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Search found 13 matches

by abhandari
March 29th, 2003, 12:23 pm
Forum: Careers Forum
Topic: Distance PhD
Replies: 56
Views: 194441

Distance PhD

Is anyone aware of programs offering distance PhD in financial economics, preferably in the UK.
by abhandari
March 19th, 2003, 3:59 am
Forum: Careers Forum
Topic: Headhunters in Amsterdam
Replies: 7
Views: 190808

Headhunters in Amsterdam

I am a buyside quantitative analyst running a long only equities fund on Pan European basis. Do you look at candidates who require work authorisation for the US.
by abhandari
March 17th, 2003, 3:39 am
Forum: Careers Forum
Topic: Headhunters in Amsterdam
Replies: 7
Views: 190808

Headhunters in Amsterdam

Hi,does anyone know of good headhunters in amsterdam. Or any prop trading firms who are willing to recruit overseas candidates.Thanks
by abhandari
March 16th, 2003, 5:39 am
Forum: Technical Forum
Topic: Short term market risk
Replies: 1
Views: 189934

Short term market risk

Hi,Does anyone have good books / papers which explain how to measure short term market risk, used for equity portfolios which could have long and short positions and then how to develop them to incorporate derivatives.
by abhandari
January 18th, 2003, 3:21 am
Forum: Technical Forum
Topic: Expected shortfall calculation
Replies: 20
Views: 236194

Expected shortfall calculation

<t>Hi,I have the variance covariance matrix which I use to compute the VAR of a portfolio. I would like to use the same matrix and the weights to compute the expected shortfall for the portfolio. Can someone explain me how to go about doing this. I want to compute the expected shortfall at the 5% VA...
by abhandari
January 16th, 2003, 1:04 pm
Forum: General Forum
Topic: euroTRIN for intraday strategy trading
Replies: 4
Views: 189941

euroTRIN for intraday strategy trading

Can someone explain the TRIN strategy and how it can be used for intraday trading.
by abhandari
December 11th, 2002, 1:52 pm
Forum: Careers Forum
Topic: Programming skills required for a Quant
Replies: 13
Views: 192226

Programming skills required for a Quant

Are there any books / webpages where one could find such brainteasers as an exercise once in a while.
by abhandari
September 16th, 2002, 4:11 am
Forum: Careers Forum
Topic: Part time PhD
Replies: 1
Views: 189656

Part time PhD

Hi,Does any university in UK offer part time PhD, so a person who is working overseas can also get a PhD degree. I travel to UK about 4 times a year and am interested if there is anything that I can do without quiting my job. I guess it should be easier with the internet.Best Regards
by abhandari
September 10th, 2002, 2:38 pm
Forum: General Forum
Topic: courses / conferences nonlinear methods in finance
Replies: 0
Views: 189420

courses / conferences nonlinear methods in finance

Hi,Has anyone come across courses / conferences to deal with nonlinear methods in finance and / or high frequency data analysis applied to financial markets.
by abhandari
September 5th, 2002, 12:04 pm
Forum: Careers Forum
Topic: Credit derivatives
Replies: 0
Views: 189314

Credit derivatives

Hi,I would like to change my line of work and get into credit derivatives research. Any pointers how one can go about starting out on his own in this area.
by abhandari
September 5th, 2002, 3:59 am
Forum: Careers Forum
Topic: Need a hand?
Replies: 7
Views: 190541

Need a hand?

private messaging activated
by abhandari
September 4th, 2002, 1:32 pm
Forum: Careers Forum
Topic: Financial Mathematics courses
Replies: 4
Views: 190152

Financial Mathematics courses

<t>Hi,I am looking for some courses in Financial mathematics which can give me a certification and also help me organise my knowledge. The problem is that I am not in the US or UK. So I would appreciate if anyone can guide me to distance learning courses. I travel to UK twice a year so I could take ...
by abhandari
September 4th, 2002, 4:06 am
Forum: Careers Forum
Topic: Need a hand?
Replies: 7
Views: 190541

Need a hand?

<t>I am also looking to do some research work in my spare time. I am an MBA with an engineering background. I have very strong programming skills having worked at a software firm developing systems in C++ and Oracle. If someone would have any projects that they need some helping hand on, I would be ...