Recent content by fixedincomenyc

Alot of these type of questions are answered at globalderivatives.com I guess I can answer your last question, about corporate culture. At the larger IT firms IBM/AMD/INTEL etc you know right away what your career path is. For example, after 2-3 years in, and maybe 10-15 years down the line...

oh i just noticed one thing, this is not a logitudinal study. so on the face of it, we have a behavior-link study with respect to income, not really career promotion over time.

I'd agree with Mike on this. However, there definately tends to be a abstain factor for desk-traders between Monday-Wednesday. Thursday the drinking begins, and friday trading is dead between 2-3pm, even for OTC products. Generally, a good job, a great salary & career is by no means...

Gotcha. I'm currently employed - wouldn't want there to be a conflict of interest.

Ditto. Generally, Vista is uncharted territory as far as I am concerned.

Mike, The major rating agencies: fitch, moodies, and s&p publish the default probabilities you speak of based on their proprietary models. They look at peer rating class, then evaluate historical credit-default loss experience. BBB is something like below investment grade is something like...

The way your problem description is stated, I would think you were trying to derive a FTD-pricer of sorts, for a n-th to default structure. Which would make sense because the premium/spread pricing is a coupla probability to default calculation, and is similiar to what you have described...

Hey Andy, Is this a Baruch or IAFE hosted event? Also is this a general open house to guests, MSc graduates, etc?

Adam, nice post. This seems to be a recurring problem in finance involving access/excel imports and exports. There is a transferspreadsheet method as well, with acexport, acimport, aclink paramerters for directional data flow. These functions you probably won't know of unless you are a vba...

I am not sure about these: OCaml, Haskell, F#, However, either one of these may be supported by .NET If this is the case you could easily interface with stored .NET/CLR/CLS routines coded in C++/VB at the firms that implement the more popular languages. So really, you need a list of...

Hi Andy, Do we have any other active NJ princeton orrutgers folks on quantnet? I'd like to know more about MSc Fe, and ORFE respectively. Thanks

Hi Andy, et al, Excellent direction you have decided to take. I think it is clear that baruch, your department/director, andy, baraider, and the entire quantnet community has succeeded here. If there is anything I can do in the way of graphic design let me know. The quantnet website could...

I think we've fixed it. Send me a screenshot if the problem persists. fyi to all, we will be launching our new domain soon. And there after, a partnership with a major trade magazine.

Nice site, I've also included some valuable references at my site. You may find the link between CDS and subprime ABS CDS there.

Well said. I just wanted to add that you may benefit from the networking opportunities available by doing an classroom cirriculum.