New profile posts

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

hard at work

Hi Andy,
Could you please read the message in the conversation I started with you? Really appreciate your reply.

So you went to Oxford ? finally ?

Got a Ph.D offer in AI!

Hi Andy. I sent you a message in conversation. Please give me an answer regarding the my request. Thank you

Hi Sanket I have done B.Com from NM College Mumbai. I have given CA Final exam as well. I want to join FSU for the MS in FinMath program. Could u tell me whether I would fit in because of a Commerce degree? I had one yr of Math and 2 yrs of Programming in my B.Com. REALLY need ur help Sanket Patel

Hi,I've given Chartered Accountancy Exam, I’m a commerce undergrad,I had 2 semesters of Math & 4 of programming(C++/VB).I’m passionate to be a financial engineer.Since I'm from India,only way to get an exposure in finance was to take commerce and complete CA.I’ve basic courses but don’t have advanced math.Can u help me with some material & advice as to how pre program courses of different schools are viewed by others

Hello Chen,
I am an aspirant for the Mathematics Of Finance program of NYU and would request you to answer few of my queries regarding the program. Can you post a contact over which we can carry our discussion? My credentials: GRE: Q- 170 V-158, 2 yrs exp with Deloitte Consulting, 8 months exp Commodity Trader

Hello Pranjal,
I am applying for MFE programs and considering NYU as an option. I wanted from you a comparison with other similar programs at CMU and Baruch with respect to coursework, faculty and career options. Also I need to know what is the single most differentiating factor in choosing NYU over other universities?

Mr Joy Pathak can you send me the matlab scripts with respect to algorithm trading to my email id makamkkumar@gmail.com .
May I inform you I am a learner and located in India so May I request you to provide me the permission to use in India.
Thanks
Kiran

Hi, Ken! I am currently working on the way how to value sovereign coupon bonds in Emerging Market of Kazakhstan. SOme of bonds are traded even once a year! I would really appreciate if you could help me with any kind of information of how I can value it. I believe you had some kind of experience with same issues. The problem is linked with the discount rate, i simply cant figure out how to get it....

Hi, I am currently working as an asst. actuary at a Reins. and was planning on moving to a HF as a quant. Hence, I was wondering which certification would be the useful for someone working at a HF as a quant. I am considering doing either the CFA, FRM, or PRM. Which one would you suggest? Also, do you think it would be a good idea to also work towards a FSA-Quantitative Finance and Investment track?

Hello, Andy. I am currently working as an asst. actuary in Reins. and was planning on moving to a HF as a quant. Hence, I was wondering which certification would be useful for someone working at a HF as a quant. I am considering doing either the CFA, FRM, or PRM. Which certification(s) would you suggest? Also, do you think it would be a good idea to also work towards a FSA-Quantitative Finance and Investment track?

Hi alexandre,

I am planning to apply for HEC MFE program. I wanted to know

- how is the course and job prospects after completing the course.
- is the course delivered in French or English

Hi Andy,
I made a post, seeking education advice but it didn't get any traction. If you could please guide me.

https://www.quantnet.com/threads/using-cqf-or-cfa-for-mfe-admits.20973/

Hey andy, got accepted to U of Warsaw and Hanken in Finland, both M. QuantFin programs. Could you take 2 minutes to glance at the plans and advise which has the stronger curriculum? I would really appreciate it.

https://www.quantnet.com/threads/university-of-warsaw-vs-hanken-school-of-economics.20303/#post-152189

Hi BABA.

I am going to join MS in Financial Mathematics program at FSU in Fall-2015.
I want to know about this program at FSU in terms of academic quality and placements.
It would be really helpful for me if you could let me know the information.
Thank you.

Hi Sanket Patel.
I am from Pune, India.
I am going to join MS in Financial Mathematics program at FSU in Fall-2015.
I want to know about this program at FSU in terms of it's teaching quality and placements and overall hoe the program is.
It would be really helpful for me if you could let me know the information.

Thank you.

Hello Ken,

I'm all ears about the panel data approach you mentioned.

Thanks for the help!

Charles