You can go to haas.berkeley.edu/mfe. The student statistics and profiles are posted there. The class is very diversified. If your math and programming background are not strong, take several courses would be helpful.

How about for the entry level candidate with Ph.D in Engineering and Master in Financial engineering. Targeting at credit risk/modeling/structure, asset management, and interest rate derivatives?ThanksFanlin

CuriousCalcDudeI got your PM and already sent you a email on Jan-03 (but no reply from you). ThanksFanlin

John Hull has a paper out in Sept. 2002, http://www.defaultrisk.com/pp_crdrv_27.htmanother one http://www.defaultrisk.com/pp_crdrv_22.htm

Curiousnyu,Your private message is not activated. And I can't find your email address. Would you please kindly activate the message or send your email address to me via private message?Thanks a lot!Fanlin

<t>1. Don't know the actual reason for the multi-deliverable rule. But the market works in this way. Even with just one deliverable issue, there still exists basis because of many other factors. You can get a research report from Lehman named like "explaining the basis".2. Generally the maturity of ...

<t>Add my 2 centsThe market convention for the deliverable obligation is senior unsecured. Unless the deliverable obligation is specified to a particular issue, any senior unsecured issues which satisfy the requirements are deliverable. For the discrepancy, I don't know where did you get these quote...

<t>CCD, you can profit from a long basis trade, buy the asset swap and buy the Default Swap, so if you can get both the positions at those quotes, you can pocket 160+ bps per year. From the trend of this year, 160 bps basis is very high, it will almost surely revert to the average (around 50 bps). S...

<t>Here are my 2 cents for the CDS Basis:1. for AAA, AA, A names, the basis mostly would be negative, for BBB, the average basis would be very close to 0 and it is mean reverting; for BB names, the basis is around 200~300 bps, for B, 500+ bps, for CCC, 1000+ bps.2. CTD option's value could be as big...