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dvaysburd daleholborow dvaysburd wrote on daleholborow's profile.
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
New profile posts
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Shirley Lu Ken Abbott Shirley Lu wrote on Ken Abbott's profile.
Hi Ken,
I am an MIT student and I was learning 18.S096 on my own through OCW. I could you share your VaR spreadsheet called Mc Stuff 2010.xls? My email is shirllu@mit.edu.
Thank you!
Shirley
I am an MIT student and I was learning 18.S096 on my own through OCW. I could you share your VaR spreadsheet called Mc Stuff 2010.xls? My email is shirllu@mit.edu.
Thank you!
Shirley
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Davin Ken Abbott Davin wrote on Ken Abbott's profile.
Hello Ken,
I encountered your video on youtube on VaR at MIT OpenCourseWare. Coud you please send me the excel file if thats ok, where you have the portfolio with some fixed income securities on which you calculate eigenvectors, the file is called Mc Stuff 2010.xls.
Thank you very much
Email is dappanah@gmail.com
Davin
I encountered your video on youtube on VaR at MIT OpenCourseWare. Coud you please send me the excel file if thats ok, where you have the portfolio with some fixed income securities on which you calculate eigenvectors, the file is called Mc Stuff 2010.xls.
Thank you very much
Email is dappanah@gmail.com
Davin
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BenAiva Ken Abbott BenAiva wrote on Ken Abbott's profile.
Hello Prof. Abbott,
I watched your lecture on VaR on MIT OpenCourseWare, and found it very interesting. I would like to follow up on what I learned, and was hoping you would be able to share the excel file that you used in the class. If I can see the video correctly, it is called MC stuff 2010.xls. It would be very much appreciated.
My email is benaiva9@gmail.com Thanks!
I watched your lecture on VaR on MIT OpenCourseWare, and found it very interesting. I would like to follow up on what I learned, and was hoping you would be able to share the excel file that you used in the class. If I can see the video correctly, it is called MC stuff 2010.xls. It would be very much appreciated.
My email is benaiva9@gmail.com Thanks!
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HOIT Andy Nguyen HOIT wrote on Andy Nguyen's profile.
Hi Andy, Can you please share your opinion on Rutgers FSRM ?? Thanks!!
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Dylan Probyn Ken Abbott Dylan Probyn wrote on Ken Abbott's profile.
Hello Ken,
I'am a Masters student writing my thesis at the University of Cape Town in South Africa. I just watched the lecture you gave at MIT on VaR and found it fascinating.
Could I possibly get that excel spreadsheet you used to generate correlated random normals called 'Mc stuff". My email is Dylan.Probyn@hotmail.com. Thanks in advance and have a great evening.
All the best
Dylan Probyn
I'am a Masters student writing my thesis at the University of Cape Town in South Africa. I just watched the lecture you gave at MIT on VaR and found it fascinating.
Could I possibly get that excel spreadsheet you used to generate correlated random normals called 'Mc stuff". My email is Dylan.Probyn@hotmail.com. Thanks in advance and have a great evening.
All the best
Dylan Probyn
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Andrea Markos Ken Abbott Andrea Markos wrote on Ken Abbott's profile.
Dear Prof. Kenneth Abbott, I also found your MIT lecture on VAR very interesting. I would appreciate some orientation on how to fill in MISSING DATA and some more references on the procedure and excel complement (matrix.xla?) you used when revealing the keys of the kingdom (WOW! thank you). My email is anmarkos@gmail.com
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omrangassan Daniel Duffy omrangassan wrote on Daniel Duffy's profile.
hi Daniel
My passion in Quant Trading / HFT / Algo Trading : I'm already doing that.
I'm totally lost in choosing the right M.Sc. between MFE/QF and Data Science Analytics DSA.
1- Do you think that QF was a bubble ?
2- Do you think that DSA is the new MFE ?
3- What is your outlook for both QF/MFE and DSA ?
4- Which is more related to Quant/Algo/HFT Trading ?
Thanx
My passion in Quant Trading / HFT / Algo Trading : I'm already doing that.
I'm totally lost in choosing the right M.Sc. between MFE/QF and Data Science Analytics DSA.
1- Do you think that QF was a bubble ?
2- Do you think that DSA is the new MFE ?
3- What is your outlook for both QF/MFE and DSA ?
4- Which is more related to Quant/Algo/HFT Trading ?
Thanx
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Tedashii Sanket Patel Tedashii wrote on Sanket Patel's profile.
Hi Sanket, i need your help.
im currently doing a degree in financial engineering and im looking for an interesting topic to write on in my thesis any ideas?
im currently doing a degree in financial engineering and im looking for an interesting topic to write on in my thesis any ideas?
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Quantknight curltron Quantknight wrote on curltron's profile.
