Tuesday, October 24, 2006

31/32 .. I am in a New York state of Mind!!

It seems like forever, eventhough it's just been 10 days. This probably is the first time I have lived in a real city (not suburbs that is)..and New York blows everything away. The city is alive no matter what time, .. the subways, the skyscrapers, the pace, the food... is exciting and refreshing. I may not been saying this once the cold weather kicks in!!

With 28 classmates in NYC too, there has been no time to feel alone. There have been a couple of get-togethers with one more planned for this Friday at the NYU SIAM finmath fair. It has been overall exciting talking to everyone about their experiences about the internships and in general living in the city...

Visitors alert: MetroCard 30 day pass rocks - unlimited subway and bus rides (for $76.00)..great value.

Thursday, October 12, 2006

29/30.. end of T3.. 3/4th of MFE over!!!!

Quick : whats Basel 2's take on credit risk?? Or how about the relative merits of Delta-normal or MC valuation for Risk mgmt... these were the questions we pondered over drinks as we wrapped up the 3rd quarter. At the end, it did feel strange to be all done (with the quarter that is..).

The weeks leading upto this was extremely busy - some highlights - we worked on an excellent project for "SAF" course on emission credit trading .. got to know a lot about how the Kyoto protocol has created a formal mechanism for earning these credits.

So.. I get a big break .. all of 2 days.. and report to work on Monday!! Looking forward to this new career...

Monday, October 02, 2006

Amaranth and Hedge Funds’ Hidden Risks: The Future for Investors - Yahoo! Finance