That's right Paolo,... I forgot the drift in my calc..

HI,the answer should be E[t_b]=infinitywhere t_b is the stopping time the Brow. Mot. = 150

QuoteOriginally posted by: playerI'm not an expert in this area but other applied prob guys seem to think markov models are better than copula to examine CDOsHi player, what kind of CDO models are those related to markov, any reference?thanks,

Hi,try this book from Paolo Brandimarte: "Numerical methods in finance: a MATLAB-based introduction" you can find MC or QMC for Barrier... (think you can find some code on the web as well....)hope it helps,

sorry, do you need MATLAB code for Barrier?

Thanks very much,it helps a lot.Cheers,

THANKS littletiger,it would be interesting to have a student who took the msc last year... sharing his/her experience.Regards,

Thanks everybody,Is there any msc math&fin at IC student?

thanks everybody,gtg ... do you mean interns/project during the thesis period or just after the MSc??gtg ... any rumors about King's as well??James H83.... still don't know, looking for a scholarship and of course my own means or loan if I'm not able to to find such a funding source.Cheers,

Thanks Player,that's a good point, what do you mean that IC is really far harder than KLC?from a math or finance point of view?I know that in IC there is more practice on specific issues... Can I ask you if you have been a student in one of those C.?Cheers,

thanks anywayBut I'm already london oriented.

Hi lover, I'm Italian.Any advices on my issue?Cheers,

thanks player,of course women it's a good point, but I would like to know why IC is better: professors, facilities, more hard, ... or just name and reputation??

Hi, I'm facing this dilemma:taking MSc financial math at KING's or MSc math and finance at IMPERIALI was accepted by KING's and I'm waiting an answer from IC.I would like to have a broad perspective on this issue and to know if there are significant differences..Thanks in advance.