g*u 发帖数: 10  1 Financial developer C++, Derivatives
Global investment bank seeks a financial developer for a global, front
office risk management credit & rates derivatives system that computes
credit spread, default, correlation, recovery sensitivities.
Requirements:
Minimum 25years development experience in the financial/derivatives world.
Good object oriented design skills
Strong C++* Good knowledge of derivatives pricing
Knowledge of credit derivatives a plus
Quantitative degree
Solid knowledge of risk ... 阅读全帖 

D******e 发帖数: 35  2 EB2 I485 紧急求助， 希望有经验的同学们给点建议：
绿卡之路不是很顺, EB2 PD 2007/06, 一切顺利的话去年就该批了。唉！
背景资料：
2006 年参加工作， 趁着07年7月大潮concurrent交了140/485 (我Primary, LG
Derivative) , 结果被公司律师乌龙file成了EB3. 一直没有发现这个错误，知道去年
排期到了，绿卡一直没动静打ServiceRequest电话才发现。 然后通过律师跟USCIS要求
改正，今年6月份USCIS终于改成EB2. 现在十月排期又到了，打了SR，结果回复说我的I
485现在不能处理因为LG(derivative) 的140 pending!!!
老公比我开始工作早，公司却一直拖着不给办绿卡。 2008年终于松口可以办了，基于
当时我这边也没看到什么曙光，LG就通过他的公司也开始办了。 之间碰到各种delay,
今年上半年perm才终于办下了，然后于不久前交了他的140申请。目前140 pending 而
且估计还要pending很长一段时间。
我们咨询了双方公司的律师,都说primary cas... 阅读全帖 

I**********s 发帖数: 441  3 不等价. 如果在Base里declare, 在Derived里定义, 可以直接用Derived class的
instance. 现在必须在Derived的Derivative class里定义之. 此外根据其他相关class
的定义, 整个derivation structure都不一样. 总而言之, 差别大了. 

v*****r 发帖数: 2325  4 class base{ base() {}； ~base() {};};
class derived : base { derived() {}; ~derived() {};);
base* ptr = new derived;
explain what will happen
my guess is that:
with out specify virtual function, even through the derived class object is
allocated, but ptr will use base class members… if there is no virtual
function declared in base class.
right? 

j****j 发帖数: 270  5 Hi all,
I am looking for the RadonNikodym derivative when both Brownian Motion and
Poisson Process present? For example, when the Bt and Nt are independent, we
have a RadonNikodym derivative which is the product of the RN derivative
of the Brownian Motion part and the RN derivative of the Poisson Process
Part. But what if they are not independent? 

n****e 发帖数: 2401  6 Recently, we have seen that the Japan market has experienced increased
demand for Quantitative Analysts in the Derivative business, especially in
the Interest Rate business. We are currently working a couple of crossasset
roles with requirements below:
This Tier 1 Investment Bank is looking to recruit IR/FX and Equity
Derivative Quantitative Analysts with 24 years experience to sit on these
respective Derivative trading desks in Tokyo.
In this role, your daily responsibilities will include:
 ... 阅读全帖 

t******l 发帖数: 51  7 Hi,
I have a pending I485 (over 180 days) and approved I140 from my current
employer (EB2).
My question is that I am planning to file my dependents' derivative I485
soon (I didn't do it when I filed my I485). But meanwhile I am planning to
change the employer.
1. Do I need my current employer's support for my wife's derivative
application? Or I can do it myself since it is a derivative case without any
documents from my current employer.
2. Or if I wait until my current employer files her applic... 阅读全帖 

w****g 发帖数: 44  8 Hello:
any one know how to obtain the derivative of the cubic spline interpolation
results using a program ?
I am thinking about using a program to find the cubic spline interpolation
and the
derivative of the cubic spline interpolation results based on the input. the
example input file is listed below: a list of potential energies of a pair
particles as a function of the distance
r1 E1
r2 E2
r3 E3
The goal is to find the interpolated potential and force (negative
derivative of the cubic spline 

B*********h 发帖数: 800  9 ☆─────────────────────────────────────☆
scarface (人生犹如一场电影) 于 (Tue Nov 14 15:19:21 2006) 提到:
fixed income derivative vs. equity derivative
Which career path is more rewarding?
My friend told me fixed income has higher bar and thus is a better
career. too many people in equity derivative.
but i found fixed income quite boring.
any expert opinions here?
☆─────────────────────────────────────☆
yunEr (一片云) 于 (Tue Nov 14 15:38:30 2006) 提到:
The point is you need to stand out in the area you 

