monkeyA,Thanks so much for the help. I will just change everything to Base 1. It's actually much easier to work with anyway.Take care,

Anthony,I was wondering about the same thing. I declared the X vector as a dynamic array and redimensioned it to X(2) prior to this excerpt of my code. Does anyone know if VBA always converts to Option Base 1 after performing matrix operations?Thanks in advance!

<t>Hello everyone,I am trying to create some automation in VBA that will compute eigenvalues and eigenvectors from a given covariance matrix on the spreadsheet. I wish to utilize the power method and solve for each pair by iteration. I have set an initial eigenvector guess as a 3x1 vector X comprise...

<t>Investment Biker,The link to Professor Brooks' page at Alabama is here. I think KO's advice is great as well. I am looking into a Ph.D. in Finance one day as well, but I want to get some "real world" right now with my FinMath degree. However, I have talked to many finance professors and most prog...

<t>Vikram,I would venture to guess that working with Jarrow at Cornell would be a great choice, but again on the difficult side as far as admissions go. I would look at Hull and White at the Rotman School in Toronto, Chance at Virginia Tech, Longstaff at UCLA, and maybe even Brooks at Alabama. Every...

<t>AthleteScholar,If you are confused by Jarrow's text, then Tuckman's text will be very good. It has very clear explanations of simple bond pricing and derivatives models without the martingale or PDE based approach. However, in order to understand more advanced concepts such as HJM and BGM/J, the ...

<t>To the Investment Biker concerning..."Does anybody know of schools that offer an MBA in financial engineering like the one at MIT ?"Answer:I see that Cornell offers an MBA with a concentration in Financial Engineering and NYU's Stern school has an MBA concentration in Quantitative Finance. Good l...

<t>Colin,I was once in your shoes, but I was an undergrad math major and decided to continue in pursuit of an M.S. in Financial Math. However, I was in contact with many M.S. in Finance programs during my search and some of them led to Ph.D. programs if one wanted to go on.Most of the top Ph.D. prog...

<t>I posted this in the technical forum, but I think it belongs here as well.Hello all,I read a post about students who don't seem to know their strengths and weaknesses at job interviews. I would think the same goes for those who really don't know what they want to do when they graduate with their ...

<t>Veegan,It is funny that you mentioned the Farlow book because I bought it seconds before I saw your post. I just looked at the sample pages online and it looked excellent for what I want. I understand the finite difference methods given an equation (i.e. Black, Black and Scholes), but have little...

Paul,I will do just that to get a better grasp of PDEs. I just wish to know the difference between the two books.Thanks again!

<t>Paul, or anyone else who has seen both books,I have The Mathematics of Financial Derivatives: A Student Introduction and find it to be very useful, especially the numerical methods sections. I don't have a great background in PDE, so I find some parts of the theory at the beginning to be a little...

<t>J,If you know anything about programming at all, then Staunton and Jackson's "Advanced Modelling in Finance Using Excel and VBA" is easy to use. I had never used VBA before and pumped out code for a finite difference model in only about an hour. It mainly uses financial examples, but picking cert...

<t>I don't know what kind of rates a foreign student must adhere to if studying in the U.S., but student loan rates are at the lowest point ever right now in the States, around 4%. It is definitely a good time to stay in school or go back to school for any American student, or any student for that m...

OTM and all,Thank you for the advice! I will check into these books and others as well!