<t>Don't you think a CPPI should be splitted into a zero coupon + an option? By doing so, don't you think you have a big interest rate risk in this investment? My traders are arguing a lot with me saying there's no interest rate risk... I don't think so! It might not be the biggest risk, but it's th...

<t>How does it works? You get some taught courses in the first year, make some literature review... What's next?How are the next 2/3 years spent? One need to make some "innovative" thesis right? with significant contribution to science. Is it the case in thousands of PhD thesis. They are all signifi...

It's the Computational Finance programme. I've kind of ruled out this programme because it doesn't have any reputation.Rgds

<t>I've found the link in Global Derivatives in the PhD section... I've browsed through the programme and i've found it quite interesting despite of the lousy quality of the website and lack of information. They clearly don't know how to market themselves... But i really felt it probably is a strong...

<t>Yes DCFC, I suspect that's the case...I really like the programme, but never read anything about it in the forums... They could improve their website though, since it stinks and a lot of information regarding the course is missing...But they really have nice subjects in the programme.What did peo...

Any comments about the MSc and PhD in Computational Finance of the Univ. of Essex (UK)?Thanks

I have a feeling that a t-student with 2/3 df would provide a better fit than gaussian.

Have anyone tryied to model a stochastic process for stock returns using a t-student distribution? My stochastic calculus isn't that good so i don't even know if it's possible.Any help? Thanks

<t>Can you guys tell me what do you think about the following programmes:Cass - MSc Quantitative FinanceReading - MSc ISIB (Quant. Finance)Cambridge - MPhil Finance (Fing Eng)Imperial - MSc Math FinanceManchester - MSc Financial EngineeringI am currently reading for a MSc in Finance in an european c...