s**a 发帖数: 178  10 Company: Bulge Bracket Global Investment Bank
Loc: HK or Tokyo
Position: Property Derivatives Trader (VP)
Description:
We are seeking an individual to lead the effort into a very new area of
correlation trading  property derivatives. He/she will trade property
derivatives as part of our PacRim Structured Credit Trading team. We are
looking for a young bright person (VP level) who will be a trader for the
market and can also help build the business from a variety of aspects (
trading/marketing/ 

s**a 发帖数: 178  11 Company: Bulge Bracket Global Investment Bank
Loc: Hong Kong/Tokyo
Position: Eq Deriv Research Sales Quant
Description:
Looking for a number cruncher for equity derivatives research/sales team to
be based either in HK or Tokyo. PhD/MBA in Economics/Finance preferred.
Equity derivatives knowledge a must. Can be fresh grads but need indepth
understanding and handson modeling experience in securities.
Ideally speaking looking for a wellround person who can structure/trade/
sell as well as quanti 

s**a 发帖数: 178  12 Company: Bulge Bracket Global Investment Bank
Loc: Singapore, potentially HK
Position: Commodity Derivatives Structurer/Marketer  Strategist
Level: VP and above
Description:
Commodity Derivatives Structurer/Marketer  Strategist Team
 Must have experience with structuring derivatives, commodities experience
a big plus but not essential
 Need someone who is an "idea" guy that can provide tailor made structured
solutions to clients
 Must be familiar w/ sales process and able to work w/ snr. sa 

t*******y 发帖数: 11968  13 【 以下文字转载自 Actuary 讨论区 】
发信人: talkdirty (talkdirty), 信区: Actuary
标 题: 请帮忙比较一下Derivatives Markets的书
发信站: BBS 未名空间站 (Sat Dec 13 18:06:03 2008)
精算FM和MFE都推荐用麦当劳的书. 搞金融的都推荐看HULL的书. 有没有朋友两本书都
看过的,给点意见哪本更好些. 谢谢.
Derivatives Markets ROBERT L. MCDONALD
Options, Futures, and Other Derivatives John C Hull 

C***m 发帖数: 120  14 也贴一个猎头发来的职位，聊胜于无吧。有兴趣的直接联系猎头
Equity Derivatives Quant Role
Garrett Lash
Garrett Lash Pricing, Structuring, Modelling and Development at GQR Global
Markets
InMail Feedback: 5 stars
Email: [email protected]
Phone: 3108075036
Category: Expertise request
Date: November 25, 2013
Hope this finds you well. We are looking for an equities derivatives quant
to join a computer software firm in Los Angeles.
The Requirements:
+ 23 of Equity Derivatives Pricing and modeling
+ Expert C++ background
+ Ability to ... 阅读全帖 

c*****o 发帖数: 178  15 谢谢！不过这个太高深了吧，我完全没有finance的背景阿。这个是senior
calculation
programmer.但是电面的时候还是算法和数据库，所以现在onsite比较担心这个问题。
我只想要快速
熟悉一下如何求derivative 和 second derivative好像就差不多了。 

c*****o 发帖数: 178  16 是我没说清楚。我其实想问问如何近似地估计derivative和second derivative。这个
职位确实是
和金融相关的。请问您有这方面的资料能推荐一下吗？谢谢！ 

c**********e 发帖数: 2007  17 In a class inherits from another and overides a virtual function, how must
the exceptionspecification for the derived (overridden) function be related
to the base function?
a) Derived functions cannot have exception specification.
b) It must be at least as restrictive.
c) It must be the same.
d) Virtual functions cannot have exceptionspecifications.
e) It must be less restrictive. 


N********n 发帖数: 8363  19 Morgan Stanley has ended a confrontation with a Chinese company over
disputed hedging contracts in an outofcourt settlement that may be a model
for ending similar disputes involving mainland enterprises.
The Morgan Stanley dispute with China Haisheng Juice Holdings was the most
public of many between foreign investment banks and dozens of mainland
Chinese companies over lossmaking derivatives deals.
The scale of the losses in the wake of the financial crisis triggered a
clampdown on derivative 

b********y 发帖数: 5829  20 不支持这个spin off derivative 的条款，认为这会加大金融系统风险
他们支持的是Volcker Rule，就是禁止自营derivative 

h*********e 发帖数: 79  21 美国生宝宝在485cover letter要作为Derivative Beneficiary吗？感觉应该把他的出
生证明等放进去来证明我和LD的婚姻关系，但是不知道是不是
需要作为Derivative Beneficiary提呢？感谢过来人指导！！ 

h*********e 发帖数: 79  22 美国宝宝在485cover letter里要作为Derivative Beneficiary吗？感觉应该把他的出
生证明等放进去来证明我和LD的婚姻关系，但是不知道是不是
需要作为Derivative Beneficiary提呢？感谢过来人指导！！ 

