Week 5
Week 5 wrapped up!! Unbelievable, because half the term is already over for us. This week, I definitely kicked back a little, mainly to concentrate on studying some material for the empirical methods course project (we will be working on some aspects of credit derivatives).
Meanwhile, Investments and Stoch methods have converged to the random walk theory and BS equation for options (and its myriad variations). Empirical methods is focussing on the GMM and GARCH models, some of which is quite abstract and pretty daunting at the first pass.
FPS featured one speaker from a buyside firm, and we also had another buyside firm make presentations and conduct short pre-interviews. (Self note: I am going to refrain from making comments about which firms are coming to the school and my personal opinions about the firms/type of roles on this site, just because I feel I am not qualified to make such statements).
Weekend, kicked back and went to a Dhammal party in SF with some friends. Rejuvenated, I am ready to make some progress on these hws - oh, and study for that quiz for investments!!
Meanwhile, Investments and Stoch methods have converged to the random walk theory and BS equation for options (and its myriad variations). Empirical methods is focussing on the GMM and GARCH models, some of which is quite abstract and pretty daunting at the first pass.
FPS featured one speaker from a buyside firm, and we also had another buyside firm make presentations and conduct short pre-interviews. (Self note: I am going to refrain from making comments about which firms are coming to the school and my personal opinions about the firms/type of roles on this site, just because I feel I am not qualified to make such statements).
Weekend, kicked back and went to a Dhammal party in SF with some friends. Rejuvenated, I am ready to make some progress on these hws - oh, and study for that quiz for investments!!
posted by Quantjock at 4:23 PM
2 Comments:
Hey, this is a very wrong use of comment. I got the address while browing thru Hass students. I am a B-tech from IIT Delhi. I wanted to apply for MS-FE. I wanted to talk to you regarding the same. I would be grateful if you could give me your email ID. My email id is shashankchahar@yahoo.com.
Thanks
I dont want to give my email address out here, however post your query on Global-derivatives forums. And call it to my attention, and I can respond there.
best
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