Search results

Yes, my apologies! If you want to be a quant, then go for the MFE, but not for the MSOR. The reason comes from the current economy: MSOR quants are "less attractives" than MFEs (Columbia and others), so are served last. Yep, but there aren't that many jobs in the street... Besides, the...

The question is rather whether there's a non-zero probability that you do not get admitted. I recently graduated from the MSOR and I can tell you that the rejection rate is very low, because it is not in their interest to say no to so much money. The MFE is the "real" program, and the MSOR is...

Ok, thanks. I did some computations by considering the % change, log or absolute change and it seems that log is the one which fits the best. Thank you Charles

Hi all, If I'm given a company having a CDS (say 5Y) and I want to see the dependency between the spread of the CDS and an index (say iTraxx Europe 5Y), what should I compute? My idea is that I want to be able to say that, on average and during a certain period, when the index moved by 1 bp...

Sorry for the lateness, Many thanks Charles

Yeap, it's the one concerning the hybrid environment. It's crystal clear now! This is the way I thought I would do, but wasn't sure it was the way it has to be done. Many thanks ! Last question : Concerning the C++ part (not that I'm stubborn, just very curious... and a bit old fashioned...

Thank you for your answers! I'm seriously considering ordering your book, Xing ;)... as soon as I'll have basic samples running on my computer (e.g : the mail I sent you) ! For the flashing thing, I may have missed something : if not UDF, what alternative? Thanks a lot! C.

Hello, I'm a newcomer in FE and I'm a bit lost with the ton of tools used. Well, I guess that there is no absolute set of tools, but it depends on what's your objective. Let's say I'm a arbitrageur (hi. freq.). Hence, I need to have real-time quotations and analysis of markets. Will I still...