Hi,does anyone know where I can get official definitions for generating dates for the zero coupon yield curve, taking into account the various currencies, standard dayes (t/n etc) and business day adjustment conventions?

does anyone know where i can get my hands on some vba code to calculate modified following? i mean just the raw code no referenced to fincad or the like? thanks.

Well, that settles that then! Anyone fancy a curry?

<t>I cannot comment on their qualifications, I put up this post in order to find out a little more, get thoughts, opinions, you know, that kind of thing... All I know is that for their MSc in financial computing, they apparently have some banks on board in the sense that they suggest projects for th...

I just heard UCL are launching an MSc in quant finance. From reading these forums, I get the impression they aren't known for their work in this area but I would be interested to hear opinions on potential etc...

Has anyone read the book quantum finance? it uses path integrals for option pricing. Is this just a gimmick or does it have real potential research value? would it be a good phD topic?

If expense is a concern then why not try the MSc in mathematics at King's. you can take all the financial math courses and only pay half of what you would pay if you did the msc in fin math

<t>Thanks JanDash I agree completely on the importance of these factors you mention. However, it's hard to get information from past students directly, instead I've resorted to:1 seeing how many students my potential supervisor has supervised over the last few years2 looking at any thesis I can find...

JanDash,Yes of course I'm interested. I just can't decide. As I said elsewhere, I understand the situation when it comes to hiring quants, it basically amounts to supply and demand. Still, Warwick isn't such a bad place to do a PhD is it? (Another destination I'm considering)

<t>twofish,That's interesting what you said about turbulence. Is CFD in your opinion an interesting field?It seems to be coming down to a choice between (what amounts to) computational fluid dynamics and lattice field theory. It is absolutely comical how much difficulty I am having choosing between ...

<t>Cuchulainn,From what I know (epsilon) the suitability of computational fluid dynamics has to do with a combination of things:1 Nasty PDEs arise frequently2 Numerical analysis techniques used on them are similar to those used in finance3 Stochasticity arises (and hence SEDs) when turbulence is mod...

Thank you all for your replies, that's helpful. May I ask for your opinions on Warwick? Edinburgh? Now these surely ARE good right, and aren't looked upon in the same way?

<t>Hi,I've been looking through the threads and found nothing that specifically addressed this - is Durham a decent university? What about Bristol? St Andrew's? Someone in my class made a cruel comment about Durham recently and I hope it's not true. He said it's where all the Oxbridge rejects go. I ...

.....help?

<t>Thanks Valderama for that advice, but to be honest right now I can't think of anything better to do than research for three years. Surely three years isn't so bad, I quite like the student lifestyle anyway. I've spoken to quite a few people who have either completed a PhD or are in the process of...