SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 146 matches

  • 1
  • 2
  • 3
  • 4
  • 5
  • 10
by punkfanatic3000
January 29th, 2014, 3:41 pm
Forum: Programming and Software Forum
Topic: gas storage model
Replies: 10
Views: 6277

gas storage model

You might want to make the time step bigger than one day, which would save you time (weekly or monthly) instead of daily.
by punkfanatic3000
January 28th, 2014, 3:49 pm
Forum: Programming and Software Forum
Topic: gas storage model
Replies: 10
Views: 6277

gas storage model

I think that you would need to move to do your code on C++, had the same problem when doing 15,000 simulations.
by punkfanatic3000
January 16th, 2014, 12:45 pm
Forum: Programming and Software Forum
Topic: Copying Table from website to Excel
Replies: 4
Views: 5973

Copying Table from website to Excel

Thanks Traden4Alpha, that worked perfectly
by punkfanatic3000
January 14th, 2014, 5:17 pm
Forum: Programming and Software Forum
Topic: Copying Table from website to Excel
Replies: 4
Views: 5973

Copying Table from website to Excel

<r>I cant seem to be able to copy paste the table from the following website to an excel spreadsheet. <URL url="http://www.renewableuk.com/en/renewable-energy/wind-energy/uk-wind-energy-database/index.cfmI%27ve"><LINK_TEXT text="http://www.renewableuk.com/en/renewable ... ex.cfmI've">http://www.rene...
by punkfanatic3000
July 10th, 2013, 7:19 am
Forum: Student Forum
Topic: Recovery rate
Replies: 2
Views: 6692

Recovery rate

Thanks, it makes sense now
by punkfanatic3000
July 9th, 2013, 10:40 pm
Forum: Student Forum
Topic: Recovery rate
Replies: 2
Views: 6692

Recovery rate

Very trivial question but which is bothering me.In a CDS, with recovery rate R, in the event of default, why would the seller would pay (1-R) of the notional?
by punkfanatic3000
June 28th, 2013, 11:42 am
Forum: Careers Forum
Topic: Interview Tips: How to not be stressed
Replies: 17
Views: 8952

Interview Tips: How to not be stressed

When I get nervous, my hands sweat and i feel so embarrassed to shake hands to my interviewer. I cant think of way to avoid this
by punkfanatic3000
June 27th, 2013, 7:28 am
Forum: Careers Forum
Topic: Interview Tips: How to not be stressed
Replies: 17
Views: 8952

Interview Tips: How to not be stressed

Hi,I've realised that before an interview, I would get really nervous which would affect my capabilities during the interview. Any tips that you use to get through the pressure and nervousness before and during an interview?Thanks
by punkfanatic3000
May 10th, 2013, 11:26 am
Forum: Careers Forum
Topic: Imperial College MathFin - 12 months disadvantageous?
Replies: 8
Views: 9733

Imperial College MathFin - 12 months disadvantageous?

<t>Having been there, I know some people could ask to start their dissertation earlier in the 3rd term, therefore being able to do the grad schemes.Be aware that no everyone is placed, it is a competition among your peers depending on your marks and how the staff think of you, as well as your intere...
by punkfanatic3000
February 19th, 2013, 6:56 pm
Forum: Careers Forum
Topic: Another MSc Statistics question
Replies: 5
Views: 9673

Another MSc Statistics question

My 2 cents, having the education that you have, I don't think an MSc in Statistics would add any value. I would rather self-study and try first to move into a HF that could possible match your experience and skills, then try to move within.
by punkfanatic3000
February 19th, 2013, 10:24 am
Forum: Student Forum
Topic: Backtesting when Lack of data
Replies: 2
Views: 8105

Backtesting when Lack of data

Thanks Traden4Alpha. Gonna try the 3rd option. Did try the 1st one and worked ok but I dont have confident in the numbers when forecasting for the future.
by punkfanatic3000
February 15th, 2013, 1:33 pm
Forum: Student Forum
Topic: Backtesting when Lack of data
Replies: 2
Views: 8105

Backtesting when Lack of data

Hi,I am doing a multi-linear regression, the R^2, t-stats, and standard error are good and acceptable for me. But I dont have any way to backtest this due to lack of data, as I am using all data available to do my regression. Would one know a way to get away with it?
by punkfanatic3000
September 6th, 2012, 2:33 pm
Forum: Careers Forum
Topic: Question regarding postgraduate diploma + PhD
Replies: 4
Views: 11121

Question regarding postgraduate diploma + PhD

You could do the CQF, which have more value the MSc from York.
by punkfanatic3000
July 24th, 2012, 3:23 pm
Forum: Student Forum
Topic: VaR calculation
Replies: 3
Views: 11874

VaR calculation

If there is not enough historical data, I wouldn't rely on it to calculate my VaR. It would be better to use either a Monte Carlo or do it analytically if possible.
by punkfanatic3000
July 18th, 2012, 8:05 am
Forum: Careers Forum
Topic: PhD in Financial Mathematics at ICMA centre
Replies: 41
Views: 17124

PhD in Financial Mathematics at ICMA centre

Hi, I am not quite sure why are you asking us your opinion since you seems so willing to go to ICMA regardless of what others tell you.
  • 1
  • 2
  • 3
  • 4
  • 5
  • 10
GZIP: On