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  1. PhD proposal, your consideration

    Hi<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o:p></o:p> I will apply for a PhD position i mathematical statistics with research proposal present bellow.<o:p></o:p> My goal is to push the research into the financial market. It can be interesting if anyone can...

  2. Quantitative Interview questions and answers

    A Sample from my interview questions A Sample from my interview questions 1. X,Y,Z iid N(0,1) Define the function f(X,Y,Z) = (X+YZ)/sqrt(1+Z^2) Derive the distribution of f(X,Y,Z) 2. Derive the Black-Scholes equation (not formula) state the connection between it and Feynman-Kač and the...

  3. advertising myself

    Hi Instead of apply for a job I advertising myself here

  4. Modulate returns

    Which model do you prefer to model returns from bond, stocks etc? and why

  5. Double Master degrees, and then what?

    Thanks Andy for your opinion which seems reasonable. The plan for now will look like this: I will soon start to apply for both a ph.d position and an internship at a highly regarded firm/school. If I don't get the position that I want I'll consider joining a ph.d program.

  6. Double Master degrees, and then what?

    Double Master degrees, and then what? I am studying for two full-time degrees at the same time, with aim to becoming a quant. Master of Science in Engineering, Computer Science and Engineering specializing: mathematical statistics (financial statistics) and algorithm implementation. 5 years of...
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