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O
Dear Sir, thank you very much for your MIT OCW VaR Lecture. I am very much interested in the spreadsheet "MC stuff 2020.xls" to understand better the notes.
Would you mind sending me the spreadsheet please?
My email is olivia_0930@hotmail.com

Many thanks and kind regards,
Olivia
Ken Abbott
Ken Abbott
It’s posted
O
OliviaX
Hi Sir, i just checked my email and don't seem to receive your posting. May i ask where did you post it please?
Thanks,
Olivia
A
Hi Professor,

Thank you for your MIT OCW VaR lecture.I would love to walk through your "MC stuff 2010.xls" to solidify my understanding.I request you please send the spreadsheet "mc stuff 2010" to

anandvajravelu@gmail.com

Thanks
Anand Vajravelu
A
Hi Prof. Abbott, I am one of the following who really really liked your MIT VaR class.I hope I understood things as intuitively and insightfully as I am also in risk/banking, hold the FRM and ms in stats.

I'd also like to ask you for the spreadsheet "mc stuff 2010" as the others :) Lucky that I know who to thank to.(And I will bring a stone (of course some really far future)) :P

1112.yang@gmail.com
Best, angelina
D
Hi Ken,

Thank you for your MIT OCW VaR lecture and I am yet another person who drank from the firehose and would love to walk through your "MC stuff 2010.xls" to solidify my understanding. It would be very much appreciated if you are willing to share it again.

Best,
Dan
dr_hops@yahoo.com
N
Hi Andy could you please check and confirm whether the Fees for Cornell MFE program is current and updated.
Andy Nguyen
Andy Nguyen
hi there, the latest tuition was provided to us by the Cornell program in our 2018 MFE rankings. Do you have any info or suggestion that it is not correct or up to date? I will update if so.
Lily L
Hi Andy, I am sending supplementary materials for grad school application and want to include a proof of enrollment in the Baruch's C++ Online Programming course. My TA suggests I reach out to you. Is this something you can provide? Many thanks!
Andy Nguyen
Andy Nguyen
Hi there, please email baruchmfe@baruch.cuny.edu with your name, date of enrollment, username, etc and they can send you that letter via email.
H
Hello Andy,
I'm not seeing recent information about IIT MSF program, Kindly shed some light on this program.
Thanks for your time
J
Hi Daniel,

I came across "Mathematics Foundations course" at Datasim, which seems to be what I wanted - read more undergrad math as I am now doing QF at a biz school, which light in math compared to the other offer I had (Math & Econs). How much weekly commitment is assumed for for the 1-1.5 years in course duration? Will I need to code C++ for the exercises/project? I program mostly in Python, a little C#.

JX
B
Hi Ken, I watched your MIT lecture regarding Monte Carlo simulation of VaR with great enthusiasm.

I can understand if you feel reluctance to share “MC stuff 2010.xls” you went through in the lecture, but if you would, I use it for inspiration on how to adjust my setup.

Alternatively, can you point me in the direction of some articles of historic/MC VaR calculation (including FI)?

bo.molgaard@gmail.com
Giridhar
Hi Justin,
I see that you are c++ certified. Can you please let me know how you got certified? Did you pursue the QnatNet course or the CPP Institute's course?
L
Dear Mr Abbott,
I am currently taking a masters in Applied Economics in Brazil. I really enjoyed your VaR lecture. Could you send me the spread sheet called Mc Stuff 2010.xls?

My email is: luizneto@lbvalor.com.br

All the best
Luiz Bezerra
R
Hello Andy

Could you please share your views on my profile please! I am somewhat concerned about my profile for an MFE program in US. I posted the detailed question but there is not traction on it yet. The link to which is :

https://www.quantnet.com/threads/advice-on-my-profile.31244/

Your truthful advice on my candidature for an MFE program could be a savior. Anticipating your much needed help.

Thanks
Rahul.
S
(continued) Actually i am trying to calculate the VAR of a portfolio that contains all the assets (stocks, bonds, FX, derivatives, swaps...), but I dont know how to do it.... Thanks a lot for your help.
S
Dear Mr Abbott,
I would like first to congratulate you about your classe at MIT posted on YouTube about VAR.Fantastic.
I am looking for a portfolio VAR calculation that include all the instruments: Stocks, bonds, derivatives
I found only VAR on specific instruments but no all of them. I would really appreciate if you have a book or a spreadsheet about it.
Thanks a lot for your help.
Sohail
skhan740@gmail.com
dvaysburd
Hi Dale - I sent you a PM on your LinkedIn and wanted to circle back here as well. Please email me at dvaysburd@ucla.edu if/when you have any time. Thanks again. - Dan
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