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by Maelo
July 21st, 2015, 5:00 pm
Forum: Student Forum
Topic: Books for systematically learning about the markets
Replies: 9
Views: 3212

Books for systematically learning about the markets

Random Walk Down Wall Street.I'm BACK!!!
by Maelo
August 2nd, 2014, 5:33 pm
Forum: Book And Research Paper Forum
Topic: Looking for suitable text for PRE-MFE Probability
Replies: 0
Views: 4122

Looking for suitable text for PRE-MFE Probability

<t>Hello:Long time don't see you guys. I will be teaching a "PRE-MSFE" Probability & Statistics course. Most likely, some of the students have little or none background in statistics (it could even be worse that that, they could have some "bad background").I have been looking around and it seems...
by Maelo
April 17th, 2014, 10:14 am
Forum: Student Forum
Topic: Bond Equivalent Yield CFA question
Replies: 2
Views: 5087

Bond Equivalent Yield CFA question

Got it. In both cases, the buyer got T-BILLS.
by Maelo
April 15th, 2014, 4:06 pm
Forum: Student Forum
Topic: Bond Equivalent Yield CFA question
Replies: 2
Views: 5087

Bond Equivalent Yield CFA question

<t>Ok..I got some old materials and I am reviewing them (I am planning to seat again for the CFA & FRM).Now, the CFA materials Level I 2010, Vol 4 "Corporate Finance & Portfolio Management" Example 2 "Computing Investment Yields", page 108 on BEY states:For a 91 days $100K US TBill sold at d...
by Maelo
April 12th, 2014, 9:52 am
Forum: Student Forum
Topic: Dodd-Frank and Financial risk management
Replies: 1
Views: 4552

Dodd-Frank and Financial risk management

What do you want to know? Google "summary of dodd frank davis polk" they published a pretty good summary (around 130 pages) that is well auto-referenced. That should probably be a good start.
by Maelo
April 6th, 2014, 11:14 am
Forum: Trading Forum
Topic: From PCA vectors to hedge coefficients?
Replies: 7
Views: 5948

From PCA vectors to hedge coefficients?

<t>My humble understanding:PCA is just a linear transformation (more exactly, a linear projection); basically, it could be use to map from, say, 5 dimensions space (A,B,C,D,E) to a new set of variables (a new space) , say (X, Y) where: X =f(A,B,C,D,E) & Y= g((A,B,C,D,E).thus, you need to underst...
by Maelo
March 17th, 2014, 9:58 pm
Forum: Book And Research Paper Forum
Topic: Antifragility
Replies: 19
Views: 10898

Antifragility

sounds like coming from Mary Poppins
by Maelo
October 8th, 2013, 9:54 am
Forum: General Forum
Topic: Game theory or random walks - which has more applications in the field of quants?
Replies: 17
Views: 7492

Game theory or random walks - which has more applications in the field of quants?

Check Wikipedia and Google, read Wilmott after a search...then ask questions...
by Maelo
June 30th, 2013, 1:01 pm
Forum: Book And Research Paper Forum
Topic: Weather derivatives
Replies: 5
Views: 8106

Weather derivatives

QuoteOriginally posted by: HansiQuoteOriginally posted by: MaeloGoogle it..you might be surprised+1 the top result on Amazon is a pretty good read.Indeed
by Maelo
June 29th, 2013, 10:08 am
Forum: Book And Research Paper Forum
Topic: Weather derivatives
Replies: 5
Views: 8106

Weather derivatives

Google it..you might be surprised
by Maelo
April 14th, 2013, 11:19 am
Forum: Book And Research Paper Forum
Topic: Is there a book for understanding current market
Replies: 6
Views: 8977

Is there a book for understanding current market

<t>Guide to Financial Markets (The Economist) Marc Levinson: at the level of light reading (there are a few more texts around like this, FT has one as well)Financial Markets and Institutions (7th Edition) Frederic S. Mishkin at the level of standard generic business undergrad.(Miskin's other book on...
by Maelo
April 14th, 2013, 10:52 am
Forum: Book And Research Paper Forum
Topic: Is there a book for understanding current market
Replies: 6
Views: 8977

Is there a book for understanding current market

There might be several depending on your background
by Maelo
March 4th, 2013, 11:27 am
Forum: General Forum
Topic: QWAFAFEW
Replies: 0
Views: 8201

QWAFAFEW

by Maelo
February 10th, 2013, 9:16 am
Forum: Careers Forum
Topic: friend of mine changed program/degree halfway. how to put this into the cv?
Replies: 6
Views: 8840

friend of mine changed program/degree halfway. how to put this into the cv?

<r>Why in the word he must list that?example:BOND.MAELO, BONDLicense To Kill Street No 007, San Juan PR USA 00_MI6(XXX) XXX-XXXX & <EMAIL email="veryhotporn@cel.notcom2012">veryhotporn@cel.notcom2012</EMAIL> Master in Yes, Master degree with SUMMA DIFFICULTAED. "E GORE" University, Transylvania2...
by Maelo
January 26th, 2013, 6:50 am
Forum: Student Forum
Topic: Phd positions on quant finance at maths and economics departments, what's the difference
Replies: 9
Views: 9121

Phd positions on quant finance at maths and economics departments, what's the difference

<t>QuoteOriginally posted by: fmfreshmanI prefer to go to some university for a teaching position after getting the phd title, but I also like to work as a quant in a Investment bank or commercial banks.QuoteOriginally posted by: ppauperQuoteOriginally posted by: fmfreshmanI intend to apply for a Ph...
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