Where Credit Is Due --
Where Credit Is Due - CFO Magazine - November Issue 2003 - CFO.com
This old article caught my eye as I took a break looking over some papers for the upcoming credit risk final. Immediately, I see the practicality of the complex models we had been discussing in the class. I am also busy researching the cause of downgrade for a company as part of the paper due for this course. This course is very practical - it helps when the Prof. worked as an MD at a top credit rating agency.
This class has been extremely interesting - the first of a two-series course on credit risk. Next term, we take a more quantitative approach on building models.
Last week was busy with some heavy C++ coding (I am still learning how to code effectively) for the Quant methods course - we are discussing innovative ways to speed up Monte Carlo simulations using methods that would make a theoretical physicist blush - Brownian bridges, Stratification, Quasi-random sequences, Sobol (is that a new language???), ...
This has got to be the craziest quarter yet!!
This old article caught my eye as I took a break looking over some papers for the upcoming credit risk final. Immediately, I see the practicality of the complex models we had been discussing in the class. I am also busy researching the cause of downgrade for a company as part of the paper due for this course. This course is very practical - it helps when the Prof. worked as an MD at a top credit rating agency.
This class has been extremely interesting - the first of a two-series course on credit risk. Next term, we take a more quantitative approach on building models.
Last week was busy with some heavy C++ coding (I am still learning how to code effectively) for the Quant methods course - we are discussing innovative ways to speed up Monte Carlo simulations using methods that would make a theoretical physicist blush - Brownian bridges, Stratification, Quasi-random sequences, Sobol (is that a new language???), ...
This has got to be the craziest quarter yet!!
posted by Quantjock at 9:52 PM
1 Comments:
Dont worry too much about GUI development. Make sure you know how to work matrices and other numerical techniques in C++
I am not sure about SAS,. it is used extensively for econometrics.. mostly in the buy side.
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