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| A Look in the Antimatter Mirror: Wilmott Magazine Article |
| The Collector, Espen Gaarder Haug |
4619 Views |
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Take a look at yourself in the mirror.You will hopefully see a reasonably symmetric image of the real you, though your left and right sides have reversed. In this article I will explore an amazing antimatter-mirror that I recently tumbled over in the files of quantitative finance.
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| R Training in New York City, 22nd April |
R Training in New York City, 22nd April
REvolution Computing’s one-day, hands-on basic R training provides an introduction to R through the quantitative exploration of real-world problems. We’ll begin by using R for exploratory data analysis and statistical inference; specific topics include graphical methods (both base and grid graphics) and hypothesis testing via parametric and non-parametric methods. This introduction motivates a more formal presentation of the R language, including types of objects, reading/writing data, functions, loops, and control statements. Other strengths of R will be addressed, including statistical modeling, classes and methods, the package management system, and the interface to C/C++ and Fortran. For more information and to register visit www.revolution-computing.com/products/training/. |
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| Director - Senior Quant Developer/Team Lead - FX Derivatives (London) - SJ2608 |
Director - Senior Quant Developer/Team Lead - FX Derivatives (London);
Our client is a tier one global firm seeking a Senior C++ Developer in their FX Derivatives group. The firm is one of the most prestigious, globally, and the team are among the top three in this field – this hire is critical to push ahead of its’ competitors. The environment is entirely meritocratic, devoid of politics and entirely driven to achieving market ownership of the space. As one of the best positioned firms throughout the ‘credit crunch’, job security is guaranteed, and development into a team head within 18 months is available for the right person. Although this firm do not use typical corporate titles, coming from a banking background you would equate it closely to a VP or Director level position. This of course, depends on your FX business knowledge, technical C++ ability, and previous experience.
The core skills required for this role are; Exceptional C++ skills on UNIX or Windows, good FX quant knowledge (pricing greeks, market conventions, delta calculations pricing barrier options etc), and a strong interest in taking a high impact business role. Exceptional C++ developer experience and business ability will be rewarded with an impressive career structure and highly meritocratic environment.
Upmost confidentiality assured.
Please apply directly to qfm@selbyjennings.com or call +44 207 0194 137 |
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