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by dostojewski
February 4th, 2007, 1:26 pm
Forum: Book And Research Paper Forum
Topic: advice on where to find swap curve building tutorial
Replies: 15
Views: 113147

advice on where to find swap curve building tutorial

See attached.Kind regards, M
by dostojewski
December 4th, 2006, 1:32 pm
Forum: Student Forum
Topic: estimation of the paramenters in a Hull-white model
Replies: 9
Views: 89803

estimation of the paramenters in a Hull-white model

SWYV <Go> for implied vols of caps / floors and swaptionsVOLM <Go> for interst rate vol cube based on swaptions
by dostojewski
August 15th, 2006, 10:24 am
Forum: Forum and Website Bugs and Suggestions
Topic: Repository for scripts / pricing tools
Replies: 0
Views: 96791

Repository for scripts / pricing tools

<r>I would find it extremely helpful to set up a new forum category for a repository of all kinds of scripts. The messages could be sorted by programming language, e.g., Matlab, R, VBA, C++ etc. There currently many scripts / functions that have been posted in various categories - it would be helpfu...
by dostojewski
April 12th, 2006, 7:49 am
Forum: Off Topic
Topic: Worldcup 2006: Software / algorithm to trade teams
Replies: 17
Views: 112018

Worldcup 2006: Software / algorithm to trade teams

Any ideas / comments?Thanks.
by dostojewski
April 6th, 2006, 12:08 pm
Forum: Off Topic
Topic: Worldcup 2006: Software / algorithm to trade teams
Replies: 17
Views: 112018

Worldcup 2006: Software / algorithm to trade teams

<t>In a few weeks time the world (except for most of the US...) will again feaverishly sit in front of TV screens and support (or stone) their teams be it for national pride or money.I would like to organize a (not for profit) betting among colleagues. I'd like to set up an exchange (me being the cl...
by dostojewski
April 3rd, 2006, 7:13 am
Forum: Careers Forum
Topic: Career advice: further education (CQF, CPA, FSA etc.)
Replies: 36
Views: 119832

Career advice: further education (CQF, CPA, FSA etc.)

<t>QuoteOriginally posted by: QuantabeQuote Although I have about 6 years expercience in ALM, my focus has always been the investment side of the equation. I do not really understand more than just the basic actuarial concepts and, as pointed out earlier, I believe that the further integration of fi...
by dostojewski
April 3rd, 2006, 7:11 am
Forum: Careers Forum
Topic: Career advice: further education (CQF, CPA, FSA etc.)
Replies: 36
Views: 119832

Career advice: further education (CQF, CPA, FSA etc.)

<t>QuoteOriginally posted by: Jwhy are the reserving policies important? What are reserving policies? Sorry I am not in Act. field.Just very short: The technical reserves represent the principal liabilities of an insurance company. The are established to enable the company to meet and administer its...
by dostojewski
March 31st, 2006, 2:44 pm
Forum: Careers Forum
Topic: Career advice: further education (CQF, CPA, FSA etc.)
Replies: 36
Views: 119832

Career advice: further education (CQF, CPA, FSA etc.)

J, I just started reading... At first sight it seems to be not very quantitative but should give an overview of the various products, their pricing (as I said not too many formulas) and reserving policies. I can give a more detailed feedback in a few days / weeks if you want.
by dostojewski
March 31st, 2006, 1:50 pm
Forum: Careers Forum
Topic: Career advice: further education (CQF, CPA, FSA etc.)
Replies: 36
Views: 119832

Career advice: further education (CQF, CPA, FSA etc.)

<t>J, in an earlier post of this thread I mentioned optionalities involved in insurance products and their impact on the "optimal" duration strategy, i.e., surrender optionalities for the policyholder introduce a negative convexity (i.e., policyholders will repay the policy if market rates are highe...
by dostojewski
March 31st, 2006, 10:56 am
Forum: Careers Forum
Topic: Career advice: further education (CQF, CPA, FSA etc.)
Replies: 36
Views: 119832

Career advice: further education (CQF, CPA, FSA etc.)

<t>QuoteOriginally posted by: I personally feel that its going to be a waste of time for an experienced ALM professional like yourself. Self-studying some advanced textbooks/papers would be more worthwhile than say, the 'return' you'd get by getting an ASA.As mentioned earlier, I would prefer a stru...
by dostojewski
March 27th, 2006, 11:47 am
Forum: Careers Forum
Topic: Career advice: further education (CQF, CPA, FSA etc.)
Replies: 36
Views: 119832

Career advice: further education (CQF, CPA, FSA etc.)

<r>Quantabe, thanks for your input.Since I do not plan to work as actuary but rather want to gain some actuarial knowledge, would it make sense (from your point of view) to go for the "Associate of the Society of Actuaries" track. Is this a well-respected degree? On <URL url="http://www.soa.org">www...
by dostojewski
March 25th, 2006, 1:06 pm
Forum: Careers Forum
Topic: Career advice: further education (CQF, CPA, FSA etc.)
Replies: 36
Views: 119832

Career advice: further education (CQF, CPA, FSA etc.)

<t>QuoteOriginally posted by: dostojewskiQuoteOriginally posted by: ppauperTo be honest, in your situation, the FSA exams will provide little additional relevant knowledge to your existing data base.And at some point, which you may have reached, experience trumps qualifications anyway.Rather than sp...
by dostojewski
March 23rd, 2006, 8:37 pm
Forum: Careers Forum
Topic: Career advice: further education (CQF, CPA, FSA etc.)
Replies: 36
Views: 119832

Career advice: further education (CQF, CPA, FSA etc.)

<t>QuoteOriginally posted by: ppauperTo be honest, in your situation, the FSA exams will provide little additional relevant knowledge to your existing data base.And at some point, which you may have reached, experience trumps qualifications anyway.Rather than spending more time studying, careerwise ...
by dostojewski
March 23rd, 2006, 5:46 am
Forum: Careers Forum
Topic: Career advice: further education (CQF, CPA, FSA etc.)
Replies: 36
Views: 119832

Career advice: further education (CQF, CPA, FSA etc.)

<t>QuoteOriginally posted by: ppauperTo be honest, in your situation, the FSA exams will provide little additional relevant knowledge to your existing data base.And at some point, which you may have reached, experience trumps qualifications anyway.Rather than spending more time studying, careerwise ...
by dostojewski
March 22nd, 2006, 6:51 am
Forum: Careers Forum
Topic: Career advice: further education (CQF, CPA, FSA etc.)
Replies: 36
Views: 119832

Career advice: further education (CQF, CPA, FSA etc.)

<t>QuoteOriginally posted by: CBdostojewski,Why do not you apply for top PhD in finance programs e.g. Stanford, Havard, MIT?Maybe I have to disclose my age ; I am 30 years old. I would presume that the average student age is much lower. And more importantly, I do not really think that I will get acc...