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Hello, I have applied for several summer internships. Some banks are holding their interviews during February. I am planning to visit China for a week in February, however, given that I do not know the exact date of the interviews I am quite unsure if I should book my trip. If I book this...

And if it is just for an internship?

Hi, which future events do you mention in your resume? if you have got an unconditional offer for an MFE program in 2012, would you take this on your resume or just mention it in the cover letter? Cheers!

Nobody?

Hi bigbadwolf. Thanks for your answer. I think that I will take the prior course in C although I am yet unsure if I will take the Algo-math course. How important would you rate the topics covered? I'm thinking about just taking the course on stochastic calculus and fully concentrate on this...

Hi Andy, If I register for the course which starts in September and I will begin working in October, would this be a problem? I will have a lot of exams in September but I would also like to do the course this year to increase my chances of getting a good internship.

Hi, @ bigbadwolf: Last year the coding was done in C. There is an introductory course to C a few weeks before this course starts. However, it's the same time when the Baruch C++ course will take place. Do you think it's a good idea to learn C and C++ at the same time or will I get confused? I...

Hi, could you rank the following courses, regarding how valuable they are for becoming an excellent financial mathematician (and for getting into an internship next year ;-) ) 1. Algorithmic mathematics (based on Cormen et al. - "introduction to algorithms" and Korte/Vygen - "Combinatorial...

The background colour as well as font colour. I would use a white background with blue or black font colour. It is much easier to learn follow a presentation with such a simplistic design. Latex slides can be used for everything and I think that the layout is much better (plus creating the...

it works fine - but the layout of those MS powerpoint slides is really disturbing my eyes. Why don't you use latex instead?

Hi Andy, how long can will it be possible to register for the course? is there a course website whose link you can send? thanks

Hi, if anyone of you is familiar with the Importance sampling method Glasserman et al. uses in their paper for VaR estimation, I would appreciate if he or she could send me a pm. I trying to solve my problem finding the right twisting parameter. I have tried different approaches the last 3...

I don't know what I have done yesterday, but I tried again today and got exactly your results, Dibbs. I think that I have mistyped over and over again while using my calculator. Strange... :D

I have two different formulas for the delta-gamma-approximation: dV = DELTA * dS + THETA *dt + (sigma²*S²)*(1/2)*GAMMA*dt (from D. Stefanica - Primer for the....) and dV = THETA*dt + DELTA * dS + 1/2 * GAMMA * (dS)² (from Glasserman - MC for FE) At the moment, I don't know why Glasserman uses...

Hi Tsotne, yes, dV=3 was exactly the difference BS(t=1,S=105) - BS(t=0, S=100). The delta-gamma approximation formula is: dV = DELTA * dS + THETA *dt + (sigma²*S²)*(1/2)*GAMMA*dt What you recommend is not to vary in time assuming that the time difference between the current stock price of 100...

Hi, I have a problem with the Delta-Gamma approximation to calculate changes in value of a portfolio. I think I got something wrong but at the moment I don't see the mistake. My example portfolio is only consisting of an call option. I calculate dV with the formula for the Delta-Gamma...

Hi, I have offers from Imperial RMFE and Warwick FinMath. I would like to know what amount of math the Imperial RMFE covers? To me, the Warwick program looks more mathematical. The pendant to the Warwick program seems to be the MSc of Mathematical Finance at Imperial. Is this right? The RMFE...

thanks for your help! The problem is solved! Please look at my new thread ;-)

The offer is conditional. I have to meet all conditons by August 31th. I don't see the chance to get some time this way. The only way would be accepting both programs (if I get an offer from Imperial) and then trying not to fullfil one of the conditions of Warwick. But that could be a risky...

As I said before I got an offer from Warwick. The problem is: I need to accept it and they must have received my deposit within the next 10 days. I am still waiting for Imperial. I submitted my application on April, 30th. They said that I will definitely get a decision by May, 23rd but that's...

Hi, I wanted to buy the book MC Methods inFinancial Engineering by Paul Glasserman, but it was rated very bad at Amazon. It is on the "best-selling books" list, thus I would like to know what you guys think about the book and if it is worth buying and/or reading it. I have already read the...

Ok thanks for your input, I really hope you are right! Btw: is that your pet? ;-)

Sorry, the second one was the Master of Financial mathematics. the quote above is from the master of financial mathematics. So, what do you think?

Nobody who wants to make my day ?

Hello, I have been rejected for the MF of Warwick, but I also have got an Email concerning my other application which says that they are "delighted to inform you that the programme’s Admissions Panel has made a recommendation to the University’s Postgraduate Admissions Team for admission to the...

Thanks for your input guys! I will try to get the recommended books! Beyond VaR and Expected Shortfall, what are the most commonly used risk measures today? Is the superhedgingprice often used by practioners? What about the entropic risk measures?

I have applied for Warwick, Imperial, King's and Birkbeck. Although my second referee didn't submit his reference yet, I received a rejection of King's FinMath this morning. It's sad, because I think if King's is not willing to accept me the chances that Imperial or Warwick will are pretty low.

Hi, I would like to get an overview over risk measuring, the most commonly used risk measures and their application to real data. I have done a bit research but it's very hard to judge which books are worth reading. So, could you guys please tell which books you would recommend. What about...

I have already applied for Imperial, Warwick and Birkbeck. Now I want to apply to two more programs: Manchester, Cass, King's or Reading. Which one should I take? (or any other one?)

Thanks for the response, guys! So you mean with an MFE I can get into most areas, also into those jobs which are more likely to be done by an MSF graduate today. But on the other side, with an MSF it's more difficult to get into those typical MFE jobs. So the MFE seems to be the better degree...

Hi, I going to apply for several programs within the next two weeks. Although I have been quite sure to do an MFE for the last weeks, I'm unsure now. So I would like to ask you guys for help, wether to do a Master of Finance program or Financial Engineering/Quant. Finance. The point that casts...

I really hope you're right ekta. @mimis I have considered reading but I don't know how good the program really is. the same is with edinburgh's financial math. I recently turned 21 and I don't know whether to take a PhD program after master graduation or not. So, what do you think: How hard is...

the order is not from best to worst or so. I just wrote them down how they came into my mind. what advice would you give, dominic?

Hi, I'm will get my BSc of Economics at a German university (always ranked in the TOP 3 in Economics) this summer. My TOEFL will be done in two weeks. The problem is: I have an overall grade of 2.3 at the moment (German system!) and my grades in the first 3 math and statistics courses are...