Thanks guys for the help!!!The 2 articles are a good help, Yeah Cuchulainn im in dublin, Prof. O` riordan`s course; genuinely very interesting but my programming skills are less than apt hence my `appeal for help`

<t>Hey guys, i`ve started in to a Masters and im having a few problems with numerical Algebra. I understand the fundamentals but we ve been giving a project which requires us to use matlab- and there my main problem arises. Ive never used matlab till this course, only maple and alot of it is going o...

<t>so, i take it you wouldn`t take up a place. I was offered a place at imperial but the 19000 fees are just crazy. The leeds course is 12 months also and the dublin course is 9 months plus suppose to be very good. Bear in mind that im not really committed career wise, i just enjoy this kind of fina...

hi i just got an offer today of a scholarship to study fin math at leeds. full fees are covered + 3000 bursury. Not too sure about this course. would it be well regonized by employers, ect. any views are welcome. I have unready accepted a place to study financial math in dublin.

<t>hi, jus been offered a place.. i haven`t applied any place else, ive read through a lot of the posts regarding this course. It seems excellent but it s very expensive, im just wondering how do must people fund their yr in london? what are the easiest options for funding and whats needed for the y...

hi i hope some one can help..bond a; 98.4% probability of investor earning a yield and 1.6% var of bond issuer defaulting and investor losing 100.Is the 99% VAR zero cause we`re not in the 1% quartile?

why are they both less expensive?

i have being trying to find a simple answer to this, i hope someone can help;i know its pretty basic.i have 2 exotics, an asian call and a knockout barrier call. Are these options more or less expensive than the plain vanilla call option with the same contract specification.

why does an american put have higher delta than a european put of similar makeup? is this always so.?

Hi Could somebody please summerize the role of the lemma in Black Scholes derivation. I know the derivation but am not fully happy with my understanding of the latters role!!!

<t>i was thinking maybe along the lines of assumptions. I know for APT the number of assets most be large, i think infinite for perfect APT, and i know its based on no Arbitrage. This assumption is not needed for factor models ( i think) ,just the factors wheather Extracted, external or firm Charact...

Hi Could somebody please help me with the following: An exam question asks explain the differences between APT and Factor models. I know APT is based on Factor models but can distinguish the difference even from reading the various text books.

Thanks a million for your help i actually understand it now.

yeah thats exactly right, sorry should have been a wee bit more specific. Is my monte carlo technique right.

could somebody even let me know is this the right method. Why use the non recombining tree?