Week 3...

Week 3 has brought us all into the thick of things. Investments class is dealing with basics of Bond pricing and state prices. Stochastics class has slowly gone into a foreign language category (note GREEKs.. with emphasis on EEKS!! - martingales et al). Economterics remains enjoyable to me with OLS and a new method of quartile regression, with practical applications on real data.... Our team is also closely working on a good topic to research for the final project due as part of this course.

Seminar this week included an alum from Allianz Hedge fund partners - once again a delightful seminar, which gave me a lot of food for thought on asset mgmt industry in general, and hedge fund-of-funds industry, in particular.

Lot of buzz this week on campus as MFE team once again defeated other top schools in the Financial engineering case competition.

Watch this space closely - I will be going "live" with my identity very soon!! I have included this blog as part of my bio on the MFE page, so there is no point in my maintaining anonymity.