Sunday, May 14, 2006

Week 7 and recruiting in full flow..

Its Week 7 only, and the campus is abuzz with some news of companies coming for interviews and info sessions in a couple of weeks (Already!!!!, yes believe it). This is an incredibly hectic time for most of us - projects, finals and for some - interviews!!

In coursework, Investments talked about Mean-variance theory. Stochastics has extended the change of measure theory to higher dimensions with correlated variables, while empricial dealt with filtering issues. Thankfully, the homework pressure was a bit off thanksfully this week.... Friday was spent with my group discussing our term end project. It is an interesting project dealing with comparison of market spreads with model data using empirical methods.....

In other interesting news, I saw this first issue of CAT bonds (I dealt with some of these securities in my previous life) by a Soverign developing nation. I wonder, after seeing devastating Tsnumais and Earthquakes in India and other parts of Asia, such issues may become common there as well...


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