Tuesday, March 20, 2007

shameless plug!!

Just saw a cool article on the Haas MFE program in FE news. I has spoken to the author a few months back about the program and was pleasantly surprised to see some comments by yours truly in the article!!

Sunday, March 18, 2007

And now...?

I have been chewing on what to do about this online diary - a medium which let me jot down some memories from this rollercoaster of an year!! Finally, it dawned on me - I need to continue this journey (as someone at the graduation said, this one year showed us in great detail about how little we know..). I need to keep on learning about topics in quantitative finance - and subsequently maintain this journal - maybe not with the weekly updates - but surely with 1/10th the gusto I did earlier (famous last words).

Another things I wanted to mention. A lot happened in this year - I made a transition from engg. consulting to capital markets; I made some amazing friends in my classmates; I learnt some cool stuff from some amazing professors; and most importantly - I finally learnt what makes Berkeley special.

It's the Cal attitude, Yo!!

I mean, everyone I know at Berkeley - are seriously exceptional people - smart and driven. But even then, there are no airs about anyone of them. I think the Cal attitude defines this - be smart, but be humble as well. After all, this place has some seriously gifted people - at Haas, ..and at other departments (some top ranked departments in sciences and engineering). Yet, something about the University makes the people realize - that they need not take themselves so seriously, that they cause alienation with folks who work with them. This is a small something for me to hold on to.. alongwith the MFE degree that I picked along the way!


Thursday, March 15, 2007

Week 52 - Finito!!

The finals were turned in - the ABS final (take home) and the behavioral final on Wednesday. Went to Jupiter's to unwind after a hectic finals week! And today morning, I felt a bit weird - there isn't a thing to do - This is just not happening - could it be, ...that its all over!!

Wednesday, March 07, 2007

weeks 50/51

The last 2 weeks were probably the busiest of the quarter - especially Friday, when we had to turn in the AFP project writeups (we had a social afterwards to unwind...). This week, some of my classmates presented their work - some really top notch presentations on current problems in quantitative finance..

we also did a CMBS pricing project for the ABS course - basically, we implemented an emprirical default model for CMBS using loan level data...and found some really interesting features inherent in that market..

Next week..it will all be over - finals for Q4 and graduation on 16th!!

Meanwhile, New index based derivatives come on market - basically a good way to hedge against propert prices - incidentally we used the NCREIF indexes to proxy CMBS property prices and to find correlations..