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by MWG
November 2nd, 2007, 3:27 pm
Forum: Book And Research Paper Forum
Topic: The PRM Handbook -II Foundations Mathematics
Replies: 1
Views: 64165

The PRM Handbook -II Foundations Mathematics

Does anyone want to off load their copy of The PRM Handbook -II Foundations in Mathematics If so I would be willing to take if off your hands in exchange for some GBP.
by MWG
May 30th, 2006, 10:07 am
Forum: Book And Research Paper Forum
Topic: PRM Handbook
Replies: 43
Views: 196414

PRM Handbook

Practice Questions- It would be great if a PRM Q&A section was developed on this site. I really need to get my maths back in gear, I would like to see lots of Q&A for the second paper Foundation of Mathematics.There is a real lack of Q&A for this paper
by MWG
March 16th, 2006, 4:11 pm
Forum: Student Forum
Topic: Simulating interest rates
Replies: 1
Views: 114584

Simulating interest rates

<t>Hull has a good example of simulating stock price changesΔS = μSΔt + σSε √Δt change in price = mean x Price x time delta + volatility x Price x srt(t) + norminv(rand(),0,1)I am just learning and therefore confused (i) Are mean, μ and volatility σ calculated on the time series or on the absolute d...
by MWG
January 13th, 2006, 3:01 pm
Forum: Careers Forum
Topic: Working at Hedge Funds What is it like ?
Replies: 4
Views: 125629

Working at Hedge Funds What is it like ?

Thanks DenyDo you get a higher pay as compensation for the additional risk ?
by MWG
January 6th, 2006, 8:16 am
Forum: Careers Forum
Topic: How to handle Recruitment Agencies...
Replies: 6
Views: 124729

How to handle Recruitment Agencies...

<t>Guys with your skills are in demand and headhuters should be getting you at least one interview per week. I estimate that it takes about 3 months to find a job.If a headhunter fully understand what you are looking for they should be able to get you an interview.It does not harm to call your head-...
by MWG
January 6th, 2006, 8:04 am
Forum: Programming and Software Forum
Topic: Linking excel with sybase
Replies: 5
Views: 137389

Linking excel with sybase

<t>Yes you can... I am not an expert but the method that I use is via an ODBC and microsoft query.1.First get you ODBC link working independently on your pc it is available from Control Panel,Administrative Tools,Data Sources (ODBC)You may need a driver and some parameters to be defined on your pc.N...
by MWG
January 5th, 2006, 11:43 am
Forum: Careers Forum
Topic: PRM Experience
Replies: 31
Views: 134332

PRM Experience

<t>Thanks for the feedback...I feel that I need something to get my brain back in tune... a good grounding in the basics. Prehaps something with a tutor/hands on workshop approach opposed to attending lectures or reading books.The aspects that I have issues with are time and cost. This is only for p...
by MWG
January 5th, 2006, 8:31 am
Forum: Careers Forum
Topic: Working at Hedge Funds What is it like ?
Replies: 4
Views: 125629

Working at Hedge Funds What is it like ?

Would be great to hear experiences from anyone who previously worked at a IB and then worked at a Hedge Fund. Until a hedge funds gets established I consider this as a risky move.
by MWG
January 5th, 2006, 7:44 am
Forum: Student Forum
Topic: Junk Bond Liquidity Monitoring
Replies: 1
Views: 124244

Junk Bond Liquidity Monitoring

I'm interested in how one quantifies liquidty too. For eample a bond may not be actively traded yet it may be very liquid.I'm intrested from a collateral monitoring perspective.
by MWG
January 5th, 2006, 7:41 am
Forum: Careers Forum
Topic: PRM Experience
Replies: 31
Views: 134332

PRM Experience

<t>I agree with ppauper, these course are for folks who have a strong maths back ground and who are wanting to breal into risk management.I am in the other camp, as an IT guy I have a good knowledge of risk but my maths is weak as it has been 15+ years plus since my undergrad course.Any good course ...
by MWG
October 4th, 2004, 2:12 pm
Forum: Careers Forum
Topic: Old git seeks career change
Replies: 12
Views: 175638

Old git seeks career change

<t>I think you have to value each of your factors Challenging Yes you will be learning a new business so you should be content for the next 3 yearsEnjoyable Most of the IT related trading/non-quant type work can be tedious, your users will be of a substantially lower intellect than yourself. You may...
by MWG
September 10th, 2004, 1:36 pm
Forum: Careers Forum
Topic: What's with the French and Mathematics ?
Replies: 20
Views: 180472

What's with the French and Mathematics ?

Summit is not french, the others are....Désolé mon amie, mais Summit was created by a French guy and sold to MisysAll the main software vendors are French, all the key risk managers are French....there is nothing to dispute here the French education system produces Mathematicians.
by MWG
November 25th, 2003, 11:13 am
Forum: Programming and Software Forum
Topic: XML
Replies: 3
Views: 189853

XML

Does an XLM schema exist for the repo family of products: repos, buy-sell backs, securities lending??Fpml seems to only cover OTC derivatives and FX. Any help on this subject would be appreciated.