<t>Economics is important to all financial markets. That said, its direct relation to Math fin is minimal. In determining the course load for a Math fin major my first question would be is this a graduate level program or undergrad? For undergrads interested in math fin. courses should focus on ODE'...

Now that Mid-July has come and gone has anyone looked at this book yet?

Structured Credit ProductsCredit Derivatives and Synthetic Securitisation by Moorad Choudhry Has anyone read this book yet? Wilmott bookshop says it isn't published yet, but Amazon seems to be selling it. Any opinions? How does it compare to Schonbucher's book?

<t>I am trying to put a default credit spread to a series of over 1000 bonds. Extreme accuracy is not important. My current model sets defaults based on the bonds' S&P ratings, but this is a problem because the bonds are converts and about a third are not rated at all. The point of this is to de...

<t>Ok I have a great convert background, but no signifancant exposure to CDS and was wondering if you could help explain to me the use of CDS in the convert arb biz. Such as when is it more beneficial to use a CDS as a hedge? Are there quoted numbers that help determine whether a CDS is trading at a...

Is there a quick and easy way to interplate spot rates of a given yield curve using excel?

"was that impressed by their model"typo- wasn't that impressed I mean

<r>My opinion of Monis is not a high one. I believe they are way over priced and was that impressed by their model. The best packaged model I've used so for is on <URL url="http://www.kynex.com">www.kynex.com</URL>. I don't know how well in works for Asian ECB's, but for US stuff it works great. I p...

I have but was hoping to avoid doing to much of the leg work.

Does anyone know of a good C or C++ code for solving a Feynman-Kac equation? Some kind of skeleton code I could ad to.

Could you please send this to me as well. pdbosson@yahoo.com. Would be a great help.Thanks

<t>I graduated last with MA in Math Fin from CU. Used analytic recruiting for many interviews they are great for quants. Most of their stuff is in NY which might not help your case. If you have excess to Bloomberg. Try typing JOBS <GO> there are lots of great listings there. I wouldn't recommend an ...

<t>I don't know if anyone is still reading this, but I'm a CU MathFin grad and would say that the Mathfin is still more difficult to get into. I graduated last May and the acceptence rate was a little less than 10%. However, Mathfinance is correct in saying that with Derman now a part of the faculty...

I'm looking for a few good papers on SDE pricing methods for convertible bonds. Hopefully, something fairly basic to help write a skeleton model that I can add more intricate details into. Any recommedations would be very helpful. Thanks.

<t>I'll answer your questions respectively:There are a multitude of Convert arb strategies employed and no one common type. They can range from structural arb, volatility plays, equity subsitutes, relative value, etc etc etc. However, the most common vanilla postion is long convert short equity.New ...