
A review of the 2010 Attilio Meucci’s Advanced Risk and Portfolio Management which took place in August at Baruch College, New York City

Top 15 reasons your MFE application was denied and what mistakes to avoid if you want to get into the top MFE programs

Story of a financial engineering graduate who lost job at the height of the financial crisis, took extended vacation and started an iPhone application startup

Interview with Kevin Arnold, Admission Director of Claremont McKenna College about its Master of Arts in Finance program

A list of investment banks and quant funds that offer internship and graduate/entry-level opportunities for students in Financial Engineering (MFE) programs.

Review of my Advanced Calculus class and a summarization of what one can learn in two weeks to prepare for a Master in Financial Engineering (MFE) degree

A collection of programming, math, finance books books read by and written for quants and everyone who wants to become a quant or work on Wall Street

A talk by Emanuel Derman at Bloomberg NYC Symposium’s Fischer Black and The Financial Crisis on November 24, 2009

A technical series on Boost C++ libraries and its applications to computational finance by Daniel Duffy

A look back at the collapse of the famous quant fund Long-Term Capital Management and the current whereabouts of major players involved

Pictures from the 2010 IAFE Annual Conference which was held last Friday June 18, 2010 at Goldman Sachs, NYC. Quant Network is a sponsor of the conference

Columbia University denied reports that its Mathematics of Finance (MAFN) program is being phased out. In fact, it is expanding.

Robert C. Merton, winner of 1997 Economics Nobel Prize for work on stock options, will return to MIT to teach in Sloan’s Master of Finance program this July

Download C++ code for option pricing, numerical methods, geeks calculation and other useful numerical method for financial engineering (MFE) study

An quick introduction on minimizing thread locking using C++ in a simple interest rate yield curve model









