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by razr
November 26th, 2010, 1:11 pm
Forum: Careers Forum
Topic: Part time or distance Phd in Maths
Replies: 3
Views: 23751

Part time or distance Phd in Maths

<t>Is anyone aware of a decent program for the above mentioned (obviously excluding the ones offered by degree factories). I have been considering this for a while but can not leave my job for now for a full time program.Objective - to do something other than my job and hopefully land a better job s...
by razr
June 26th, 2010, 3:19 pm
Forum: Programming and Software Forum
Topic: kdb/q for analytics
Replies: 0
Views: 26799

kdb/q for analytics

Has anyone used the abovementioned for analytics including excel interface etc. Any suggestion whether they are suitable for option modelling ? I use primarily C++/Py but the speed of q impresses me.
by razr
February 21st, 2009, 12:04 pm
Forum: Numerical Methods Forum
Topic: Help with FX
Replies: 4
Views: 43312

Help with FX

Not quite that. In the past we have worked for equity derivatives desk, he knows what he is doing. I am supposed to help with the intial legwork to get the environment setup - however I am also new to FX having spent most of my time on equity/equity linked.
by razr
February 18th, 2009, 9:54 pm
Forum: Technical Forum
Topic: Help with FX
Replies: 0
Views: 42419

Help with FX

Appreciate if someone could provide pointers to learn about FX spot/FXO models. Promised to help a friend who is planning to invest his savings to survide through the winter.
by razr
February 18th, 2009, 9:53 pm
Forum: Numerical Methods Forum
Topic: Help with FX
Replies: 4
Views: 43312

Help with FX

Appreciate if someone could provide pointers to learn about FX spot/FXO models. Promised to help a friend who is planning to invest his savings to survide through the winter.
by razr
February 18th, 2009, 9:52 pm
Forum: Book And Research Paper Forum
Topic: Help with FX / FX option model
Replies: 0
Views: 42644

Help with FX / FX option model

Appreciate if someone could provide pointers to learn about FX spot/FXO models. Promised to help a friend who is planning to invest his savings to survide through the winter.
by razr
July 5th, 2008, 9:45 pm
Forum: Technical Forum
Topic: The ADAPTIVE Communication Environment (ACE)
Replies: 0
Views: 51369

The ADAPTIVE Communication Environment (ACE)

Anyone out there using ACE libs for event driven systems? Are you happy with performance ?
by razr
June 17th, 2008, 10:52 am
Forum: Student Forum
Topic: FRM/PRM
Replies: 18
Views: 84329

FRM/PRM

Sounds like it'd be a good idea to go for both then, FRM and PRM ?
by razr
June 12th, 2008, 2:07 am
Forum: Technical Forum
Topic: High performance computing
Replies: 1
Views: 52981

High performance computing

Hi, I am looking for some introductory resource on HPC ( Unix/Win platform - C++) to run mc. Please suggest books/papers I could refer to. I'd appreciate if you could also provide some pointers on how to optimize code in a parallel processing environment.
by razr
June 11th, 2008, 1:00 pm
Forum: Careers Forum
Topic: ICMA Centre MSc in ISIB - Advice needed...
Replies: 3
Views: 61043

ICMA Centre MSc in ISIB - Advice needed...

I am sort of thinking of heading the same way. How do you find the program at Reading so far?
by razr
June 11th, 2008, 12:54 pm
Forum: Careers Forum
Topic: PRMIA versus FRM
Replies: 12
Views: 85648

PRMIA versus FRM

what else is useful for the exam beside the handbook. Does the course offered by Kesdee help?
by razr
June 10th, 2008, 8:52 pm
Forum: Student Forum
Topic: FRM/PRM
Replies: 18
Views: 84329

FRM/PRM

ppauper thanks for your suggestion. Could you please suggest resources/ training courses for the exam ( to be specific exam III - Risk management), I read the handbook but not quite sure if that's enough to pass the exam. Kesdee seems to offer a web based program - how would you rate that.
by razr
June 9th, 2008, 7:35 pm
Forum: Careers Forum
Topic: PRMIA versus FRM
Replies: 12
Views: 85648

PRMIA versus FRM

Any thoughts on the overlap between two exams. Do they cover almost similar subject areas? I was planning to take FRM after completing PRM.
by razr
June 9th, 2008, 2:52 pm
Forum: Student Forum
Topic: FRM/PRM
Replies: 18
Views: 84329

FRM/PRM

<t>Hi All,I am planning to take PRM ( exam III and IV only due to crossover with other exams) exam in summer and if time ( and energy permits ) FRM exam later this year ( exam date is Nov I think).Please suggest which training course is best for PRM ( I only looked at Kesdee's so far). Also how much...
by razr
February 13th, 2008, 5:18 am
Forum: Technical Forum
Topic: Heston parameter estimation
Replies: 9
Views: 61457

Heston parameter estimation

Thanks so much for the responses.I am happy to proceed either way, I can write code (I was looking at Justin London's book which covers a quite a bit on optimization) or use a package. Please suggest if there is any other resources I can refer to.
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