D******e 发帖数: 35  23 申请140的过程中还没有derivative, derivative 是到了交485时才有的。 

i***h 发帖数: 12655  24 也就是说Base function 不是 virtual 的
对我上面的例子来说等于没有virtual
(假定没有class 继承 Derived)
比如
Base *b = new Derived;
b>foo();
还是会调用 Base::foo()
这么理解对么? 谢谢
class 

v*****r 发帖数: 2325  25 yes. without explicity specify "access specifier ", it is
class derived: private base {
}
Although the constructors and destructors of the base class are not
inherited themselves, its default constructor (i.e., its constructor with no
parameters) and its destructor are always called when a new object of a
derived class is created or destroyed. 

s*********m 发帖数: 16  26 PatientDerived Xenograft是做药理实验很好的模型。想请教一下各位大牛，Patient
Derived Xenograft可以做基因功能研究吗？比如knockdown或者overexpress一个基因
，看看对肿瘤生长的影响。 

e*****r 发帖数: 1229  27 have worked on this for one week. Only limited progress even with help from
friends.
For a molecules, we have a series of vibrtational mode. How to calculate the
transition dipole derivative between excited states and ground staes
where n is an excited vibrational states and 0 is the ground state. \mu is
the dipole
operator.
With Gaussian 03, I can produce .fchk file. There is a section Dipole
derivative.
However, it is very difficult for me interprete these numbers. It looks that
i 

z*******e 发帖数: 24  28 Please help me on the following derivative:
How to take derivative of \int f(x)lnf(x)dx on f(x)?
Thanks in advance. 

s**a 发帖数: 178  29 Company: TopTier Global Investment Bank
Loc: London, UK
Position: VP, Credit Derivative Quant
Description:
Ph.D. in physics, math, quantitative finance or related quantitative field.
Ideal candidate will possess 2+ years or more of handson experience in the
recent credit derivatives models using C++. Must have excellent
communication skills to work closely with the business.
Work with the London structurers and the global trading desk to produce
analytics in support of the Correlation Credit p 

s**a 发帖数: 178  30 Company: Top Global Investment Bank
Loc: NYC
Position: MidLevel Equity Derivative Quant
Description:
Knowledge of equity derivatives, including exotics and multiasset products
.
Front office skills, with good communication and presentation
Will both develop models (6070% of the time) and do desk quant work (3040
% of the time)
PhD in math or physics.
Monte Carlo and stochastic models.
Some background in financial mathematics
C++ implementation skills
13 years of experience
********* 

e*******e 发帖数: 1144  31 "Derivative pricing, on the other hand, makes heavy use of stochastic
calculus. They are what financial engineering curriculums are designed for"
Do you mean that typical MFE programs provide training for derivative
pricing quants? Then how about quants in equity/microstructure if MFE
program graduates are not trained for these positions? 

d*******n 发帖数: 524  32 Have no idea what you guys were talking about here.
So I just derived it myself.
Here I use the lowercase s to represent the logarithm of stock price:
s = ln(S)
and use v to represent the value of the derivative.
then under GBM assumption for the stock price:
s = (r1/2sigma^2)t + sigma*W
which is a biased Brownian Motion.
(Note: this W is a BM only in the riskneutral probability space,
not the real probability space. All the following BMs,
expectations and Martingales are in the riskneutral s 

k****r 发帖数: 176  33 看成Modeling Derivatives in C++了，叫兽有评
Ambitious book that receives a lot of flak on Wilmott forum. A useful
reference. Often uses quantlib code.
同作者此书叫兽也提到了，不过没有任何评价
Modeling Derivatives Applications in Matlab, C++, and Excel 

f**********r 发帖数: 2137  34 【 以下文字转载自 Stock 讨论区 】
发信人: fingerdancer (碍眼猫), 信区: Stock
标 题: Derivatives Rules Would Cost Banks Billions
发信站: BBS 未名空间站 (Fri Apr 30 12:56:49 2010, 美东)
Goldman Sachs could lose up to 41 percent of its earnings if Congress
approves tighter regulation of the
derivatives market, according to an analysis by Bernstein Research. That’s
equivalent to wiping away $3.9
billion in Goldman’s earnings this year if the stricter regulations were in
effect for the entire 12 months,
according to a subsequent a 

l*0 发帖数: 19  35 现在有两个机会，同一个公司，同样的pay，senior associate
一个是在equity derivative 的quant， C++编程，derivative pricing modelling
另外一个是algorithm trading(非prop trading）的strategy quant，主要做market
impact modeling and analysis, Intraday trading pattern analysis等，
statistics比较多
请问选哪个比较好？ 个人偏向第二个，请指点。 

n****e 发帖数: 629  36 Market Risk Strategies is responsible for designing and implementing market
risk measurement models as well as approving pricing models used by the
firm. The group is comprised of two teams: Risk Modeling and Derivatives
Analysis.
Risk Modeling is the core group that designs and implements all risk models
for our trading portfolio, including VaR models, stress testing and hedging
analysis. We are looking for people who have strong quantitative and
technological training.
Derivatives Analysis con 

