SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by punkfanatic3000
October 19th, 2011, 11:11 am
Forum: Careers Forum
Topic: Having trouble finding MFE safety schools
Replies: 14
Views: 20852

Having trouble finding MFE safety schools

MAFN at Columbia, University of Manchester, King's College , University of Edinburgh
by punkfanatic3000
October 6th, 2011, 11:19 am
Forum: Programming and Software Forum
Topic: excel and Matlab
Replies: 7
Views: 18786

excel and Matlab

Thanks for your response. For now I will have to rewrite everything in C++, being not able to get the Compiler at the moment.
by punkfanatic3000
October 4th, 2011, 10:57 am
Forum: Programming and Software Forum
Topic: excel and Matlab
Replies: 7
Views: 18786

excel and Matlab

I have found this matlab Compiler but not sure how to use it or install it
by punkfanatic3000
October 4th, 2011, 9:41 am
Forum: Programming and Software Forum
Topic: excel and Matlab
Replies: 7
Views: 18786

excel and Matlab

<t>HiI have written functions in Matlab, but now need to use it on Excel so other users can use it. But other users cannot have Matlab installed on their machine. So I am basically stuck, because I dont have the Compiler and the excellink addins doesnt work if you dont have Matlab.Is there a way to ...
by punkfanatic3000
September 30th, 2011, 1:07 pm
Forum: Careers Forum
Topic: How to apply for quant in Deutsche Bank?
Replies: 8
Views: 22188

How to apply for quant in Deutsche Bank?

I think for Quant jobs, you mostly can find them in the "Experience Hiring" section. You probably should contact DB directly and ask where can you find it in the "Student and Graduates" section.
by punkfanatic3000
September 30th, 2011, 7:32 am
Forum: Student Forum
Topic: Simulation of Gas Forward Curves - PCA Calibration
Replies: 4
Views: 18137

Simulation of Gas Forward Curves - PCA Calibration

<t>Hi Thanks for your answer. I actually took that quote from that paper where it use the multi factor model to price Swaptions.I have managed to simulate the curve without rescaling. I have also tried to simulate the curve by just scaling the volatilities to the implied volatilities without any tim...
by punkfanatic3000
September 27th, 2011, 6:58 pm
Forum: Student Forum
Topic: Delta Hedging by Trees
Replies: 1
Views: 17277

Delta Hedging by Trees

I remember when I studied swing option, we learned about pricing it and delta hedging it via trinomial tree .
by punkfanatic3000
September 27th, 2011, 5:59 pm
Forum: Student Forum
Topic: Simulation of Gas Forward Curves - PCA Calibration
Replies: 4
Views: 18137

Simulation of Gas Forward Curves - PCA Calibration

<t>QuoteTo perform this fit to levels of volatility currently implied by the market, we track the seasonal volatilities on a fixed maturity basis. Let?s say that on August 3, 2003 we have acquired a set of implied volatilities from options on forwards beginning with the prompt-month (September) and ...
by punkfanatic3000
September 27th, 2011, 12:51 pm
Forum: Student Forum
Topic: Simulation of Gas Forward Curves - PCA Calibration
Replies: 4
Views: 18137

Simulation of Gas Forward Curves - PCA Calibration

<t>Hello,I am trying to simulate UK gas forward curves through the multi-factor model by Carlos Blanco. Multi-Factor ModelMy problem lies in the fact that I want to calibrate my seasonal Variance-Covariance matrix to the Implied volatilities before doing the Principal Component Analysis. I know I ha...
by punkfanatic3000
September 22nd, 2011, 9:13 am
Forum: Student Forum
Topic: Banks' Credit Ratings
Replies: 3
Views: 16722

Banks' Credit Ratings

awesome thanks, got them from BBG and the free data from the agencies.
by punkfanatic3000
September 20th, 2011, 7:17 pm
Forum: Student Forum
Topic: Banks' Credit Ratings
Replies: 3
Views: 16722

Banks' Credit Ratings

<t>Hello,I am analysing the debt and credit of banks, and I would like to get the credit ratings of S&P, Moody's, and Fitch of various European banks from 2000 till now.I am having a hard time finding them, by reading news, banks' website but a lot are still missing.Does anyone knows if this has...
by punkfanatic3000
September 12th, 2011, 10:38 am
Forum: Off Topic
Topic: World Cup Rugby 2011
Replies: 60
Views: 19750

World Cup Rugby 2011

If you are in the UK, you can catch up all the matches on ITV catch up.
by punkfanatic3000
September 8th, 2011, 8:00 am
Forum: Student Forum
Topic: Option Data
Replies: 2
Views: 17601

Option Data

Maybe you can look at ICE
by punkfanatic3000
September 8th, 2011, 7:21 am
Forum: Careers Forum
Topic: St.Gallen - What about working in the french speaking part of Switzerland?
Replies: 1
Views: 18523

St.Gallen - What about working in the french speaking part of Switzerland?

<t>1) I know that in some company in German part of Switzerland, they have hired people who doesn't know German, as long as you can speak English. Even in Geneva, they hire people with no knowledge of French. It would be better to know German, but I don't see it as much of a problem.2) Same as above...
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