National univ of singapore has a distance learning programme for MSc(FE).http://www.rmi.nus.edu.sg/mscdislearning/intro.html

How do the salaries of business analysts and quantitative analysts compare?

Is it possible to call R methods from languages like c++,C# etc. ?

Real options is an alternative methodologyBut i think it is yet to become a widely accepted practice.The document below might help youhttp://www.privateequityvaluation.com

What are the various valuation methods for unlisted/illiquid equity ?

Will experience in support and implementation of risk management systems like Kondor+,murex help some one in becoming a quantitative analyst?

Add http://www.alglib.net to the list. It is a small collection of scientific software library

<t>I want to find delta for a basket option at future time points using Monte Carlo. let t(0) be the initial time ,t(1) and t(2) are intermediate time points and t(4) is the expiry time. One way to do this is generate say 1000 paths using GBM.For all the underlying values at the intermediate time t(...

Actually I tried to get some possible help since Iam a fresher to the field.Thanks for your suggestionBye

Hi, Before searching the internet I thought I can get help from experienced guys so that I can save time. Thanks for your feedback. Iam in Pune which is near to mumbai.

<t>Hi, Thanks for the list of the papers.I was looking for the closed form(analytical) solutions only.Among the papers you had mentioned, I have just two of them. One by Alessandro Sbuelz and the other by Antoon Pelsser.It would be helpful for me if I have the other papers. If you have them please m...

Hi, I like to implement double barrier options using closed box formula. Which is considered the best methodology for this? At present Iam reading " Pricing Double Barrier Options : An Analytical Approach " by Antoon Pelsser.Thanks in advance

I got clarification for the doubt.The Down and in barrier option is relevant only when barrier < underlying price. Otherwise it becomes a vanilla option.So the question itself was wrong.

<t>Hi,I came across the following problem when implementing the pricing of Barrier options. Iam using the methodology given in "Breaking down the barriers" by Mark Rubinstein and Eric Berner.Following are the input valuesUnderlying price,S = 46Strike price,K = 45Barrier price,H = 50local risk free r...

<t> Thanks axs. Let me make my question more specific. Will quants develop the algorithms and specifications in paper and give them to the programmmers to code or do they develop the math libraries themselves? Obviously they cant involve themselves in things like GUI programming and deviate from the...