SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by punkfanatic3000
March 8th, 2012, 7:04 pm
Forum: Student Forum
Topic: perpetual bermudans
Replies: 19
Views: 14801

perpetual bermudans

Oops sorry I didnt read your email properly.How about trying this: Muroi@sigmath.es.osaka-u.ac.jpI found it on another paper of Muroi:Muroi's paper
by punkfanatic3000
March 8th, 2012, 4:50 pm
Forum: Student Forum
Topic: perpetual bermudans
Replies: 19
Views: 14801

perpetual bermudans

you can email Yoshifumi Muroi: muroi@econ.tohoku.ac.jpand here is his page of his university:Yoshifumi Muroi
by punkfanatic3000
March 6th, 2012, 4:50 pm
Forum: Careers Forum
Topic: need help decide on chince of Master programme
Replies: 1
Views: 14293

need help decide on chince of Master programme

Warwick's a more structured maths foundation which would help to work as a quant and good programming, but it seems strange to me that it is held by the business school, since I thought it was held by the maths department. Less weakness overall.
by punkfanatic3000
February 15th, 2012, 6:42 pm
Forum: Student Forum
Topic: Spread Option and Correlation
Replies: 4
Views: 14454

Spread Option and Correlation

Thanks for the answers. It makes sense from a formula point of view that volatility is highest for perfectly negatively correlated. But if the correlation is 0, wouldn't the two assets be more disconnected and therefore create more value?
by punkfanatic3000
February 14th, 2012, 7:14 pm
Forum: Student Forum
Topic: Spread Option and Correlation
Replies: 4
Views: 14454

Spread Option and Correlation

<t>Hi,I have a few problems in figuring out spread options.I am analysing the Kirk model as a first base. And from the formula, it seems that you get most of the value when correlation is -1, ie the two assets are uncorrelated.But in my opinion, most of the value would be when the two assets disconn...
by punkfanatic3000
February 1st, 2012, 10:29 am
Forum: Careers Forum
Topic: LSE Financial Math or Imperial RMFE?
Replies: 6
Views: 17653

LSE Financial Math or Imperial RMFE?

<t>If I were you, I would choose Warwick, because it is a better programme overall. It is really a Financial Mathematics course with its pure stochastic course, programming and financial maths.At Imperial, I think it is the most expensive course in the UK and the class is quite big. More a business ...
by punkfanatic3000
February 1st, 2012, 10:13 am
Forum: Careers Forum
Topic: MFE---- Manchester BS VS EPFL
Replies: 10
Views: 17717

MFE---- Manchester BS VS EPFL

<t>I would choose EPFL against MBS for the following reasons:1) EPFL being one of the top engineering school in Switzerland, you will learn the maths rigorously unlike going into a Business School. And you will have good foundation in programming too, which you wont in a business school.2) Having th...
by punkfanatic3000
January 13th, 2012, 11:20 am
Forum: Student Forum
Topic: Simple Vol question
Replies: 1
Views: 14510

Simple Vol question

<t>HiI know it is pretty stupid, but I just want a confirmation of my thought.I am not quite sure how to express volatility in terms of change in price.is it just: Volatility*sqrt(T)*Price?Because volatility would be the calculated using the standard deviation of the log of the returns, so not quite...
by punkfanatic3000
January 9th, 2012, 7:56 pm
Forum: Off Topic
Topic: Good Ski for cheap?
Replies: 15
Views: 15044

Good Ski for cheap?

Thanks a lot for your answers. Andorra seems to be a pretty good place to go though it might not have snow in April/end March.How about Austria or Eastern Europe, has anyone been there?
by punkfanatic3000
January 7th, 2012, 8:58 pm
Forum: Off Topic
Topic: Good Ski for cheap?
Replies: 15
Views: 15044

Good Ski for cheap?

Hello,I am looking to ski in Europe this April, so I am looking for places that still have snow at that point in time, but I have to say that I am not very sure where I could go.Any suggestions would be appreciated
by punkfanatic3000
November 17th, 2011, 12:00 pm
Forum: Careers Forum
Topic: Imperial RMFE
Replies: 4
Views: 19259

Imperial RMFE

it would be preferable to choose a good programme regardless. And the RMFE has been known not to be among the top
by punkfanatic3000
November 3rd, 2011, 2:37 pm
Forum: Careers Forum
Topic: Perception of Africa
Replies: 10
Views: 18362

Perception of Africa

Derman studied in South Africa but things might be different back in the days. You might have learned as much as abroad in terms of contents but companies might have never heard of university, so it'll be hard.
by punkfanatic3000
November 3rd, 2011, 10:29 am
Forum: Student Forum
Topic: Onshore-Offshore UK wind speed data
Replies: 2
Views: 17209

Onshore-Offshore UK wind speed data

Thanks a lot Anthis.I finally found out wind speed data from the ECMWF website, which gives wind speeds all across Europe.Wind Data
by punkfanatic3000
October 28th, 2011, 12:56 pm
Forum: Student Forum
Topic: Onshore-Offshore UK wind speed data
Replies: 2
Views: 17209

Onshore-Offshore UK wind speed data

<t>Hello,I am looking for onshsore, offshore of wind speed data. Ideally monthly or smaller granularity for different regions of the UK.I am trying to build up a good analysis on how the wind affect electricity prices. I want to analyse the wind power generation for different regions in the UK, but ...
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