where can I find historical data series of forward rate for exchange rates? I am trying to test the Fama regression that shows the forward premium bias. Thanks!

Anyone know to how do a VAR analysis in matlab? Particularly how do you specify a Wold decomposition?Thanks

anyone know how to run a VAR in matlab. I get as far as setting up the specifications and am then not sure how to proceed?

I don't have any advice for you. But would tremendously appreciate you posting after your interview as I am interested in knowing more as well. Thanks,

Thanks for the feedback from you and Hansi; Do you think the mutual funds/ pension funds care for FRM people? I like the fact that I can get it done faster than the CFA. But your point about the FRM being riskier is well noted. Ironic isn't it? A risk specialist making risky decision?

So, I have a BA in Economics and an MSc in Econometrics. Wanting to work in a hedge fund or investment management industry in general. No serious programming skills. Some matlab. Working in a niche field where pricing risk is a large component.CFA or FRM?THANKS!

<t>I am wondering if anyone knows of with exercises covering probability, stochastics, basic options pricing. I am not looking for a text book. I just want some sort of practice problems with solutions. Sort of like a primer for entry level finance, not necessarily high-end quant finance. any ideas ...

by the way, let me know if there's something incredibly elementary I am missing so I can go read it and not waste your time.

<t>I am fuzzy on the details and would really appreciate someone who could give me a quick overview. let's say I have theoretically sound reasons for the prior I chose. Now what? what are the actual mechanics from here? according to what i have read; the posterior density is proportional to the like...

<t>STOP with the generalizations. People are making blanket statements left and right here. You cannot lump all Bachelors and MSc's and MFE's in the same pot. I personally don't know much about the MFE's. I can first-hand say that I learned more job-relevant skills in my MSc at a good-but-not-reknow...

Does anyone have any idea how I build a Bayesian VAR in Matlab? I checked the code the Koops and Korobilis provide, but I was constantly getting errors which I did not know how to fix. any guidance would be greatly appreciated.

matlab should have an example in the manual. I am almost certain they do for AR-GARCH

shawn, what's your background, if i may ask..

what are some answers? to the clock question. curious to see how different folks reply to this.

Well they better crunch some numbers... My MSc program in UK was 80% foreigners (read higher fees). Of course, 99% did not stay to work in the UK, but I think the prospect is part of the lure.