I would definitely go for B. More challenging, more top-down and less technically-driven.

<t>For undergraduate, I would definitely go to Bocconi, it gives you a stronger background.For MSc, MBA or other graduate studies I would go to NYU: more exposure to the finance industry and better connections. Consider also that all the best students from Bocconi undergrad go abroad for graduate st...

<r>Mmm, sure there is a relationship between equity volatility and credit spreads. That should be well explained (at least qualitatively) by structural models. If you look in <URL url="http://www.defaultrisk.com">www.defaultrisk.com</URL> you will find some interesting papers about this.QuoteOrigina...

<t>davidgesquiere,yes, you are right: from the next year the two Masters are merged into one. I didn't attend the MQFI, just one of the courses, since I am still in the 4th and last year of bachelor. However, I can tell you both from opinions of people who have attended the MQFI and MARISK and from ...

<t>Hi davidgesquiere,Bocconi has actually two post-graduate courses in finance: the MQFI (Master in Quantitative Finance and Insurance) and the MAFINRISK (Master in Finance and Risk Management). The MQFI is directed by Prof. E. Castagnoli, who is very well-known internationally. He is one of the bes...

Wuf,Why don't you try the first difference, or try doing the LN first and then the first difference.Then run the distribution tests...

Hi Everyone,do you have any suggestions or readings on Capital Structure Arbitrage strategies?How to test, for example, a CDS/equity Put strategy using Monte Carlo? Or would you rather backtest on historical data? Answers are welcome - Thanks

<t>Hi everyone,I am conducting a research providing empirical evidence to structural credit risk models, such as Merton's. While market (equity and interest rate) factors offer a good explanatory power at a macro/index level, some problems for model specification arise when I look at single-name CDS...