SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 28 matches

  • 1
  • 2
by conocieur
February 21st, 2011, 7:59 pm
Forum: Student Forum
Topic: How to interpret cointegration calculation: Johansen's test
Replies: 5
Views: 30034

How to interpret cointegration calculation: Johansen's test

<r>For this particular R code I think the best source is the book Analysis of Integrated and Cointegrated Time Series with R by Pfaff.If you are in r just type ?ca.jo or look in google for the manual of the package urca.If you want a nice introduction to cointegration look at textbooks in time serie...
by conocieur
May 21st, 2008, 5:34 am
Forum: Careers Forum
Topic: Commodity Derivatives PhDs
Replies: 22
Views: 63064

Commodity Derivatives PhDs

<t>Don't know much about UK unis, Birbeck program looks pretty interesting although it seems to be just masters not Phd.In the US there are a few interesting phd programs in commodities derivatives for instance the University of Illinois at Urbana-Champaign has a program call OFOR office for futures...
by conocieur
April 4th, 2006, 12:41 am
Forum: Brainteaser Forum
Topic: A question just asked in my phone interview
Replies: 26
Views: 126219

A question just asked in my phone interview

isn't just a negative binomial distribution?the e(x) = r/p = 2/pI think nobody would ask in a phone interview the things you are deriving here
by conocieur
December 1st, 2005, 3:59 am
Forum: Student Forum
Topic: A question about application to PhD in Finance
Replies: 3
Views: 139941

A question about application to PhD in Finance

your friend is right, GMAT is prefered and you should get more than 700 to be a strong candidate
by conocieur
November 11th, 2005, 12:58 am
Forum: Student Forum
Topic: Article of Paul Kupiec on VaR
Replies: 4
Views: 190727

Article of Paul Kupiec on VaR

if you still need the articles just send me a pm and i will email them to you
by conocieur
November 11th, 2005, 12:17 am
Forum: Careers Forum
Topic: latino MBAs
Replies: 30
Views: 131442

latino MBAs

Yeah, I'm into brazilian girls too, good thread mit
by conocieur
September 15th, 2005, 6:17 am
Forum: Student Forum
Topic: Problem on Duration
Replies: 2
Views: 135988

Problem on Duration

<t>A fixed-rate bond with a market value of 20 million and a duration of 4 is separated intothree bonds. Two of the bonds are floaters and the third is an inverse floater.You are given the following information with respect to the floaters:Floater Market Value Duration A 16 million 1 B 2 million 0.5...
by conocieur
May 8th, 2005, 11:50 pm
Forum: Student Forum
Topic: help with homework
Replies: 2
Views: 149782

help with homework

I'm lost so far
by conocieur
May 7th, 2005, 4:50 am
Forum: Student Forum
Topic: help with homework
Replies: 2
Views: 149782

help with homework

<t>I don't necesarily need the answers of these problems but it would help me a lot if somebody can give me a good source of examples in order to solve them, I'm really lost with this.Consider a random variable X whose probabilities are: P(X=1) = P(X=3) = 1/6P(X=2) = P(X=4) = 2/6and P(X=x) = 0 for x...
by conocieur
May 7th, 2005, 4:38 am
Forum: Student Forum
Topic: help Wright Fisher
Replies: 0
Views: 149380

help Wright Fisher

<t>I'm struggling with this problem, any ideas? Consider a population of 2N haploid individuals whose allele types are either A or a. Let's Xn denote the number of a type individuals in the nth generation of this populationIn the wright-fisher model without mutation, give the transition matrix P=(Pi...
by conocieur
April 5th, 2005, 9:07 pm
Forum: Brainteaser Forum
Topic: Marriage
Replies: 5
Views: 155398

Marriage

you're right Aaron, i'm sorry but let's suppose this is a fairly simple world where marriage between same gender does not exist, either between parents and sons or intergenerational in general, and the couples remain married.
by conocieur
April 4th, 2005, 9:35 pm
Forum: Brainteaser Forum
Topic: Marriage
Replies: 5
Views: 155398

Marriage

Let's say three couples are selected to go to a spacebase in Mars, and there is enough food and air in the base to survive for a couple of hundred years.Each couple has one son and one daughter.Find the number of ways each of the sons and daughters of the couples can marry when they grow up.
by conocieur
March 24th, 2005, 4:42 am
Forum: Brainteaser Forum
Topic: An easy one for you quants
Replies: 1
Views: 156171

An easy one for you quants

There are 26 letter in the alphabet, if 5 letters are drawn what is the probability of getting 3 vowels?
by conocieur
March 9th, 2005, 6:40 pm
Forum: Brainteaser Forum
Topic: future value
Replies: 7
Views: 159601

future value

I mean is it beggining or ending payment?
by conocieur
March 9th, 2005, 6:38 pm
Forum: Brainteaser Forum
Topic: future value
Replies: 7
Views: 159601

future value

It would be also good to take in consideration when was the first deposit done, if it was on period zero the FV would be $52,632, if it would be done on period one $52,371
  • 1
  • 2
GZIP: On