates

    Thanks! :)
  95. Devdeep

    BARUCH MFE roomates

    I believe either way... I trust you for further research on this... ;)
  96. Devdeep

    BARUCH MFE roomates

    Exactly! That's why I also prefer monthly rentals... :)
  97. Devdeep

    BARUCH MFE roomates

    Like @Jessica, I am also looking for lease starting in September... Raj... can you not look into these monthly/weekly options until then? ... what say?
  98. Devdeep

    Publishing at Quant Conferences or Journals

    Depends on how generous your supervisor is... ;) I do not think he would have much of a problem IF you are also very productive in your dissertation research work ...
  99. Devdeep

    BARUCH MFE roomates

    Well... it is not that unrealistic... the 125/week = 500/month price is for Upper East side... Harlem area I believe.. Midtown area is ~ 200/week = 800/month... and you only get a private room (not super big) and shared kitchen + bathroom... but I can do with that I believe... the huge PLUS is...
  100. Devdeep

    Publishing at Quant Conferences or Journals

    It totally depends on what your supervisor (who, I am assuming, is paying you). If he is fine with it (and I know many professors who would be fine with such an idea), I do not see why you may not publish finance related paper. You could first talk to your advisor and then try to collaborate...
  101. Devdeep

    BARUCH MFE roomates

    I had come across this one: http://www.nycroomstay.com/rentals.html ... do you (or anybody else) know(s) about these?
  102. Devdeep

    BARUCH MFE roomates

    Joy... do you know about these places where they go month-to-month... no contracts... ?
  103. Devdeep

    BARUCH MFE roomates

    Yes... this is common... and I am completely fine with the idea (in case I am considered as one of the roommates)... :)
  104. Devdeep

    BARUCH MFE roomates

    Thanks! So you take the (6) from 110/103/96 St and get off at the 23/28 St? Could you let us know the size of you studio (sq. feet)?
  105. Devdeep

    BARUCH MFE roomates

    I guess one has to decide on one of a few preferences: 1) Need to be close/walking distance to school and/or 2) Need large rooms etc... and/or 3) Fixed Budget. And then find a place based on the main preference...
  106. Devdeep

    MAC or Windows laptop for MFE students?

    LIKE LIKE LIKE ... :)
  107. Devdeep

    MAC or Windows laptop for MFE students?

    I believe you are NOT using the Education Store... that's why you are seeing higher prices... 17" starts at $2299, 15" (which should suffice it looks like) start at $1699, with the 2.2 GHz one starting at $1999. Even with the 17", (250/2040)*100 ~ 12% markup... With the 2.2 GHz 15", it's...
  108. Devdeep

    MAC or Windows laptop for MFE students?

    Thanks! :)
  109. Devdeep

    MAC or Windows laptop for MFE students?

    I just wanted to make sure what you mean by "64-bit virtualization". I am assuming you are implying whether one can install 64-bit guest OS's on MacBook Pros (e.g. Windows 64-bit, Ubuntu x64, etc.)... right? I am assuming that you do not mean installing 64-bit virtualization software (e.g...
  110. Devdeep

    MAC or Windows laptop for MFE students?

    Thanks! :)
  111. Devdeep

    MAC or Windows laptop for MFE students?

    Good to know! :) Any comment on the 15" Macbook Pro vs the 17" ? The 15" should suffice, right?
  112. Devdeep

    MAC or Windows laptop for MFE students?

    :) I have been using MAC for the past 5 years (with additional access to a Linux server somewhere in the University) and it would be hard to switch to a PC ... but trying to make sure that I would not need a PC for the course! ;) If I ever needed Excel, I used the MAC version of Excel... does...
  113. Devdeep

    MAC or Windows laptop for MFE students?

    Thanks, Amanda! :)
  114. Devdeep

    MAC or Windows laptop for MFE students?

