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Hi folks, I am trying to reproduce the Black Litterman model incorporating partial currency hedging as discussed in the original paper. I have read several simplified versions of the model, but they skip discussion on currency risk. Can anyone suggest good literature on how to treat hedging in...

I received an admit too...Is it your final destination

Thanks TraderJoe...I am going through the quantnet master list for C++...also planning to apply to UC Berkeley for 2012-13...hopefully my husband should get a greencard by the time I graduated...that would make things really convenient for me

Thanks Connor and TraderJoe. I did quit my job because I got married and had to move here on an dependent visa. The same reason why I cannot look for a job. Well the post grad diploma in India is not very quantitatively oriented since there is no demand for such skills in the Indian job market...

Profile Evaluation Hi, I am currently applying for 2011 admission...Need some help in choosing the programs Bachelors in Engineering from Osmania University, India 81% overall, Math Aggregate: over 90%...typical engg courses like multivariate calculus, PDE, linear algebra. completed a course...