Where are you from? Scotland.

Can you suggest a thesis topic for me? No. Pick something your supervisor is good at and can help you with.

I have a question about xlw. Use the xlw-users mailing list on sourgeforge. xlw.sourceforge.net.

I have a question about your book. Use the book bulletin board.

Would you like to know about typos in your book? yes, please post them on the book bulletin board.

I have a question about quant careers. Use the careers bulletin board.

I have a question about quant courses. Use the careers bulletin board.

I have a question about quantitative finance. Use one of the online forums including my bulletin board.

Can I do a masters in financial engineering at Melbourne? No.

Are you taking PhD students? I have too many already. I may take some more but only if some of the current ones graduate and you are really really good.

Is there funding for PhD students? Yes. If you have a good first class honours degree and are Australian you can get an APA. If you have a very good first class honours degree you can get a Melbourne Research Scholarship.

Do you take long distance masters or PhD students? No.

Do you take part-time PhD students? No. The completion rate for such students is too low for it to be sensible.

Do you still teach at Oxford? No.

When will your next book be finished? Proof patterns is in the final stages.

Can I be your facebook friend? If we haven't met in person or you are taking one of my classes become a "facebook fan" instead.

How many children do you have? I have 5 sons born in 2003, 2005, 2006, 2008 and 2010.

How do you interface C++ with VBA? I have no idea. Search the software forum on wilmott.com.

I have worked out how to interface C++ with VBA, would you like to see the code? No.

Why do you recommend wannabe quants learn C++? This is what most quant teams use.

Are there any plans to release your books electronically? No.

Why do you work in a university and not a bank? It's more fun working on long-term projects that interest me than doing short-term firefighting. I still do consultancy and so I am somewhere in between.

Why do you live in Melbourne? My wife is from Melbourne.

Is a PhD necessity for a quant? No, but it's very hard to break into quant without one.

What sports do you like to watch? None.

What do you do in your spare time? I'll let you know when I have some.

What do you drink? Good champagne when I can get it.

Can you give me an internship? No.

Were you surprised that things went badly wrong at RBS? No, but I was surprised that it went as badly wrong as it did.

Could you have stopped things going so badly wrong at RBS if you had stayed? No! Anyone who asks this vastly overestimates my influence. (This probably belongs on the jokes page!)

Will you reply to my message? You can increase the probability of a response by following these instructions

Why is your FAQ list so fearsome? properly directing queries saves both of us a lot of time. It is not intended to apply to people who know me personally. It has successfully reduced the amount of inappropriate e-mail that I receive.

Who do you support in the boat race? As a holder of degrees from both Oxford and Cambridge, I only celebrate when both boats sink!

I am one of your students and I'd like to buy you a present to say thank you. That's very kind, but please don't buy me any presents until you are no longer a Melbourne University student and please familiarize yourself with university's gift policy first.


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