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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...

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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...

Thanks for help. :tiphat:

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?

( (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...

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...

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...

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...

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...

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...

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...

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.

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...

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...

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...

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...

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...

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...

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...

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?:)

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...

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.

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...

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...

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

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...

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...

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]...

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. BetterWorld.com: Buy Used Books to Fund Literacy Worldwide Muting

Here is the link: Profiting From The Meltdown - Forbes.com 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...

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

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...

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

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 &...