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hello all, i currently have an excel model for convertible bonds but it only takes in a single number for the risk-free rate. what is the best way to deduce this single number from the term-structure for a given bond-curve? i'm using this to re-evaluate the bond price for various parallel...

most expensive calculated on a per annum basis, this course is now the most expensive program out there: $70k/annum with no internship to offset any of the cost. in any case, it doesn't sound like they'll be accepting non-MIT grads this year: "Due to space constraints, June 2009 enrollment...

i'm trying to compute zero rates for malaysian klibor which pays quarterly coupon. i'm using the forward substitution method, as per formula below, but when i compare the zero rates to murex, the numbers get gradually worse with increasing tenor -- reaching differences of several percent for...

twaters: this probably isn't the best forum to ask about west coast programs but short of having an actual Haas alumni/student commenting on here (not likely although I hope some will join), I'll put my two cents in as someone who's lived in the bay area for a number of years and sat in on a few...

a related, and currently very active thread on wilmott: Wilmott Forums - Don't do MFE/MSc Math fin

good highlight. at least my default association with the phrase "revolving door" is japan, never until this past week, the us. if the almost immediate approval for commercialization of goldman is anything to go by, we know that there's no way it will fail. even if this swan turns black, hank...

how much of the crash could be attributed to market sentiment sway due to the barclays withdrawal on sunday? i.e. would lehman have survived if barclays did not make a bid in the first place? if so, shouldn't there be some kind of ruling against this, failing which we'll start seeing people...

thanks ..... :)

Hi Andy, Great article .. thanks for the post. Could you please quote the reference to the original. I wanna see if there're more goodies from where that came from. Cheers. :)

Since the energy and momentum depends solely upon the (spherically symmetric) rotational inertia, I doubt there's a simple kinematic experiment that can be performed to differentiate between them. quantyst: was this an actual interview question?

put the balls on a smooth surface, and spin them on axis. the one that's more difficult to bring up to speed is the hollow shell (ball 2 has the larger rotational inertia of the two).

yeah, it's a genealogy thing that's been on my todo list for a while now.

As of May 2008, Access Group no longer offers loans to non-citizens/PRs, with or without a co-signer. (I know that at least Haas has yet to update their information sheet to reflect this.) Sallie Mae actually does offer loans without a co-signer (up to full cost of tuition only), but you must...

Hello All, I'm leaning towards doing an MFin (as oppposed to an MFE) and I was wondering what types of jobs people from this background are taking up? Is there much of a demand for MFin students in roles outside of investment banking? I've also noticed the lack of well-known MFin programs in...

haha .. thanks for the reply dominic. i'm certainly not ready to give up on that fact alone. just making an observation about what I was seeing in the profiles of current students at certain schools which I thought was interesting (maybe someone might want to come up with a mathematical model...

BTW, just out of curiosity, are you doing your MFE at Chicago or Michigan?

you could try the buy side. i know of at least one asset manager in Minnesota that seemed pretty well-balanced. if you're in the Chicago area, there's also a big hedge fund that seemed OK in terms of work hours, but this is just based on me reading the current employee testimonials on their...

Hello All, Just joined this excellent forum, and I just wanted to say hi. My background is in Physics, spent a little less than a year on the Street before I got hit with the dreaded J1 Physical Presence requirement (if you happen to have this experience, which I sincerely hope that you have...