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  1. Urszula

    Portfolio replication

    Has anybody worked on replicating a portfolio of insurance liabilities?
  2. Urszula

    R optimization algorithm

    I am trying the below installation but it returns error message. Is that really N/A for 2.15 or am I doing something wrong? > install.packages("DEoptim", repos="") Warning: unable to access index for repository
  3. Urszula

    R optimization algorithm

    Hi, does anybody know nonlinear global optimization packages/functions in R. I am working on replicating a portfolio and have about 35 scenarios for 20 different assets which weights I am trying to optimize to match the MV changes of the portfolio.
  4. Urszula

    Hi Sandesh, My email is I met with Secil and Idil and I think we have all...

    Hi Sandesh, My email is I met with Secil and Idil and I think we have all 8 done.
  5. Urszula

    Hey Vladimir, are you there?

    Hey Vladimir, are you there?
  6. Urszula

    J.P. Morgan's CDS Analytical Engine Available as Open Source

    Not available yet. Commentary ISDA is in the process of making this code available as open source. This will happen in the very near future. Once the information is available, ISDA will provide further information through a broad announcement.
  7. Urszula

    Excel lookup form

    Thank you Andy. That should work. I appreciate.
  8. Urszula

    Excel lookup form

    Hi, :sos: I am trying to look up some values in Excel from another tab based on specified value as a filter. Meaning I want to enter a name in one cell and return a list of values from a bigger list that corresponds to this name. I can't use lookup function because there are multiple values...
  9. Urszula

    VBA looping problem

    Good point. I don't have live data though. At least not at this time. The problem is that at all times there is something entered in both cells; they are never empty. I need one to respond to the change in the other.
  10. Urszula

    VBA looping problem

    Ok. I figured that out. I added at the beginning "Application.EnableEvents = False" and at the end "Application.EnableEvents = True" to stop the sub from firing off every time there was a change within the code. Thank you for helping out Chris.
  11. Urszula

    VBA looping problem

    Hm...Hi Chris...I am not sure if I am understanding your approach either. :) Let me clear it up. I have two fields one $ strike and one % strike. I can enter either one and the other will be calculated based on my new entry. To mark that I entered $ amount I want to make it bold. If afterwards...
  12. Urszula

    VBA looping problem

    Hi, :sos: Any idea what can be wrong with this piece of code? I want to make the cell I am changing bold but it looks like it is looping and before I get my desired result it changes bold-not bold-bold-not bold for about like 20 times. I would appreciate some advice. Private Sub...
  13. Urszula

    Hi Muting, How is your internship going? Anything interesting? Hope all is well. Urszula

    Hi Muting, How is your internship going? Anything interesting? Hope all is well. Urszula
  14. Urszula

    3rd Fridays in an array - Excel

    Thank you! Very helpful
  15. Urszula

    3rd Fridays in an array - Excel

    Hi guys :sos:, I have an array of dates starting in 2000 and I need to find which of them are 3rd Fridays of each month. Any ideas how to do it efficiently? Thank you!
  16. Urszula

    Interview with Dominic Connor

    Sounds about right. After finishing high school with math-physics concentration, I went into acting. Had no idea what to do with math skills. It didn't look like a career path with many opportunities. No one ever said to me 'Hey, you are smart. Why don't you try engineering?'. But they said...
  17. Urszula

    Interview with Dominic Connor

    The issue exists whether you choose to ignore it or not. There are not many women in MFE. Personally it doesn't bother me. I responded to Dominick's post that the solution may not be as simple as "show them the money". There are many other factors involved.
  18. Urszula

    Interview with Dominic Connor

    Hm...Maybe the issue is not that women don't see the money but that they don't value the money as much as guys do. I may be an exception but if I were to join MFE program it would be from the love of knowledge and not rising my paycheck. I noticed that I don't think as aggresively about making...
  19. Urszula

    The Master Happy Birthday thread

    С днем рожденья Vadim! всего хорошего! :partyman:
  20. Urszula

    Formatting Problem

    That shouldn't be difficult. Highlight the column you want to convert. Select Find "-" and Replace by an empty cell. And then Replace All. Hope that helps.
  21. Urszula

    A nice joke I found circulating around ...

    PRIME NUMBERS Mathematician: 3 is a prime, 5 is a prime, 7 is a prime, and by induction - every odd integer higher than 2 is a prime. Professor: 3 is prime, 5 is prime, 7 is prime, and the rest are left as an exercise for the student. Physicist: 3 is a prime, 5 is a prime, 7 is a prime...
  22. Urszula

    Free access to MATLAB?

    There is MATAB installed in VC building computer labs in Baruch. At least on the 6th floor.
  23. Urszula

    John C Hull Book --$35 per copy

    I am interested as well...
  24. Urszula

    Need help with VaR!!!

    Are you guessing? Have you ever seen this equation? I would say that VaR would be z*StDev. Is there any problem with this approach?
  25. Urszula

    Need help with VaR!!!

    I need some help! :sos: I am not sure how to apply the equation in the following example: Assume a company will issue $1 billion in 10-year debt in 6 months - Each basis point (0.01%) change in rates will raise borrowing costs by $800,000 per $1 billion issuance - How much could borrowing...