<t>I currently work as a consultant to value complex securities in a company similar as big 4.I got an offer to work as an ALM analyst in a mid size commercial bank. I have never worked in a commercial bank before. Does anyone work in or know this area and can give me some insight about this job and...

I have updated my original post, hope to get some help. Thank you!

Thanks.I live around San Francisco.Here are some big commercial banks, some investment management companies.Do anyone know how's the risk work in a commercial bank? is the job of risk management in funds better than the work in commercial bank?

May I know how's the upside of the buy side analyst or risk management?which one is the key skill set? statistical analysis or pricing? Thanks!

<t>First, thanks a lot for your reply. I have updated some information. I graduated from a master degree similar to mfe. Also it's not a top program, but I got full tuition waive scholarship.It's interesting that you say it's a black mark in going back to programming. Is it true? I saw the salary is...

<t>Background：I have been a software engineer for 4 years using Java and C++, and configuration manager. Also, I just have a master degree in Mathematical Risk, similar to Financial Engineering, with courses of stochastic calculus, Monte Carlo simulations, interest rate models, statistics...Currentl...

Thank you. Look forward to your reply. any input is welcome.

<r>To generate the function of pdf of noncentral chi-square in VBA for a application of CIR model,I followed the pdf formula in <URL url="http://en.wikipedia.org/wiki/Noncentral_chi-square_distributionThe"><LINK_TEXT text="http://en.wikipedia.org/wiki/Noncentral ... ibutionThe">http://en.wikipedia.o...

I want to calibrate one factor CIR using MLE in vba. But it seems I need to get noncentral chi-sqare pdf in order to get log-like function.Does anyone know how to get this noncentral chi-sqare pdf using vba? Or is there any easier way to calucate MLE for one factor CIR in VBA?Thanks a lot

Thanks for reply. May I know where I could find the formula related with the relation of the vol? I tried, but I could not derive it.And do you mean in GBM model , both vol of price and vol of return are fixed?

Hi,I used Vasicek model to simulate price.And used GBM model to simulate return.I got two volatility in these two models. Is it possible to compare them?If the volatility of price is fixed, will the return of the volatility fixed?Thanks.

Is there a easier way to solve this?

Thanks for reply. Actaully any type that can give me a array of double to vba would be good But it seems SafeArray is not a defined type in my environment, xwl, and code::blocks.

<t>what I am trying to do is just get an array of double from c++ funtion, and then call them in VBA and put each element in a specific cell of ExcelMaybe I am new to C++ or xwl, the data type really confuses me.In C++, it seems the following can not build. Error message: 'xlw::MyArray' is not a tem...

<t>Hi,I am working on xlw in code::Blocks to build excel functions now. I have finally built it successfully. I still have some questions:1 Because I can only build the project but not run it, is there any help documents which show how to debug the program?2 And any document for the details of data ...