    True! ;) I like the VPCF2190X CTO. but the VPCF2190X CTO with Intel® Core™ i7-2720QM quad-core processor (2.20GHz), 4GB (2GBx2) DDR3-SDRAM-1333, NVIDIA® GeForce® GT 540M (1GB VRAM) dedicated graphics, 500GB Hard Drive (7200rpm), Blu-ray burner, and Large Capacity Battery is $2040. The 17"...
  115. Devdeep

    platonic love

    @pratikpoddar When two triangular sides (one of the pyramid and one of the tetrahedron) are joined together, you lose 2 sides... so we are already at 9-2=7. Now, following the arguments of @peterruse and @Tsotne, there are 2 occasions where one triangular side of the pyramid and one triangular...
  116. Devdeep

    part time phd programs

    ROFL :)
  117. Devdeep

    Best books of 2011

    I believe it depends a lot from person to person. Some people just absolutely can't do it from Kindle. Some find it fine... here's how you can test... I believe you can get a "glimpse" of few chapters of the Kindle version for free... see whether you like it or not... and then spend the big...
  118. Devdeep

    Best books of 2011

    Did you read "Goodbye Gordon Gekko"? http://www.amazon.com/Goodbye-Gordon-Gekko-Fortune-Without/dp/0470619546/ref=sr_1_1?ie=UTF8&qid=1304260692&sr=8-1
  119. Devdeep

    How to hedge floating interest rates on private loans?

    You are most welcome friend... :)
  120. Devdeep

    How to hedge floating interest rates on private loans?

    Actually... if it's based on 3-month LIBOR interest rate, maybe you need to look into something other than TBT... but similar idea holds true!
  121. Devdeep

    How to hedge floating interest rates on private loans?

    - Here's something you actually can do (this is by no means a formal recommendation tho!)... Go *long* TBT (ProShares UltraShort 20+ Year Treasury ETF)... Its value will go up as the long bond interest rate goes up. For example: If the 20 year makes it to ~ 5.5% in 20xx, TBT will do very well...
  122. Devdeep

    How to hedge floating interest rates on private loans?

    ROFL... :)
  123. Devdeep

    Need sound advice (PhD statistics)

    You are welcome! I would say "Heard on the Street" would be a good starting point... Also... you will be tested on the programming area... so try to be on top of your C++ etc... Good Luck~!
  124. Devdeep

    Need sound advice (PhD statistics)

    Second that... fix the space key... ;) definitely... If your C++ is strong... you should land up with a job with some effort... Did you actually finish the book? I would suggest the BOOKS FOR QUANT INTERVIEWS at...
  125. Devdeep

    NYU MSMF Anyone still waiting for NYU MSMF?

    Melissa says all decisions should be released this week (talked to her at 1:45 PM EST)!
  126. Devdeep

    C++ online certificate for MFE applicants

    How about BRAINBENCH? http://www.brainbench.com/xml/bb/common/testcenter/taketest.xml?testId=54
  127. Devdeep

    Baruch MFE Baruch MFE Facebook Contest

    My Pleasure! Thank you very much for the stimulating questions. It was a lot of fun...
  128. Devdeep

    NYU MSMF Anyone still waiting for NYU MSMF?

    And... I am still waiting to hear from them... I submitted my application on Jan 22, 2011... so 3 months+ waiting...
  129. Devdeep

    Quant Internship Interview Questions

    OK... I had assumed the J, Q, K, A to be in the same category as numbers. You are definitely correct if I have to stick to 1-10.
  130. Devdeep

    Baruch MFE Baruch MFE Facebook Contest

    It was indeed interesting! :)
  131. Devdeep

    Is getting a PhD in particle physics the best way to get into a hedge fund?

    @pinkjigglypuff Thanks! Good Luck with your future endeavors no matter what you decide to do.
  132. Devdeep

    Is getting a PhD in particle physics the best way to get into a hedge fund?

