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Hi Yavuz Check out http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf though there may be newer versions on the R archive. Greg

Many thanks everyone! :-> :tiphat:

:-\" Happy Birthday Billy!

Salih was a gentleman and a scholar, a very giving person. He was a gifted educator and true mentor. It was an honor to have known him. May he rest in peace.

Happy Birthday Maggie! :birthday:

Happy Birthday Bob:tiphat: Hope you had a great bday / Columbus day! Greg

Thanks for the birthday wishes everyone! Thanks for the birthday wishes everyone! Good luck on finals! :tiphat:

Summer 2008 MATH 9841 Book The first book we will use is Gary Koop's Analysis of Financial Data We will cover the entire book in the first 2 sessions of the class. Please use this time to read ahead. Subsequent reading will be posted shortly. <iframe...

Snovum Godum that's all the russian i know. anyway, Happy Birthay Vadim! Hope you get to have some fun! Rgds, Greg :smt082

http://www.nytimes.com/2008/04/08/science/08monty.html great Bayesian statistics problem

Happy Birthday Andy! Best wishes Andy! =D> =D> =D>

I will be using the first 2 books for the fixed income and credit risk management part of 9845; they were ordered as a single ISBN at the bookstore with what should be a discounted price. Prof. Blessing will be using the last 2 books. <!--aoeui--> <iframe...

David Li known for Gaussian Copula Here's a link to an article about David Li and his application of Gaussian copulas to pricing credit derivatives. How a Formula Ignited Market That Burned Some Big Investors - WSJ.com

Happy Birthday Muting! Greg

Happy Birthday Alain! Best wishes, Greg

Happy Birthday Mike!

Happy Birthday Noa!

Thanks everyone, especially for the great Simpsons image. Regards, Greg

Happy Birthday! Hope you had time to celebrate admist all the finals!

Statistics Class It should be under math, MTH 9841 Look under elective courses on http://www.baruch.cuny.edu/math/masters_courses.html -Greg

Yes, i will teach statistics The description has been updated--it is "Empirical Methods in Finance" class, highlighting statistics. I can briefly discuss with people tomorrow after risk mgmt/C++ class. -Greg

i'm in Count me in. I am willing to go through cases with some students, in a semi-formal format (not suit-and-tie, I just mean in a classroom setting, but just non-credit). Actually I had spoken to Dan about this, and he agreed. Let's see if any one else is also interested. -Greg

Required Books for 9815 9815 is also requiring "C++ Design Patterns and Derivatives Pricing" by Mark Joshi (Cambridge University Press) ISBN=0521832357 "Why Programs Fail: A Guide to Systematic Debugging" by Andreas Zeller Morgan Kaufmann) ISBN = 1558608664

Happy Birthday :smt035

from Baruch instrutor Marc Paschover Marc, a world-class C++ programmer, had emailed this reply to the thread on quantnet. It seems to me like this question will be popping up pretty much every year. I think the students tend to underestimate the prevalence of programming in quant...

Big picture Great question. The big picture is to provide practical instruction and exercises in all areas of computing a financial engineer is likely to encounter, such that students can maximize the number of job offers they receive, or, if they are working, to strengthen the skills to be...

Thanks. Does anyone know who will teach the Interest Rates course?

Required Books for 9849, 9871, 9873 In preparing my lectures for credit risk, it would help to know what the required books are for the 2nd year courses. Specifically, can someone tell me what books will be used in the Fall for MATH 9849 Deal Theory and Structured Analysis MATH 9871...