Wednesday, February 21, 2007

weeks 48-49...

The countdown to week 52 has begun...

well, before that I need to turn in my finance project and ABS project (pricing a CMBS deal). These are going to take up my next 2 weeks!!

This weekend, spent some time learning about the hjm model - the non-math primer is here. For more implementation issues - the excerpt from Wilmott's book is quite valuable.


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