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by Agfox
May 28th, 2002, 11:12 am
Forum: Careers Forum
Topic: Changing from actuary to quant
Replies: 7
Views: 190545

Changing from actuary to quant

<t>same boat as u. However, i'm a final year actuarial science student. yeh, all that number crunching sucks.. I wanna get into modelling and all... there's operations research in the R&D part of actuarial... however the northern america just revised their syllabus and cut that chuck outta it.. ...
by Agfox
May 21st, 2002, 11:13 pm
Forum: Careers Forum
Topic: actuarial graduates
Replies: 1
Views: 189771

actuarial graduates

<t>Just reading off the previous thread regarding actuaries... mmm, i have a question. a major big question actually. being an actuarial graduate without getting any professional exemptions is completely pointless? and would u're better off acing off doing some easy majors like finance and then comp...
by Agfox
May 19th, 2002, 6:09 am
Forum: Student Forum
Topic: desired qualification for a quantitive analyst?
Replies: 12
Views: 190749

desired qualification for a quantitive analyst?

<t>why on earth would u need a MBA for analysing !??!!? i'd have presumed a master in stats would help more. i'm taking several master degree subject as an undergrade already. i dun see anything they know more than i do. in fact, i find those post grad subjects rather wishy washy and not really stra...
by Agfox
May 18th, 2002, 1:04 am
Forum: Student Forum
Topic: desired qualification for a quantitive analyst?
Replies: 12
Views: 190749

desired qualification for a quantitive analyst?

i dont know what CFA... but i sorta have a major in actuarial science... there r 3 levels, 1 level has 9 subj and 2nd level has 4, 3rd has 1..... apparently the average age of a fully liscense actuary is 35 !!!!!what the !!!!! hahahahhahaha
by Agfox
May 17th, 2002, 4:53 am
Forum: Student Forum
Topic: desired qualification for a quantitive analyst?
Replies: 12
Views: 190749

desired qualification for a quantitive analyst?

<t>hey all, feels like ages since i was here last... reaching final yr and gettig a reality check of future career.umm... after being involved in this forum, i find quantitative analysing rather interesting and wish to pursue after that area. however, it seems to me that most firms wants a junior qu...
by Agfox
October 19th, 2001, 10:29 pm
Forum: Technical Forum
Topic: markov chain modelling for credit risk derivatives
Replies: 8
Views: 190405

markov chain modelling for credit risk derivatives

<t>scholar!!!!!!!! why didnt u reply this earlier!?!?!? urgh... my paper was due on 17th....and i read this after i did the whole thing... disappointing...=( thanx a lot anyways, i hope i did alrite? =) i realised the JLT model made different assumptions from singleton(1997) and both of their adv an...
by Agfox
October 18th, 2001, 1:21 am
Forum: Student Forum
Topic: programming crank nicholson finite differencing for euro options
Replies: 2
Views: 194137

programming crank nicholson finite differencing for euro options

<t>thanx reza for your help and all. umm... my paper!?!?! posting it here... oooh.... with all those tech ppl here, my paper would feel very threatened! lol... i'd probably get about 10000000 replies just critically analysing it!! well, 4th assignment for the week.... thought this program wouldnt be...
by Agfox
October 18th, 2001, 12:56 am
Forum: Student Forum
Topic: programming crank nicholson finite differencing for euro options
Replies: 2
Views: 194137

programming crank nicholson finite differencing for euro options

<t>ummm... is anyone an expert on programming a function so that it calculates options using crank nicholson finite difference method? some insites or references to some books and sites would be appreciated. btw, i finished my credit risk paper! yay! took me forever to go through all the materials w...
by Agfox
October 12th, 2001, 6:37 am
Forum: Student Forum
Topic: credit risk modelling via markov chain
Replies: 7
Views: 191000

credit risk modelling via markov chain

<t>well, i'm actually reviewing on what kijima M. published at 98 ion markov chain approach to credit risk modelling.. actually similar to what Kodera Eiji is doing except i was meant to compare what made the models better compariing to the previous ones instead of generating new ideas and proof and...
by Agfox
October 11th, 2001, 12:11 pm
Forum: Student Forum
Topic: credit risk modelling via markov chain
Replies: 7
Views: 191000

credit risk modelling via markov chain

thanx reza i'll take a look at them now =)
by Agfox
October 10th, 2001, 2:12 am
Forum: Technical Forum
Topic: markov chain modelling for credit risk derivatives
Replies: 8
Views: 190405

markov chain modelling for credit risk derivatives

hi all, i'm doing a paper on markov chain modelling for credit risk derivatives and i've reviewed on the jarrow-lando-turnbull(JLT) 97 paper and Kijima commentary 98. i was hoping if anyone has any books or read anything which could be of some interest to the topic? thanx a lot =)
by Agfox
October 10th, 2001, 2:10 am
Forum: Student Forum
Topic: credit risk modelling via markov chain
Replies: 7
Views: 191000

credit risk modelling via markov chain

hi all, i'm doing a paper on markov chain modelling for credit risk derivatives and i've reviewed on the jarrow-lando-turnbull(JLT) 97 paper and Kijima commentary 98. i was hoping if anyone has any books or read anything which could be of some interest to the topic? thanx a lot =)