HIGHLIGHTS
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Risk versus Portfolio Management
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Review of Princeton’s Master in Finance program
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Jim Gatheral leaves Merrill Lynch to join Baruch...
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Review of MIT Sloan Master in Finance program
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Pricing ABX index for Newbies
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Review of Georgia Tech QCF program
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Review of Claremont Graduate University’s Financial Engineering program
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Review of Certificate in Quantitative Finance (CQF) program
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Review of UC Berkeley MFE program
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Review of Baruch College’s Financial Engineering program
Pricing ABX index for Newbies
A simple introduction to pricing ABX index with example calculation using sample data from MarkIt
Thoughts on Teaching
Teaching matrix Singular Value Decomposition to my wife really solidified the decomposition in my own mind.
Tech trends to watch in 2010
How the social networking, discussion forum, open API, freemium business models have changed the way we communicate and work online. A look at what tech trends will shape the web in 2010 and beyond.
QuantNetwork to stop support of IE6 browser
Effective February 1, 2010, QuantNetwork will begin phasing out support for Internet Explorer 6 in our sites and forum. We are joining a long and growing list of other companies and websites who no longer support the older browser IE6. To see which companies are joining this effort, please visit ie6nomore
The reasons for our decision [...]
Baruch MFE, insider view
It has been a while since I hit the blog. Actually, the last entry was posted when I got accepted to the MFE program, oh, three semesters ago! Even though I still have one more semester to go, probably now it is a good time to make a wrap up and tell about my experience [...]
Latest Forum Discussions
Spring Admission- FE Programs
| EducationHello all, Is anybody aware of a comprehensive list of schools that offer Spring admission? I'm in the process of taking the GRE and completing my prereqs, so I've missed Fall 2010, but am...What OS is standard in industry?
| Computing---Quote (Originally by quantstart)--- Windows is the dominant OS in most banks, so you will need to get to grips with Visual Studio C#/C++. You can download free versions from Microsoft's website...Risk versus Portfolio Management
| Recommended ReadingA guest post by Aaron Brown written for Quant Network ---Quote--- From baseball to poker, from VaR to Sharpe ratio, author and risk manager Aaron Brown demystifies and explains the history and...GPU computing
| ComputingCheck out the following article on Automated Trader about GPUs being used for accelerating financial computations: http://www.automatedtrader.net/articles/software-review/31723/matlabs-racing-jacket...
