Recent content by charlesdwright

  1. Spruill: I hope you are well. I see you are busy...glad for that...nonetheless, are you...

    Spruill: I hope you are well. I see you are busy...glad for that...nonetheless, are you available for crash course in binomial trees? Say an hour or so, on me? Prepping for a job interview. I don't think we ever covered this in 9814. If not, I understand, & best wishes anyway. Charles
  2. Big Data MOOC announcement

    Just a note that your reputation for excellence benefits us as students and thank you for upholding it.
  3. connecting C++ and SQL Server

    may want to have a look at: http://stackoverflow.com/questions/971478/c-sql-database-library-comparison
  4. http://www.realclearpolitics.com/printpage/?url=http://www.realclearpolitics.com/articles/2011/06...

    http://www.realclearpolitics.com/printpage/?url=http://www.realclearpolitics.com/articles/2011/06/23/elena_bonners_rich_legacy_110332.html
  5. Harvard's Bet on Interest Rate Rise Cost $500 Million to Exit

    No way those guys are stupid. Here is an article about Jack Meyer who was the CEO of Harvard endowment 1990-2006. The article is from 2005. Smart, probably so.But while we're invoking Wall Street maxims, there's this: "Never confuse brains with a bull market."
  6. Harvard's Bet on Interest Rate Rise Cost $500 Million to Exit

    Seen on another forum: "Clearly not the smartest guys in the room."
  7. Harvard's Bet on Interest Rate Rise Cost $500 Million to Exit

    Oct. 17 (Bloomberg) -- Harvard Universitys failed bet that interest rates would rise cost the worlds richest school at least $500 million in payments to escape derivatives that backfired. Harvard paid $497.6 million to investment banks during the fiscal year ended June 30 to get out of $1.1...
  8. Numerix University-Free Financial Engineering Two-Day Course

    Did anyone attend this? I just noticed it...sorry I missed it.
  9. SQL

    Often the data-management part of the work I've done in Excel in support of some model would beg for more efficient ways to be done. This isn't my specialty, but I gather that the memory requirements -- the overhead -- of storing Excel row-and-column data (address, properties, etc) must be...
  10. SQL

    Thanks all for the input. I would like to do a class project rooted in a practical market application. If anyone has something they need done in SQL with VBA, and it's suitable in scope for the project, I'll do it gratis in exchange for a reference. My industry references are solid. If...
  11. SQL

    Frequently, SQL is used in trading support roles. Does anyone have any familiarity with how so?
  12. MTH 4100 Linear Algebra and Matrix Methods Class Notes

    Better late than never, and in the interest of completion, the remaining notes are attached. 11/17 Effect of Elementary Row Ops on Determinants: Review. 11/24 Determinants: Review; Cramer's Rule. 12/01 Properties of Vector Space Ops; Dot Product, Norm and Distance. 12/03 Properties of Vector...
  13. The invisible hand of the free market

    quants ought to stick to crunching numbers.
  14. An act of heroic altruism

    Is there a proof for this?
  15. Sylvain Raynes: The State of Financial Engineering

    I'm inclined to think a curriculum in a hot new field is at least partly industry-driven. I'm inclined as well to suspect that the industry said, "give us people who can do the fancy math." Separately, nobody can take a good idea and run it into the ground like Wall Street when in a regime of...
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