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  1. Muting

    IAFE Endorsed Event: Derivative Securites & Risk Managment Workshop

    The International Association of Financial Engineers is pleased to endorse The 15th Annual Workshop on Derivative Securities & Risk Management Friday, December 5th, 2008 Columbia University, Center for Financial Engineering and Center for Applied Probability Location: Uris Hall, Room 301...
  2. Muting

    Singapore: Finance Career Fair, New York, Oct 11.

    Note: You have opted-in to receive messages from eFinancialCareers. If you prefer not to receive these, you can be taken off the list by visiting here, logging into your account and then visiting the My E-Newsletter section and setting "I want to receive employer highlights & other promotions...
  3. Muting

    Pricing exotic interest rate derivatives

    The workshop is lectured by Mark Joshi, who has published many interesting math finance books and is also a long-time friend of Quantnet. Pricing exotic interest rate derivatives - The LIBOR Market Model in QuantLib with Mark Joshi 25-27th February, 2009 The Ada-Lovelace Room, The...
  4. Muting

    Does anyone know whether school is open tomorrow?

    Thanks for help. :tiphat:
  5. Muting

    Has anyone used Lehman Point before?

    Lehman Point is a portfolio analytics designed for portfolio manager. An web-based application of Lehman Point is called Point Online/PointWeb. Does anyone know where the website is? Or it is an internal website?
  6. Muting

    ABCP: Deutsche sells first Latin American conduit

    ( (c) Euromoney Institutional Investor PLC Mar 2008) "Mexico has a very established structured finance industry and there are a number of deals getting done in the asset-backed lending market" Brigitte Posch, Deutsche Bank ABCP conduits suffered a reputational battering as a result of last...
  7. Muting

    Bear Mountain Hiking 4-25-2008

    Hi all, Good things in life always last too short, and to extend the life of this dying patient called "spring break", let's take a trip to our neighbor Bear Mountain on the coming Friday. Below is the general schedule: 8:45 am: Depart from Port Authorities of New York 10:15 am : Arrive Bear...
  8. Muting

    Why is C++ good for Quantitative Finance? Top 3 reasons

    This is what I saw in Willmott. Indeed, it is a very interesting and important question. Dr. Duffy's answer is: 1. C++ is highly flexible an interoparable with everything on the planet. 2. Mature: supports multi-paradigm development. 3. It is an ISO standard (this means it will be around...
  9. Muting

    FT REPORT - FT FUND MANAGEMENT: Trading with the help of 'guerrillas' and 'snipers'

    The techniques used by fund managers when dealing in equities will be the focus of greater attention as three new developments come together. The first is the implementation, from November 1, of Mifid, with its new pre- and post-trade transparency requirements for equity markets. Second...
  10. Muting

    Artificial intelligence applied heavily to picking stocks

    NEW YORK: : Ray Kurzweil, an inventor and new hedge fund manager, is describing the future of stock-picking, and it isn't human. "Artificial intelligence is becoming so deeply integrated into our economic ecostructure that some day computers will exceed human intelligence," Kurzweil tells a...
  11. Muting

    Algorithmic trading

    Below is a general introduction to algo trade from Wiki. The reference link is also very helpful. In electronic financial markets, algorithmic trading, also known as algo, automated, black-box, or robo trading, is the use of computer programs for entering trading orders with the computer...
  12. Muting

    Baruch College President Rejects $2.4 M. Fifth Avenue Condo, Prefers to Rent

    by Max Abelson | December 11, 2007 This article was published in the December 17, 2007, edition of The New York Observer. The rejected penthouse came with a 30-foot living/dining room and a 25-by-27-foot corner terrace. Considering...
  13. Muting

    Diversity Job & Internship Fair

    Friday Nov. 16, 12-4pm in the NVC Gym; will include employers seeking all students, for both jobs & internships. I am not sure whether it is a serious one, but just in case.
  14. Muting

    Banks Said to Agree on Credit Backup Fund

    By ERIC DASH Published: November 11, 2007 The country's three biggest banks have reached agreement on the structure of a backup fund of at least $75 billion to help stabilize credit markets, a person involved in the discussions said yesterday, ending nearly two months of...
  15. Muting

    Citigroup Names Chairman and Plans Write-Downs

    The board of Citigroup today accepted the resignation of its embattled chairman and chief executive, Charles O. Prince III, and appointed Robert E. Rubin, the former Treasury secretary, as its chairman, according to a person briefed on the situation. Skip to next paragraph...
  16. Muting

    China Bank to Buy $1 Billion Stake in Bear Stearns

    By ANDREW ROSS SORKIN Published: October 22, 2007 Citic Securities, a top state-controlled investment bank in China, is planning to invest $1 billion in Bear Stearns and form a joint venture with the firm in Asia, the companies said this morning in a statement. The deal comes amid...
  17. Muting

    Banks May Pool Billions to Avert Securities Sell-Off

    By ERIC DASH Published: October 14, 2007 Several of the world's biggest banks are in talks to put up about $75 billion in a backup fund that could be used to buy risky mortgage securities and other assets, a move designed to ease pressure on a crucial part of the credit markets that...
  18. Muting

