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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
S
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
D
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
B
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!
HOIT
Hi Andy, Can you please share your opinion on Rutgers FSRM ?? Thanks!!
D
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
Ken Abbott
Ken Abbott
See if what I just sent makes sense.
A
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
omrangassan
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
T
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?
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