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  1. CreditRisk+ Model - recursive algorithm (Help)

    Hi, I am trying to implement CreditRisk+ model in Matlab but I am facing some issues with the recursive algorithm used in the model. So, I am hopeful that some of you may assist me in this regard. I am following the technical document of the CreditRisk+ model which I took from...

  2. Required math courses for competitive application at top MFE programs

    Perhaps I was not clear in my earlier post. I was actually talking about the GRE Mathematics Subject Test and not the maths section of the GRE General. Does a good score in subject test will count in my favor despite fewer mathematics courses in previous academic qualifications? Thanks,

  3. Required math courses for competitive application at top MFE programs

    If someone has not studied that much mathematics and C++ in undergrad and graduate level. For instance a person majoring in Economics do not study that much mathematics but rather they are offered more courses on econometrics. Is the GRE Mathematics a best substitute for less number of Maths...

  4. Undergrad Course Planning for MFE suggestion

    Dear Andy, What about those individuals who have taken Economics in undergrad and graduate level courses (MSc Economics) with not much background in statistics and mathematics and now they are planning to study MFE or Master in Financial Mathematics. What should they do which enable them to get...

  5. New Quantnet members say hi

    Hi. My name is Akbar and I am associated with State Bank of Pakistan (central bank) in the area of banking surveillance and stress testing.
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