• C++ Programming for Financial Engineering
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    An Intuition-Based Options Primer for FE
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Search results

  1. Y

    Leroy_Williams, where have you gone?

    He has so many friends, but nothing on his wall!
  2. Y

    Leroy_Williams, where have you gone?

    I have a strong feeling that you are Leroy
  3. Y

    CMU MSCF New CMU MSCF student profiles page

    It's very good marketing.
  4. Y

    What's the correct definition of a call swaption?

    I should admit that Peter's explanation is logically beautiful if we agree that "What a call option does in general is, it gives the holder the right to buy something with a variable value at a prescribed (strike) price at a prescribed time in the future." It's an interesting aspect overlooked...
  5. Y

    What's the correct definition of a call swaption?

    I google a lot before I asked question here. BUT there are too many suspicious websites (our risk management professor always says so ). Just listing these links are not convincing. Confirmation from practitioner is more useful. @Peter, remember Bob said in financial industry, we always use the...
  6. Y

    What's the correct definition of a call swaption?

    I like your way of memorizing this definition:)
  7. Y

    What's the correct definition of a call swaption?

    hehe, finally there is an official definition. Thanks all for answering my questions.
  8. Y

    What's the correct definition of a call swaption?

    Yes, payer/receiver swaptions are another names for them, which are very clear. The unclear thing about the so-called call swaption is whether it's call on IR or call on a bond(in FRM, it's defined as call on a bond). I am just curious which definition practitioners use.
  9. Y

    What's the correct definition of a call swaption?

    Hehe, that's why I am confusing. Thanks!
  10. Y

    What's the correct definition of a call swaption?

    The definition given in FRM handbook is: Call swaption is "option to pay floating and receive fixed", while I also see the opposite definition("pay fixed") from a lot of places. What's the definition in the industry? Conventionally, people treat it as a call on bond or a call on interest rate?
  11. Y

    Age to pursue MFE

    I think it depends on your previous background. If you are not coming from mathematics, or CS, or engineering, MFE is a little bit too difficult for you. Of course you can do it, by working harder than other young kids, who are in their good condition, physically and intellectually.
  12. Y

    Hi I don't know what kind of further information you need. All my background is listed on the...

    Hi I don't know what kind of further information you need. All my background is listed on the student profile on our website.
  13. Y

    For those who Planning to work at Asia

    I agree. Mandarin is a must, Cantonese is just an advantage.
  14. Y

    Master reading list for Quants, MFE (Financial Engineering) students

    Any recommendation for time series? Thanks!
  15. Y

    Hi Joy, you mentioned that N(d1) is the probability of what?

    Hi Joy, you mentioned that N(d1) is the probability of what?
  16. Y

    hi Joy, we only have 6 questions this time, 2 for each. which ones you prefer?

    hi Joy, we only have 6 questions this time, 2 for each. which ones you prefer?
  17. Y

    why class 2011? I thought we are in the class of 2010

    why class 2011? I thought we are in the class of 2010
  18. Y

    hi Bill, How can I join the group? Yan

    hi Bill, How can I join the group? Yan
  19. Y

    hi muting, I've been accepted by Baruch and Michigan. I like Baruch very much at this moment...

    hi muting, I've been accepted by Baruch and Michigan. I like Baruch very much at this moment, but more information will be welcome. I have six-year working experience in risk management in enterprises(not in financial industry) after I obtained MS degree. Do you think placement service in Baruch...
  20. Y

    hi Stefan, I've also been accepted by Baruch. I know you have been admitted by almost all the...

    hi Stefan, I've also been accepted by Baruch. I know you have been admitted by almost all the famous programs and you chose Baruch.What are you criteria when comparing these programs?Do you still think your choice is a definitely right one after these years? I like Baruch very much at this...
  21. Y

    Michigan MFE

    Video recording was submitted via Vimeo.com on 12/17/09 MS in economics, top university in China, GPA 3.72, GRE: 630,790,3.5, TOEFL: 97 6 yrs risk management w/e in enterprises
  22. Y

    Baruch MFE

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