z****g 发帖数: 1978  37 做了几年equity trading，现在看见derivatives的东西就烦...看来投不了derivatives
的职位了 

f*******g 发帖数: 377  38 甭瞎折腾了
做derivatives quant也不是啥enjoy的事
用stats去做equity trading只要能赚钱比做derivatives quant强多了 

m****r 发帖数: 141  39 如何才能专门针对 derivatives/equity/option/ interest rates, FX, credit,
pricing 提高 C++ (perl or python) 编程, 而不是泛泛地象准备CS 面试那样.
For example, 我想 练习derivative products C++ pricing, BS model
implementation
有这方面练习 book or online resources ?
Mark Joshi's book 有一些 C++ 练习, 但是没有答案,
请牛人指点哪里有更好的书 or website ?
Thanks 

D********n 发帖数: 978  40 Dec. 15 (Bloomberg)  Credit Agricole SA, France’s second
largest bank by assets, will report a loss for 2011 and
eliminate 2,350 jobs at its investmentbanking and consumer
finance units as Europe’s debt crisis erodes economic growth.
Credit Agricole, based outside Paris, will book about 2.5
billion euros ($3.24 billion) in fourthquarter writedowns on
investments, including stakes in Spain’s Bankinter SA and Banco
Espirito Santo SA of Portugal, it said in a statement yesterday.
... 阅读全帖 

c*********n 发帖数: 128  41 网上一堆的paper讲OIS discounting的，但全部都是针对fixed income的。
但是从原理上来看，换到OIS discounting的主要理由是collaterized的product的
funding curve是OIS curve而不是Libor，那么这条理由应该对所有derivative适用。
而且按照下面的这个ISDA的note，似乎也是说只要是collaterized derivative都应该
用OIS discounting。
http://www.isda.org/uploadfiles/_docs/ISDA_Collateral_Cash_Pric
但我不知道实际上在其他desk上大家是怎么做的，没有在其他desk 比如CDS desk上的
人出来说一下吗？ 


m******t 发帖数: 2416  43 Attention everyone,
Here goes the call for anybody who's interested in making a
derivatives market with me around the Investment Board Fund.
For the starter, we could offer CDS on the Fund. And as the
trading volume goes up, we could also offer futures contracts,
not only on the Fund, but also on the bets. 


c**********e 发帖数: 2007  45 Check quant board. People there read Hull's book
"Options, Futures, and other derivatives". The tilte may be
inaccurate, you chould check Amazon.
There are other online materials from which you can learn options,
futures, swaps, etc. wiki is always a good resource.
Which kind of position? 

x***y 发帖数: 633  46 This statement is wrong, 1. the derived class have all the members of the
base class even if the inheritence is private 2. in a class, the same
function can only appear once, and accesibility won't affect this. As A's :
void f(int) goes into B, you can not have another void f(int) in B.
You can verify yourself in the programme to see that in B void f(int) is
till virtual by creating a class C publicly inheriting from B, and use B* to
point to new C. You can see that void f(int) is virtual. 

c**********e 发帖数: 2007  47 感谢xnxky and thrust两大高手。也感谢参与讨论的诸位。答案是d，解释也与两大高
手的解释一致。
b) "f(int)" from A cannot be overridden because it is private in A.
Therefore, the code declares two new nonvirtual functions.
This is incorrect. Whether a member function is private or not does not
play in determining whether or not it can be overridden.
d) "f(int)" is overridden and made public in B. "f(long)" does not hide it.
This is the correct answer. "f(long)" could potentially hide "f(int)" if it
were public in A, B derived publ 

l*****a 发帖数: 14598  48 obviously, base class pointer is not a derive class pointer
here u need type conversion
B* b=dynamic_casta; 

F*D 发帖数: 361  49 【 以下文字转载自 Quant 讨论区 】
发信人: usajobs (usajobs), 信区: Quant
标 题: Quant Developer to Implement Front Office Credit Derivatives models
发信站: BBS 未名空间站 (Tue Jun 30 21:57:56 2009, 美东)
Structured Credit analytics group is hiring for a Quant Developer to work on
model implementation for the Structured Credit desks (CDO, CLO, Default
Swaptions & other correlation products) and Credit Flow businesses (
Corporate Bonds, CDS, CDX & ABX).
This is a great opportunity to join a team which is building out from
sc 

a********n 发帖数: 1287  50 I just started a pharmaceutical intermediates company and our main
products include indole and its derivatives.
Please take a look at our website at http://www.bestminchemical.com/Index.html
If interested, please send me a message and we can negotiate the price.
Thank you. 