    Deutsche Bank to Write Down $3.1 Billion in Loans

    By MARK LANDLER Published: October 3, 2007 FRANKFURT, Oct. 3 — Deutsche Bank finally put a number on its losses from the home-lending crisis, saying today that it expected to write down $3.1 billion in loans and mortgage-backed assets. Its disclosure — after two very public...
  19. Muting

    Citigroup Warns of 60% Earnings Drop

    By ERIC DASH and JULIA WERDIGIER Published: October 1, 2007 Citigroup issued a profit warning today, estimating a 60 percent drop in third-quarter earnings because of write-downs for securities backed by subprime mortgages and loans tied to corporate takeovers. Separately, UBS, Europe's...
  20. Muting

    From Russia With Cash: Seeding a Hedge Fund

    From NYtimes: By RON STODGHILL Published: September 23, 2007 ANDREI VAVILOV — Russian multimillionaire, well-connected energy magnate and nascent hedge fund manager — smiles broadly in a Manhattan restaurant as a lawyer, a lobbyist, an economist and a former congressman praise him over shots...
  21. Muting

    Consider bringing a cake

    Hi, all: Thank you for all your wishes. I am considering bringing a cake and share with you this evening. But I dont know when we can eat the cake. Now I am thinking that there is a reception between 5 and 6. Maybe we can eat the cake then. Any suggestion?:)
  22. Muting

    Smoothing forward rate curve

    I test my code and compare my number with a sample number provided by last semester's 9845 homework, excercise 8.10. I get the same number as the answers. 0.04000000000000 0.00686506162590 0.00000000000000 -0.00004464359628 0.00000023159482 0.04033070894876 0.00642411636089 0.00022047263250...
  23. Muting


    My initial input is european call option K=30, r = 0.06, sigma = 0.3. The spot price range from 1 to 100, 0.5 a tick. Below is the greeks I get for different spot prices at different maturity. I cannot upload the pic. So I attach the file.
  24. Muting

    Bye, Bye B-School

    A very long article from New York Times, but it is worth reading. By LOUISE STORY Published: September 16, 2007 MOST people who knew Gabriel Hammond at Johns Hopkins in the late 1990s could have predicted he would rise quickly on Wall Street. As a freshman, he traded stocks from his dorm...
  25. Muting

    Goldman Hedge Fund Had Worst Month in August

    For years, Goldman Sachs Group Inc.'s flagship Global Alpha hedge fund could do no wrong. Over the past year, it has been able to do almost nothing right. August was the worst month in the fund's 12-year history; it was down 22.7% last month alone, according to a recent letter to investors. So...
  26. Muting

    A good site for C++ reference

    Hi, I find this useful site for c++. It is a very powerful reference site. - The C++ Resources Network Muting
  27. Muting

    How Market Turmoil

    Peter Muller, a 43-year-old trader at Morgan Stanley, is used to markets behaving more or less as he expects. But in late July, some unusual patterns perplexed him. Certain investing strategies that historically had posted steady gains started faltering for no evident reason. Soon, the unusual...
  28. Muting

    friend function

    Hi, I have a question when learning the inheritance property in C++. I have a base class, say Parent, and a derived class, say Child. I declared a function to be the friend function of Parent, and I also want to keep the function's name and just change its content in Child. Should I need to...
  29. Muting

    Debugging problem(help needed)

    Hi, I face some debugging problems with my VC++. When I use debugging, it always reminds me the following information: 'Mtx_Vtr.exe': Loaded 'C:\WINDOWS\system32\ntdll.dll', No symbols loaded. 'Mtx_Vtr.exe': Loaded 'C:\WINDOWS\system32\kernel32.dll', No symbols loaded. The program '[3596]...
  30. Muting

    A place to find used book

    Hi, I find a website selling used books. It has different categories of used book, a quite large collection(seems to be). And it is free shipping in US. Buy Used Books to Fund Literacy Worldwide Muting
  31. Muting

    Profiting from the meltdown

    Here is the link: Profiting From The Meltdown - A consortium of the nation's leading investment banks have quietly created an index that is not only protecting them against the recent market meltdown but also promising to make them bundles of money in the process. The index, known...
  32. Muting

    Registration for full time student

    Hi, When will tomorrow's registration begin? Where? Thanks, Muting
  33. Muting

    Reuter 3000Xtra Workshop

    Hi, I find that our library will run a series of workshop on Reuters 3000Xtra system in Subotnick Center. I want to register for one workshop next week. Is anyone interested in? Here is the link for register: Baruch Home | Newman Home | Services | Workshops But I am wondering whether our...
  34. Muting


    Here is a quite comprehensive explanation about CDS, which I find very interesting. Credit default swap - Wikipedia, the free encyclopedia
  35. Muting

    Wall Street Firms Plan System to Rival Goldman Sachs

    July 23 (Bloomberg) -- Five of Wall Street's biggest firms are planning a trading system for unregistered securities, seeking to compete with Goldman Sachs Group Inc. in a market on pace for record sales this year, according to people familiar with the plan. Citigroup Inc., JPMorgan Chase &...