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.
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
<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...
<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-...
<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...
<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...
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.
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.
<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 ...
<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...
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.
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.