Hi guysI wonder that:1) Is it possible to do the Excel/C++ interface in Mac by using X code or other complier at all?2) What complier do people normally use for programming C++ in Mac?CheersOz

HiIs anyone currently doing one there or being offered a place? I will start mine on October this year.Cheers

Do real market practitioners use approximation or do they use numerical method for pricing American options?

<t>I have some questions regarding macro in excel. Let suppose I have a huge table of data and I want to extract info. from it by using, say, VLOOKUP function in vba. (i.e. key in the ID, and I can get, say date and price). Nonetheless, my table contains loads of dates (same ID appears on 20 days, f...

HI AntonioI am going to apply for a PhD in Financial Mathematics at Birkbeck also. However, I wonder what is the degree (i.e. there's either PhD in Economic and Finance or PhD in Mathematics). What is yours then?

Try Chapter 16-20 in Neftci's "An introduction to the mathematics of Financial Derivative".

I am not quite sure I can upload it since it a bit big. So if give me your email if you want it.

I am just wondering. What's about PhD Fin. Math. (more precisely asset pricing) for these three Universities? (two colleges actually).

To me, they seem totally different since one is so abstract and the other is numerical. However, I just realise that they are strongly linked, but I am still not quite sure how. So anyone could provide me some suggestions?Cheers

Any opinions regarding this book please?

beside they could lead to strong background in Martingale theory. Any comments please?

<t>I've been trying to generate correlated random numbers for Pricing a Basket option (Monte Carlo) using MATLAB. Nonetheless, I am now a bit confused when I use Cholesky decomposition i.e. when I decompose correlation matrix, I get one price. But when I decompose covariance matrix, I get another (m...

<t>I've been trying to generate correlated random numbers for Pricing a Basket option (Monte Carlo) using MATLAB. Nonetheless, I am now a bit confused when I use Cholesky decomposition i.e. when I decompose correlation matrix, I get one price. But when I decompose covariance matrix, I get another (m...

<t>I've been trying to generate correlated random numbers for Pricing a Basket option (Monte Carlo) using MATLAB. Nonetheless, I am now a bit confused when I use Cholesky decomposition i.e. when I decompose correlation matrix, I get one price. But when I decompose covariance matrix, I get another (m...

Any recommendation on PhD Quant Finance (Program) in UK?Cheers