    Looks like people have provided great insight in response to your question. Let me just try to add one point... looking at it from a slightly different angle... You do not go for Ph.D. in Physics (or Math, or ...) because you want to open a hedge fund in the future. Ph.D.'s (Physics) who were...
  133. Devdeep

    Quant Internship Interview Questions

    I wish there was "Teacher" as well... Anyway... here's my ranking: Doctor Engineer Trader Postman Bank teller What was your answer?
  134. Devdeep

    Baruch MFE Salih Neftci Memorial Scholarship 2011

    Thanks, Andy!
  135. Devdeep

    Baruch MFE Salih Neftci Memorial Scholarship 2011

    Hearty Congratulations, Yingxue Li, Amanda Kotler, David Rappaport, Alexei Smirnov, and Yike Li.
  136. Devdeep

    Baruch MFE Baruch MFE Facebook Contest

    I had the same doubt AlexandreH... Then figured out the actual rule from Dan's following post: "but we chose only one answer, which we found most elegant." I will be driving at Noon today to catch a train at 12:29 PM... so today I will be at the mercy of 3G connection! :)
  137. Devdeep

    who gets the gamma?

    Thanks a bunch! :)
  138. Devdeep

    who gets the gamma?

    Precisely! Thank you for such a great explanation, @financeguy. I have a small question. Let's say that the market maker reduces his own gamma position to a point at which he feels comfortable and starts enjoying the positive theta. Assuming that the underlying is still at 100 after 4 months (it...
  139. Devdeep

    Baruch MFE Baruch MFE Facebook Contest

    - Then it is completely understandable. :)
  140. Devdeep

    Baruch MFE Baruch MFE Facebook Contest

    Dear Prof. Stefanica, I was just wondering whether you had, by any chance, missed my first elaborate answer. I had proved what "Delta" should be in this case and hence calculated the correct value of the Put (hedging argument)? It would be greatly appreciated if you could let me know why it is...
  141. Devdeep

    Do you buy all the books that are recommended on this site?

    The Amazon version of the new edition (Feb 2011) is not allowing me to "See inside the Book"... so can't figure out what's new!
  142. Devdeep

    Do you buy all the books that are recommended on this site?

    I believe he is talking about "Options, Futures, and Other Derivatives" http://www.amazon.com/Options-Futures-Other-Derivatives-8th/dp/0132164949/ref=sr_1_1?s=books&ie=UTF8&qid=1303223198&sr=1-1
  143. Devdeep

    Baruch MFE Baruch MFE Facebook Contest

    Definitely! :)
  144. Devdeep

    Baruch MFE Baruch MFE Facebook Contest

    I was taught from my childhood: "Read the Question "carefully" at least a couple of times before you answer it." - I guess it was time to re-learn it today!!! ;) Thanks, Prof. Stefanica.
  145. Devdeep

    Quant Internship Interview Questions

    Expected value = [(100k)*0.2 + (30k)*(1-0.2)] = 44k For the contract with a strike 40k, I would charge 4k + Commissions + Risk premium (as there is only one chance)
  146. Devdeep

    Quant Internship Interview Questions

    Just to avoid any confusions... does each rope take 1 hour to burn completely? Or does each rope take 30 minutes to burn completely?
  147. Devdeep

    Quant Internship Interview Questions

    The first card can be any number. Given the first card, now there are 3 of the same number in the deck of 51 remaining cards. hence the probability is 3/51.
  148. Devdeep

    Quant Internship Interview Questions

    Here's the probability associated with each outcome of rolling two dice: Outcome Probability 2 1/36 3 2/36 4 3/36 5 4/36 6 5/36 7 6/36 8 5/36...
  149. Devdeep

    Quant Internship Interview Questions

    I think so too. Unless you know the variance/standard deviation in both x & y, you can not get the slope of the regression line and hence can not give a definite answer to this question. Maybe the interviewer was looking for this kind of an answer!?
  150. Devdeep

    Do you buy all the books that are recommended on this site?

