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by KennyMing
March 18th, 2007, 12:02 am
Forum: Student Forum
Topic: Pricing Structural Note and equity linked notes.
Replies: 5
Views: 77505

Pricing Structural Note and equity linked notes.

<t>Thanks for your reply first.I have accessed to the website of DBQuant.com to search for relevant research paper and publication materials.However, those reference materials are password protected and I can not even click in some of the reference to have a look......any other website suggested for...
by KennyMing
March 17th, 2007, 3:36 pm
Forum: Student Forum
Topic: Pricing Structural Note and equity linked notes.
Replies: 5
Views: 77505

Pricing Structural Note and equity linked notes.

<t>I would like to ask is there any good reference books and research paper regarding the topic of structured products and equity linked notes? I wanna know the pricing model and their mechanism.I have reviewed some books related to equity structured notes like "Structured Products and Hybrid Securi...
by KennyMing
March 17th, 2007, 3:28 pm
Forum: Book And Research Paper Forum
Topic: Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)
Replies: 56
Views: 114374

Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

When will the book be published? I wanna buy it as soon as possible.
by KennyMing
March 17th, 2007, 4:36 am
Forum: Book And Research Paper Forum
Topic: Structured Products AND equity linked notes
Replies: 5
Views: 79831

Structured Products AND equity linked notes

<t>Do you mean these two 1. Equity Derivatives: Theory and Applications (Hardcover) 2.Equity Hybrid Derivatives (Wiley Finance) (Hardcover) ?Actually, I have reviewed these books before, the content is quite well written. But, they don't teach you a lot on pricing the structured notes. Other than th...
by KennyMing
March 17th, 2007, 12:42 am
Forum: Book And Research Paper Forum
Topic: Structured Products AND equity linked notes
Replies: 5
Views: 79831

Structured Products AND equity linked notes

I would like to ask is there any good reference books and research paper regarding the topic of structured products and equity linked notes? I wanna know the pricing model and their mechanism.I am looking forward to kindly reply.Great thanks.
by KennyMing
March 13th, 2007, 3:08 pm
Forum: Book And Research Paper Forum
Topic: Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)
Replies: 56
Views: 114374

Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

<t>I would like to know if your book could include some working examples of structured products ( FX, CDO, convertible bond, callable features....)I have bought your book of financial instrument pricing using C++ and introduction to C++ for financial engineers.I hope that this forthcoming book could...
by KennyMing
February 25th, 2007, 3:44 pm
Forum: Careers Forum
Topic: MAS Finance Zürich - mathematical enough for quant?
Replies: 5
Views: 82599

MAS Finance Zürich - mathematical enough for quant?

<t>Well, I also wanna know if there is any shortcoming for those coming from Asian countries.I have refered to their official website in database, I noticed that there is only a rare case from Asian country.What's more, is there any paid internship arranged like the program in UCB, NYU.?I also heard...
by KennyMing
February 24th, 2007, 12:26 pm
Forum: Careers Forum
Topic: MAS Finance Zürich - mathematical enough for quant?
Replies: 5
Views: 82599

MAS Finance Zürich - mathematical enough for quant?

<t>How about the admission competition when comparing with those top programs in US like NYU and Columbia?I am going to apply the MAS in finance next year. I have a master of science in financial mathematics. (GPA 3.75)I have learnt advanced probability theory and stochastic calculus before. Do you ...
by KennyMing
February 24th, 2007, 12:16 pm
Forum: Careers Forum
Topic: MSc in financial math and staticstic in HKUST
Replies: 2
Views: 78814

MSc in financial math and staticstic in HKUST

Any notable faculty for this program?Like the MFE in Columbia University, Derman, Steven Kou....are notable faculties.What's more, how is the placement rate?The program seems a little bit too mathematics, can I take some courses in business faculty?Please reply. thanks.
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