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Search found 9 matches

by obewaj
May 24th, 2009, 10:48 am
Forum: Student Forum
Topic: Free CDS data
Replies: 3
Views: 39305

Free CDS data

Does anyone know where I can get free historical data on CDS spreads for European, Asian and US financials and ABS/MBS spreads.I don't have access to Bloomberg or reuters so have been left to scourer the net trying to find anything I can.
by obewaj
November 14th, 2008, 7:07 pm
Forum: Book And Research Paper Forum
Topic: Java and Financial Engineering
Replies: 14
Views: 84234

Java and Financial Engineering

<t>QuoteOriginally posted by: jawabeanQuoteIs the book any good ? dfhow could we know? we didn't read it.generally, I'd be cautious. I wouldnt buy it without reading a few chapters in the bookstore.what is he going to cover there? what's so special about Java and FE? if this guy's offering a library...
by obewaj
May 8th, 2007, 11:47 am
Forum: Student Forum
Topic: Modelling Pension fund portfolio optimisation
Replies: 2
Views: 72161

Modelling Pension fund portfolio optimisation

HiThanks I know unpresidented proportions of HUGE!!! lolI can upload an overview of how the model is structured to work if that will help
by obewaj
May 4th, 2007, 11:40 am
Forum: Student Forum
Topic: Modelling Pension fund portfolio optimisation
Replies: 2
Views: 72161

Modelling Pension fund portfolio optimisation

<t>HiI've got a huge problem...I'm trying to model pension fund portfolio optimisation and marry this with a Monti-Klien style banking asset allocation model I've already sorted out. The idea is that I have 3 classes of agents in my model banks, SPVs and pension funds. Banks optimally allocated thei...
by obewaj
April 25th, 2007, 10:42 am
Forum: Numerical Methods Forum
Topic: agent based modleing and matlab
Replies: 8
Views: 80921

agent based modleing and matlab

No worries m8 will be on the lookout!
by obewaj
April 18th, 2007, 12:06 pm
Forum: Numerical Methods Forum
Topic: agent based modleing and matlab
Replies: 8
Views: 80921

agent based modleing and matlab

<t>Just read through your second post and like I said, you really DO NOT want to be using MatLab for your project. MatLab claims to be object orientated, but it just gets too messy. At CCFEA we do use MatLab in the first term of the CF902 module but the algorithms coded in that section of the course...
by obewaj
April 17th, 2007, 3:00 pm
Forum: Numerical Methods Forum
Topic: agent based modleing and matlab
Replies: 8
Views: 80921

agent based modleing and matlab

<r>QuoteOriginally posted by: MaeloHello:Need help here guys. I am very good with matlab..I would like to do some research using agent-based modeling (but alas!! although I have read a little about it..and do not know Jack about how this is done...I can figure out myself but first...1) Does matlab h...
by obewaj
April 2nd, 2007, 6:02 pm
Forum: Careers Forum
Topic: Does anybody have CFA I-II or III ?
Replies: 19
Views: 94961

Does anybody have CFA I-II or III ?

<t>Quote???the reason to do a phd part-time is so you can work, if only part-time.Classes 2-3 days a week, work the rest of the time.If you're not working, why not full-time to finish the phd sooner ?Hi Thanks for your replyYes I am working but not in a career based role, just the odd jobs here ther...
by obewaj
April 2nd, 2007, 10:45 am
Forum: Careers Forum
Topic: Does anybody have CFA I-II or III ?
Replies: 19
Views: 94961

Does anybody have CFA I-II or III ?

<t>QuoteOriginally posted by: YuraQuoteOriginally posted by: TeleosThere is no such thing as "CFA Level 1." You either are or are not a charter holder. You can be a candidate at level 1, 2, or 3. But you are not a charter holder.I was blind, but now I can see! Thank you very much for this invaluable...