Wednesday, August 23, 2006


Quant Recruiter : News, advice from a Front office Quant recruiter...
Bankers Ball: where bankers come to party!!
QUANTster blog: quant finance events...

will try to add these to links section soon!

Thursday, August 17, 2006

Week 22.. T3

T3 is incidentally not the new Arnie just stands for Term 3!!

T3 has officially started.. and we have had a full week of classes. Risk Mgmt is fun..some of it is similar to the work I did before the MFE program, albiet now applied in a different context. It is interesting.. and the prof. has literally written the bible on VaR.. Some good resources on VaR can be found here.

The 2 classes I am going to enjoy this quarter take a break from the math and modeling, and are very "B-school-ly".. with case studies and discussions. These are - "design of securities" and "success and failure in financial innovation". For eg., yesterday we had a lively discussion on Drucker's Innovation paper, to see how innovation is brought about in different indutries.

Tuesday, August 08, 2006

How a Formula Ignited the Market ..

Extremeley interesting WSJ article on Copula Models...!! Enjoy :) - How a Formula Ignited Market That Burned Some Big Investors

Friday, August 04, 2006

Week 20 - end of T2!! Finally

Blakes on Telegraph street resounded with cheers of "Edgeworth trees" or "stochastic PDEs", which didnt gell very well with the rest of the crowd there. We had just finished our finals for T2.. However, all of us were glad that this term was over. With all the pressure building for the last 2 weeks, and then the was getting a bit too hectic.

Next term, surprisingly, seems even more hectic - depending on the type of courses one takes. There is only one required course - risk management, rest are all electives:
  1. Advanced Computational finance
  2. Credit - quantitative modeling
  3. Success and Failure in Financial innovation
  4. Design of securities for corporate financing
  5. Equity and Currency markets.

All the courses sound very interesting.. I am going to see the first week of classes and then decide...

and now for that well deserved break!!