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Recent content by charlesdwright

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    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
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    Big Data MOOC announcement

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

    may want to have a look at: http://stackoverflow.com/questions/971478/c-sql-database-library-comparison
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    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."
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    Harvard's Bet on Interest Rate Rise Cost $500 Million to Exit

    Seen on another forum: "Clearly not the smartest guys in the room."
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    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...
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    Numerix University-Free Financial Engineering Two-Day Course

    Did anyone attend this? I just noticed it...sorry I missed it.
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    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...
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    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...
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    Frequently, SQL is used in trading support roles. Does anyone have any familiarity with how so?
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    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...
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    The invisible hand of the free market

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

    Is there a proof for this?
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    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...