<t>i) Replicate independently FO pricing models developed by the quant teams to verify pricing/risk as part of a new product process (code your own). Testing against other models where appropriate ii) Complete pricing model (and risk sensitivity) testing for vendor purchased softwareiii) Document i)...

pm'd you.There are a number of courses at Manchester that as a student you could probably sit in on .

<t>Hi,I am an R newbie and have the following question - is it possible to pass VBA Arrays rather than using ranges on the actual sheet?A concrete example may help . Taking the demo regression function:'*************************** Call Rinterface.StartRServer Call Rinterface.PutArray("x1", Range("Re...

<t>cKelvin,Well I am biased but I consider it a good university. It seems to have slipped down the league tables a bit but suspect it will become stronger again now that Umist and Manchester have been integrated into a single university.I know very little of the new Math Finance course (indeed it ma...

<t>If anyone does do the Manchester Msc I recommend sitting in on the Applied Numerical Computing lectures if Professor Nick Higham is still doing them............Also there are a number of other courses that form part of the Mathematics program that could be useful (4th year (Mmath) and Msc Applied...

<t>Hi CB,Have had some relevant experience - post masters (Financial Engineering) had trouble finding a quantitative role with no banking experience - took a risk reporting (analyst) role.It was very much a position to pay the bills and get some (any) banking experience while looking for a different...

Does anyone know when the 2nd edition is coming out (there is a 4-6 week waiting stated on Amazon)

<t>Hi,I did the MTF course at CASS. Although derivatives based it is not as Mathematical as a Math Finance course.It will get you interviews , most of the people I know from the course have gone onto risk/structuring/quant dev positions, HOWEVER you need to have a strong undergrad and preferably rel...

<t>Hi,I have implemented a BDT model according to the Clewlow and Strickland book. It prices the bond option correctly that are detailed in this book. (low number of steps)However when I compare the price produced by my BDT model to market european swaption/caplet prices (getting prices using Black'...

<t>Have just finished the Math Trading course at Cass. Here is my 2 cents on a couple of the initial questions:*********************************************************************************************************2. Will it make it any easier for me to find a job in either trading or ibanking? I ...

Having worked at EDS would advise going for McDonalds ....If you can't find industry work there are plenty of late night bars/clubs always looking for workers, this is how a number of people I know have supplemented income while doing a masters course...better tips and fun!!!

<r>Nobel 2003 Overview - CointegrationThis is a good intro - its well worth a read anywayIf you are stuck then try 'Econometric Analysis' by William Greene, I know this has all the answers to your questions. <E>:-)</E> I found this book very approachable..............it also has exercises that are u...

<t>Rodoven,I have just covered this topic in class and the books I found really useful were 1) 'Modern Portfolio Theory and Investment Analysis' - Elton,Gruber,Brown,Goetzmann. It has a really good section on Portfolio Analysis. Part 2-Section 1-Mean Variance Portfolio Theory2) 'Advanced modelling i...

Having worked for EDS , with a little involvement in the transformation projects from ABN-AMRO to EDS, strongly back DCFC's statement.