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Construct implied PDF of returns from implied...Alright nerds, help out a finance noob. I have a feeling that it should be possible to reconstruct an implied PDF (or at least N moments) of returns for an asset given it's implied volatilities. I have some ideas about how one could do this, but it would be awesome if someone smarter than me... 3 years 5 months

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HF 40 Highest Earners 2011Wow, RenTech! What I'd give to learn what those guys are doing... 3 years 2 months
Master of Science - Financial EngineeringAnother thing I remember from the info session- the head admissions lady meant fucking business. At one point, she went around and asked everyone their academic background. One guy had a non-quantitative degree and she got on his case. When he got defensive, she asked him to come to the front... 3 years 2 months
Master of Science - Financial EngineeringCheck out this thread: http://www.wallstreetoasis.com/forums/top-master-financial-engineering-chances Here's my comment from the thread: [quote=joe_monkey]Just dug out my notes from a Berkeley MFE info session. No guarantee of the accuracy of what I scribbled down: -Finance experience (FT... 3 years 2 months
Honor SocietiesI paid membership dues to Phi Beta Kappa, because why the hell not? Any "honor society" that sends you a letter after your first semester is probably 90% scam, 10% small scholarships. 3 years 3 months
GS IBD or Bain to build PE Resume[quote=Aragorn]If you read his post carefully, you'll see that he did not get an offer from Bain Cap. This leads me to believe he got an offer from Bain & Co. for their Associate Consultant Intern position (since he's a junior at a target ivy). [/quote] Oh, you're right. Regards. 3 years 3 months
GS IBD or Bain to build PE ResumeDid you get an offer from Bain & Co. or Bain Cap? Love your username, btw. 3 years 3 months
What's your personality type?Ha- ENTJ. Makes sense, although I think it's difficult to answer the questions in a way that doesn't reflect a romanticized perception on your own personality. Here's my breakdown: extraverted 22 intuitive 38 thinking 50 judging 1 3 years 3 months
Anyone heard of Quad Capital?[quote=monkeyc][quote=joe_monkey] An ironic situation is something like rain on your wedding day.[/quote] cosmic irony doesn't count and the quadruple post is ironic if intentional. don't be a douche and wrong at the same time.[/quote] My use of the Alanis lyric was intentionally ironic... 3 years 3 months
Anyone heard of Quad Capital?[quote=eriginal]Kind of ironic that that would happen to someone posting about quad capital.[/quote] No- it's coincidental, not ironic. An ironic situation is something like rain on your wedding day. 3 years 3 months
Anyone heard of Quad Capital?Was the quadruple post intentional? 3 years 3 months