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by deathstar9
March 13th, 2009, 3:03 pm
Forum: Brainteaser Forum
Topic: Finding arbitrage opportunities in bonds?
Replies: 4
Views: 48618

Finding arbitrage opportunities in bonds?

anyone?
by deathstar9
March 13th, 2009, 1:18 am
Forum: Student Forum
Topic: Finding arbitrage opportunities in sets of bonds?
Replies: 3
Views: 42152

Finding arbitrage opportunities in sets of bonds?

<t>Hello, does any one know how to find if there is an arbitrage opportunity in the following sets of bonds, after determining this how can you find which bonds to buy/sell to take advantage of this?B1: 1year $95pv 0coupon ~5%ytm B2: 2year $90pv 0coupon ~5%ytm B3: 2year $100pv 10%coupon ~10%ytm B1 B...
by deathstar9
March 13th, 2009, 1:03 am
Forum: Brainteaser Forum
Topic: Finding arbitrage opportunities in bonds?
Replies: 4
Views: 48618

Finding arbitrage opportunities in bonds?

<t>Hello, does any one know how to find if there is an arbitrage opportunity in the following sets of bonds, after determining this how can you find which bonds to buy/sell to take advantage of this? B1: 1year $95pv 0coupon ~5%ytm B2: 2year $90pv 0coupon ~5%ytm B3: 2year $100pv 10%coupon ~10%ytm B1 ...
by deathstar9
March 6th, 2009, 12:04 am
Forum: Student Forum
Topic: Question about Excel/VBA document
Replies: 3
Views: 42572

Question about Excel/VBA document

Thanks, but are you sure these are the only things I need to change? There is nothing else within the spreadsheet, none of the inputs?
by deathstar9
March 3rd, 2009, 1:52 pm
Forum: Student Forum
Topic: Question about Excel/VBA document
Replies: 3
Views: 42572

Question about Excel/VBA document

anyone?
by deathstar9
March 3rd, 2009, 1:21 am
Forum: Student Forum
Topic: Question about Excel/VBA document
Replies: 3
Views: 42572

Question about Excel/VBA document

<t>Hello, I wonder if someone could tell me how to modify the excel file so that it works for semiannual coupons and semiannual compounding.Here is the functionFunction price449(c As Double, N As Integer, ytm As Double) As DoubleDim x As Doublex = 1 / (1 + ytm)price449 = c * (x - x ^ (N + 1)) / (1 -...
by deathstar9
January 7th, 2009, 6:15 pm
Forum: Brainteaser Forum
Topic: Quick Question
Replies: 3
Views: 45863

Quick Question

This will be very easy for you guys.Let X be uniformly distributed on [-1,0]. Determine the p.d.f of Y=X^2.
by deathstar9
December 4th, 2008, 2:45 am
Forum: Brainteaser Forum
Topic: Anyone know how to solve this question?
Replies: 10
Views: 48961

Anyone know how to solve this question?

Thanks again, my AP Stat teacher gave my class this problem for extra credit, of course its practically impossible for us to solve considering AP Stat is not even a calc based course. We are only just starting to learn integration in AP Calculus.
by deathstar9
December 3rd, 2008, 10:25 pm
Forum: Brainteaser Forum
Topic: Anyone know how to solve this question?
Replies: 10
Views: 48961

Anyone know how to solve this question?

Thanks guys, do any of you know how to get an approximation of this answer using excel?
by deathstar9
December 3rd, 2008, 3:32 am
Forum: Brainteaser Forum
Topic: Anyone know how to solve this question?
Replies: 10
Views: 48961

Anyone know how to solve this question?

There is a 1ft line segment, you pick two pts on the segment uniformly and independently.Find the probability that the distance between the two points is greater then 1/2ft.
by deathstar9
March 13th, 2008, 7:54 pm
Forum: Careers Forum
Topic: Msc in Scientific Computing, NYU Courant
Replies: 3
Views: 59022

Msc in Scientific Computing, NYU Courant

Additionally would such a masters degree be especially useful in structured finance. I understand that in some instances graphical presentations are used to sell products(at least some job descriptions mention the need).
by deathstar9
March 12th, 2008, 7:49 pm
Forum: Careers Forum
Topic: Msc in Scientific Computing, NYU Courant
Replies: 3
Views: 59022

Msc in Scientific Computing, NYU Courant

<t>Does anyone here know if this program is worth attending, if the intention is to get a job as a quant/quant developer or in trading/structuring? Also if the intention is to prepare for a PhD in Applied Mathematics does this offer sufficient preparation?The core courses are:in mathematics: G63.201...
by deathstar9
February 12th, 2008, 3:20 am
Forum: Careers Forum
Topic: Economics BS/Math Minor to Applied Math PhD possible?
Replies: 15
Views: 63020

Economics BS/Math Minor to Applied Math PhD possible?

<t>QuoteOriginally posted by: cryptic26QuoteOriginally posted by: deathstar9I have a question, if I could take one more class out of these to improve my profile which should I choose topography, graph theory, another class of real analysis, complex analysis, abstract algebra?Ever considered the poss...
by deathstar9
February 11th, 2008, 12:49 am
Forum: Careers Forum
Topic: Economics BS/Math Minor to Applied Math PhD possible?
Replies: 15
Views: 63020

Economics BS/Math Minor to Applied Math PhD possible?

<t>QuoteOriginally posted by: diogenesBrown aside from a beautiful campus, if not odd undergraduate student body, has been very interested in growing their Applied Mathematics department in recent years ( or that is what I have been told). Thus, they might be interested in a high variance strategy o...
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