    Jacksc... I am not sure whether this will help (as I do not know where you live) but Shreve Vol I is $35 and Vol II is $58 (with Free Shipping) on Amazon. I generally find them cheapest on Amazon...
  151. Devdeep

    India's educational system

    Thanks for the Note... I also apologize for any part of my message that might have offended you... CU has HUGE administrative issues (I mean... terrible!)... but some colleges under CU have fantabulous professors... most people who leave Kolkata generally do after being fed up dealing with...
  152. Devdeep

    India's educational system

    Thanks... will look into it... looks like Ch 4 has some...
  153. Devdeep

    India's educational system

    I agree with Cjs... let us spend our energy/time on some solid Quant Finance discussions... can someone please tell me where to find some stimulating discussions on Martingales... you can point to Chapter/Book or articles/reports... PS: Beyond Section 2.4 in Shreve Vol 1 and Chapter 6 of Mark Joshi
  154. Devdeep

    India's educational system

    Dear <darth>... Did I "compare" myself with you? Why would you start comparing? Also... how do you know CU is so bad? And what exactly makes you confident that you are much better? This is childish attitude at best... I named my schools 'coz if I am making any comment about a particular...
  155. Devdeep

    India's educational system

    I would not start arguing straight away... but few points: 1) People like <darth>: When you say something like "Curriculum of engineering(Including IIT) in India is such that you don't need to study at all....Just mug up a day before your exams and you are done...", Please first point out which...
  156. Devdeep

    Comparing Binomial and Monte Carlo with Black Scholes

    @ <karafrylee>: You have mentioned: "But it seems impractical to use these two models to price European option when there is a closed form solution, as said above." However, as <enthusiast> has pointed out, using your Binomial tree code for simple European options help you check your method...
  157. Devdeep

    Chicago MSFM

    Abode: http://dsarkar.org/ Blog: http://optionsmojo.com/ No Interview
    • Tracker application
    • 1/6/11
    • Full time
    • Accepted
  158. Devdeep

    How to get your dream quant internship?

    Congratulations, Joy! And Thanks for the Tips! :) Coming to the point raised by Chihche32, I thought one can do intern on CPT and hence would not require any H-1B sponsorship. It's a different question altogether when it comes to a permanent job tho.
  159. Devdeep

    NYU MSMF Anyone still waiting for NYU MSMF?

    @ Paul: I am FT @ Andy: Thanks!
  160. Devdeep

    NYU MSMF Anyone still waiting for NYU MSMF?

    Thanks for the update, Andy. I do not see many confirmed status on the Tracker for NYU. That probably means that the people who have received emails from NYU regarding their application status are not updating their status on the Tracker. Do you know whether they also let people know via email...
  161. Devdeep

    Quantitative investing blog

    @Troy... Sure... please email me your phone # or call me...
  162. Devdeep

    CMU MSCF

    Abode: http://dsarkar.org/ Blog: http://optionsmojo.com/ Applied in Round 3... Phone Interview with Prof. Rick Bryant on May 19, 2011
    • Tracker application
    • 2/2/11
    • Full time
    • Enrolled
  163. Devdeep

    NYU MathFin

    Abode: http://dsarkar.org/ Blog: http://optionsmojo.com/ Zero communication... email rejection...
    • Tracker application
    • 1/21/11
    • Full time
    • Declined
  164. Devdeep

    Baruch MFE

    Abode: http://dsarkar.org/ Blog: http://optionsmojo.com/ Took a while to get undergraduate transcripts from University of Calcutta and Indian Institute of Technology Kanpur. As of 03/16/2011, the application is complete. Phone interviews (same day): with Prof. Radoicic and Prof. Stefanica...
    • Tracker application
    • 1/28/11
    • Full time
    • Accepted
  165. Devdeep

    Quantitative investing blog

    Thanks, Joy. Hello Troy! Nice work! Please check out my blog at http://optionsmojo.com/. Are you still in A2?
  166. Devdeep

    Rutgers MSMF

    Abode: http://dsarkar.org/ Blog: http://optionsmojo.com/ Pretty fast decision. Great people.
    • Tracker application
    • 1/27/11
    • Full time
    • Accepted
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