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Quant版 - [合集] An interesting paper for stock price model
相关主题
[合集] [合集] An interesting paper for stock price modelJunior Programming Question
about the proof of Lévy-Khintchine formulaMorgan Stanley....
推荐一篇短文<>, by Daniel Stroock求期望值 (转载)
推荐一本书《Partial Differential Equations for Probabilists》那种在大公司里做financial analyst的人一般是哪种专业的啊?
[合集] 面试题(volatility)有啥快速心算duration的办法么?
[合集] wordquant的online test是咋回事?GSAM
一个概率问题a question about futures curve
a math problem请问个发paper的问题
相关话题的讨论汇总
话题: mon话题: apr话题: paper话题: model
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b***k
发帖数: 2673
1
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pangz (zz) 于 (Mon Apr 20 10:13:04 2009) 提到:
http://www.wilmott.com/messageview.cfm?catid=11&threadid=70037
or
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1374688
☆─────────────────────────────────────☆
JunkFood (垃圾食品) 于 (Mon Apr 20 11:39:51 2009) 提到:
原来是中科大著名的庞华栋啊!

☆─────────────────────────────────────☆
Andreas (有業盡勤|防火防暴防民科) 于 (Mon Apr 20 11:43:52 2009) 提到:
这个网页不厚道,我初看还以为是卖paper的广告呢 =,=
☆─────────────────────────────────────☆
pa
p***z
发帖数: 132
2
Usually, this loyalty happens most at very famous and relative mature fields
. So many smart people crowded there. There will be only one or two of them
successful and most are sacrificed or are just audiences. In this world,
there are so many interesting thing, why should we stick on one tree?
One good example is the students at "Special class for the gifted young" (
Shao Nian Ban) at USTC. There are some well known example of "failure", like
Ning Bo, Xie Yanbo and Gan Zheng. They are very smar
p***z
发帖数: 132
3
不过选好坑,或选好挖油的地后,就是发挥毅力的时候。 我有一个故事,至今仍不时
激励着我。2003年我在 MIT做多元微积分的助教(会包括一些基本的微分几何,如
manifolds的概念).每周答疑,都会有一个戴眼镜的美国老人跑来问问题,他很彬彬有
礼,问的问题也很deep.我一直以为他是某个系的教授,过来学点数学。知道最后考试
,我才知道他是我们系的janitor. 他初中毕业就已辍学了(美国也有苦孩子啊),后来在
MIT扫了十几年厕所,旁听了十几年的课。他教会了我什么叫执著。非常感谢他。 说
出来大家共勉。
p***z
发帖数: 132
4
For some people, they went to finance industry/academic world, not just for
money. (I fully admit I like money. It's part of my interest. Nothing wrong with that and I feel proud. 我从5岁开始,每天都要到我父母开的杂货店里帮忙卖东西,我对顾客的心理和他们各种砍价的技巧还是很有心得的。Same as the trading and sales happening everyday at Wall st. So when I look at any price number, what appears in my mind is a scene that two or more people fight for a number that they all agree eventually. It involves too many strategy and wisdom. I will always show
p***z
发帖数: 132
5
Dr. Daniel W. Stroock, a great probabilist, http://en.wikipedia.org/wiki/Daniel_W._Stroock
Dr. James H. Simons, a great geometer and billionare
http://en.wikipedia.org/wiki/James_Harris_Simons
p***z
发帖数: 132
6
If you made or saved money by this model, please be kind and generous to mail a check to me. I need money to buy high-quality data for my new research. My personal savings is depleted. Thanks and god bless you!
Payable to: Huadong Pang
277 Park Ave. 12th fl. New York, NY, 10017
or Paypal Account: h****[email protected]
p***z
发帖数: 132
7
Part of your donation will go to support some poor but talented students at
China. You can also directly donate at http://www.ocef.org to support some poor students. Thanks again for your generosity.
D*******a
发帖数: 3688
8
donation

at

【在 p***z 的大作中提到】
: Part of your donation will go to support some poor but talented students at
: China. You can also directly donate at http://www.ocef.org to support some poor students. Thanks again for your generosity.

p***z
发帖数: 132
9
Thanks.

【在 D*******a 的大作中提到】
: donation
:
: at

p***z
发帖数: 132
10
A new generalization is added to the appendix B. The new revision is
available at SSRN now.
1 (共1页)
进入Quant版参与讨论
相关主题
请问个发paper的问题[合集] 面试题(volatility)
3 papers on medium_term nots, thanks[合集] wordquant的online test是咋回事?
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我的quant经历a math problem
[合集] [合集] An interesting paper for stock price modelJunior Programming Question
about the proof of Lévy-Khintchine formulaMorgan Stanley....
推荐一篇短文<>, by Daniel Stroock求期望值 (转载)
推荐一本书《Partial Differential Equations for Probabilists》那种在大公司里做financial analyst的人一般是哪种专业的啊?
相关话题的讨论汇总
话题: mon话题: apr话题: paper话题: model