Hi! I wanted to know my chances of getting through the MFE program of Berkeley. My GRE scores are quant: 170, Verbal 150, AWA: 3. I am a graduate in chemical engineering from IIT-Bombay with a CPI of 8.79 with 1.5 years of experience in quantitative finance and a year experience in M&A. Kindly let me know. Thanks!
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Quantknight TraderJoe Quantknight wrote on TraderJoe's profile.
Hi! I wanted to know my chances of getting through the MFE program of Berkeley. My GRE scores are quant: 170, Verbal 150, AWA: 3. I am a graduate from IIT-Bombay with a CPI of 8.79 with 1.5 years of experience in quantitative finance and a year experience in M&A. Kindly let me know. Thanks!
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Quantknight vtomar Quantknight wrote on vtomar's profile.
Hi! I wanted to know my chances of getting through the MFE program of Berkeley. My GRE scores are quant: 170, Verbal 150, AWA: 3. I am a graduate from IIT-Bombay with a CPI of 8.79 with 1.5 years of experience in quantitative finance and a year experience in M&A. Kindly let me know.
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Jacob Moore Andy Nguyen Jacob Moore wrote on Andy Nguyen's profile.
Is it possible to edit threads? If yes, how?
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HyunWoo Ken Abbott HyunWoo wrote on Ken Abbott's profile.
Hi Ken, I am a senior undergrad student studying financial econometrics and have a similar question to asidd.
I took your lecture on a VaR model through online that you gave at MIT. I would like to study further with using excel file that you discussed in the lecture.
I checked the name of that file and it was MC stuff 2010.xls. Is there any chance that I can get that excel file from you?
Thanks.
I took your lecture on a VaR model through online that you gave at MIT. I would like to study further with using excel file that you discussed in the lecture.
I checked the name of that file and it was MC stuff 2010.xls. Is there any chance that I can get that excel file from you?
Thanks.
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asidd Ken Abbott asidd wrote on Ken Abbott's profile.
Hi Ken, watched your lecture on VaR Models that you gave at MIT and found it informative and useful. Had two questions:
1. At the systemic level, If we are to posit that risk can be transferred but cannot be eliminated then would that be a correct statement?
2. Would you still have the excel file that you discussed in the VaR model lecture at MIT.
Thanks.
1. At the systemic level, If we are to posit that risk can be transferred but cannot be eliminated then would that be a correct statement?
2. Would you still have the excel file that you discussed in the VaR model lecture at MIT.
Thanks.
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Hoang Ho Andy Nguyen Hoang Ho wrote on Andy Nguyen's profile.
Hi Andy!
Would you mind reading the message in the conversation I started with you? Really appreciate your reply.
Would you mind reading the message in the conversation I started with you? Really appreciate your reply.
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TAPEPAE Ken Abbott TAPEPAE wrote on Ken Abbott's profile.
Hi Prof. Abbott, I am considering the job offer to be Market Risk Quantitative Internal Auditor. Like to seek for your opinion whether I can gain experience and switch to Market risk, Model validation, or any Quant hands on work etc. in future or not? or it is better to go directly to those positions.
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Swastik Andy Nguyen Swastik wrote on Andy Nguyen's profile.
Hey! Any help on how to run the ISDA CDS model please.
https://www.quantnet.com/threads/j-p-morgans-cds-analytical-engine-available-as-open-source.2295/#post-22236
TC
https://www.quantnet.com/threads/j-p-morgans-cds-analytical-engine-available-as-open-source.2295/#post-22236
TC
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Faissall Ken Abbott Faissall wrote on Ken Abbott's profile.
Hello Sir... I am Faisal....I am doing my bachelors in Mathematics and want to get admission in MS Mathematics in Finance in NYU.My Degree will complete in June 2017.and want to apply for fall 2017.Sir kindly help me and give advice that how much GRE marks is required to get admission? because my cgpa is not so good..Cgpa is 2.70.and could work experience like internships etc helps me in getting admission?
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Zongyuan Ken Abbott Zongyuan wrote on Ken Abbott's profile.
Hi Prof. Abbott.
I have a question about your MIT VaR class.
As we know, a symmetric matrix (like covaraince matrix) could be decomposed into EAE^-1 (where E contains all eigenvectors, A contains all eigenvalues, E^-1 equals matrix E inverse), but you have used another decomposition EAE' (where E' equals E transpose). I don't know how to prove EAE' decomposition. Could you help me about that?
Best, Zongyuan
I have a question about your MIT VaR class.
As we know, a symmetric matrix (like covaraince matrix) could be decomposed into EAE^-1 (where E contains all eigenvectors, A contains all eigenvalues, E^-1 equals matrix E inverse), but you have used another decomposition EAE' (where E' equals E transpose). I don't know how to prove EAE' decomposition. Could you help me about that?
Best, Zongyuan