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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...

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!

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...

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...

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...

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...

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...

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...

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...