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Forum: Income and Jobs

28-02-2012, 10:59 PM

Replies: 60

Seeking Advice For Jobs In Finance Sector

Views: 28,553

Posted By Anonymous

forward libor - use change of numeraire. :D jumps...

forward libor - use change of numeraire. :D jumps are too complicated to solve analytically without making ridiculous assumptions so probably numerical.

Forum: Income and Jobs

28-02-2012, 10:25 PM

Replies: 60

Seeking Advice For Jobs In Finance Sector

Views: 28,553

Posted By Anonymous

Hmm... my friend who is working on his actuarial...

Hmm... my friend who is working on his actuarial certification told me stochastic calculus (continuous) is more difficult.

Forum: Income and Jobs

28-02-2012, 10:22 PM

Replies: 60

Seeking Advice For Jobs In Finance Sector

Views: 28,553

Posted By Anonymous

Haha hey did you read Book 2 (continuous...

Haha hey did you read Book 2 (continuous stochastic modelling) or book 1? :D book 1 is baby stuff btw.

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