Serving the Quantitative Finance Community

Search found 25 matches

  • 1
  • 2
by xango
March 29th, 2007, 2:44 pm
Forum: General Forum
Topic: iTraxx Range Accruals
Replies: 4
Views: 75724

iTraxx Range Accruals

I have been seeing these products around in the market for the past months and was wondering if there is a trend going on in which structures typical for interest rates will be used now for credit derivatives. Has anyone seen an article or publication on this? any info will be appreciated.
by xango
January 12th, 2007, 2:41 pm
Forum: General Forum
Topic: Jazz III
Replies: 1
Views: 82039

Jazz III

Does anyone has info regarding this CDO JazzIII. I´ve heard it is complicated to price. I would like to know a bit more about the structure.
by xango
December 14th, 2006, 3:01 pm
Forum: General Forum
Topic: Gaussian Based VBA CDO Pricing model
Replies: 116
Views: 134340

Gaussian Based VBA CDO Pricing model

can someone send me the model please. [email protected]
by xango
December 11th, 2006, 12:11 pm
Forum: Student Forum
Topic: South American Universities
Replies: 7
Views: 86678

South American Universities

<r>I suggest you email Marco Avellaneda, a Math Prof. At Courant Institute in New York, he is from Argentina and I am sure he will give you his opinion. You can also email Eduardo Schwartz He is at UCLA <EMAIL email="eduardo.schwartz@anderson.ucla.edu">eduardo.schwartz@anderson.ucla.edu</EMAIL>. Edu...
by xango
December 11th, 2006, 11:52 am
Forum: General Forum
Topic: Mandelbrot-Taleb Fat Tails Questions & tricks
Replies: 60
Views: 148443

Mandelbrot-Taleb Fat Tails Questions & tricks

Kurtosis is indeed NNT.
by xango
June 30th, 2006, 6:46 am
Forum: Technical Forum
Topic: Leverage Notes
Replies: 0
Views: 100167

Leverage Notes

Does anyone know what Leverage Notes are and how are they usually priced?
by xango
June 30th, 2006, 6:44 am
Forum: Student Forum
Topic: Leverage Notes
Replies: 0
Views: 99891

Leverage Notes

Has anyone heard of Leverage Notes? What are they and how are they usually priced?
by xango
February 10th, 2006, 8:40 am
Forum: Technical Forum
Topic: Pricing of libor exotics
Replies: 39
Views: 185074

Pricing of libor exotics

I would like to get a copy of this paper as well. email: [email protected] in advance
by xango
September 15th, 2005, 11:20 am
Forum: Careers Forum
Topic: Market Risk to Sales
Replies: 1
Views: 135975

Market Risk to Sales

<t>Hi everyone,I need some advice regarding taking on a job in market risk. I have been working in sales and marketing for the past 8 years; however, not in capital markets but in IT and Telecom. I became fascinted with capital markets and planned a shift in to this field. To do that, I took differe...
by xango
September 1st, 2005, 8:39 pm
Forum: Careers Forum
Topic: Quant Finance Programs, Please Help
Replies: 32
Views: 140503

Quant Finance Programs, Please Help

QuoteOriginally posted by: ckelvinxango, how can you know that the Baruch program is good?cause I know Irene Hueter, a top probability mathematician who used to be at Uni Bern in Switzerland. She has said very good things about the program and that they are talking a lot to recruiter in NY
by xango
August 30th, 2005, 4:49 pm
Forum: Careers Forum
Topic: Quant Finance Programs, Please Help
Replies: 32
Views: 140503

Quant Finance Programs, Please Help

<t>QuoteOriginally posted by: ckelvinIt is all about money matters. Everyone knows CMU, NYU and Columbia are excellent but ...cost factors is significant.I also think Baruch program is excellent too. First of all, location is excellent and cost is low. I may apply too.I agree.. Baruch has an excelle...
by xango
August 20th, 2005, 1:25 pm
Forum: Careers Forum
Topic: MSc Mathematical Finance at Uni of York
Replies: 12
Views: 140461

MSc Mathematical Finance at Uni of York

<t>QuoteOriginally posted by: JuniorStructurerCan I ask what the calibre of students on the CASS course is like?I applied to CASS one week ago for the MSc MTF and received an offer within 4 days with no interview or anything. I now have one week to decide whether to accept it and pay the non refunda...
by xango
August 19th, 2005, 7:37 am
Forum: Careers Forum
Topic: structuring salary
Replies: 7
Views: 140042

structuring salary

<t>QuoteOriginally posted by: TomfrHi,From what I see (and depending on your background and area), I'd say something like 42 KE and a bonus in the 50-60% area. Anyone else?CheersTomCan anyone give a good description of what a structurer really does? Some people say Banks tend to hire MBAs mostly for...
by xango
August 18th, 2005, 9:50 am
Forum: Careers Forum
Topic: Getting work in switzerland for students
Replies: 9
Views: 139372

Getting work in switzerland for students

<t>This is totally true. I lived and worked in Switzerland for over three years. It took me only two weeks to get Permit B, which is the permit that allows you to work only in the firm that it is hiring you. After five years living there, they will give you a Permit C and you can stay and work where...
by xango
February 7th, 2005, 4:18 pm
Forum: Careers Forum
Topic: Why only PhDs?
Replies: 40
Views: 165854

Why only PhDs?

<t>QuoteOriginally posted by: greenleafAt work or in interview, I would love to speak to a person with maturity of thinking (although a smartie surely would be very interesting too.) Not a rule, but generally it's easier to spot such one in a pool of PhDs than an MScs. (An exception was the MSc guy ...
  • 1
  • 2