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全部话题 - 话题: daerbao
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B*********h
发帖数: 800
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来自主题: Quant版 - [合集] 大家看看这题
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daerbao (daerbao) 于 (Thu Mar 29 21:16:42 2007) 提到:
x y random draw from (0,1), a=min(x,y)
b=max(x,y), what's the correlation between a and b? Thanks!
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daerbao (daerbao) 于 (Thu Mar 29 21:22:55 2007) 提到:
我觉得应该是1/2,但不知怎么做
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bitq (bitq) 于 (Thu Mar 29 21:37:00 2007) 提到:
check this out
http://www.mitbbs.com/mitbbs_bbsann2.php?path=scitech.faq/Quant/InterviewQuestions/M.11
f****n
发帖数: 4615
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来自主题: JobHunting版 - [合集] OPT & H-1 very careful
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daerbao (daerbao) 于 (Tue Jun 27 17:33:16 2006) 提到:
I applied OPT, today I got receipt. But employer have to start apply H-1 right
now. They said my OPT will not be approved since H-1 is approved firstly. So
I have to go back to CHina to active H-1.
Since my offical diploma will be distributed on October, so I think on Oct.1,
I am still F-1, why I should leave USA?
So disappointed.
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wildThing (东风起兮轰他娘, 安得巨浪兮吞扶桑
b**********y
发帖数: 326
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来自主题: Living版 - 厨房有poder room , 可以接受吗
大家都好挑啊!
这也算个事儿吗?而且也能改吧?
在 daerbao (daerbao) 的大作中提到: 】
B*********h
发帖数: 800
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来自主题: Quant版 - [合集] help on SDE
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daerbao (daerbao) 于 (Thu Mar 29 20:28:28 2007) 提到:
How to solve this equation:
dX(t)=-(X(t)/(1+t))dt+sigma*dW(t)
Thanks!
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yhht (xxdd) 于 (Thu Mar 29 20:53:51 2007) 提到:
let Y(t)=(1+t) X(t)

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tribeca (Cointegration) 于 (Thu Mar 29 20:58:13 2007) 提到:
That's amazing. I learned stochastic calculus before, but the topic of SDE
is not introduced. Is there any reference to g
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