If it works better for this to be done in January that can be done too. Please decide amongst your classmates as to when the best time is. I am flexible. :)
Attached are the notes and codes for the workshop. I will be available the weekend of 16th and 17th and all day Friday the 22 (got this one off) and 23rd the Saturday.
Please let me know where and what day you would like to do this workshop.
Hi All,
Lets do it on the 23rd of Dec. I want to do it early in the day. Please let me know what time works for everyone. If you can't make it on the 23rd that won't be a problem. Part of making an infrastructure that can be extended and reused by students will require me to see more of you...
January is looking to me to be a better time to do this VBA workshop. It will probably be around 4 hours for it to be useful. I want to cover the basics to the more advanced topic of writing an addin in C++ or .Net. What is your schedules for next semester? I want to do it before the classes...
The 23rd is fine with me or some time earlier. Is the school open on that day? I should be ready by Sunday of this week. I will just write up some notes and an example spreadsheet. I will post up my notes and you can guys can look it over. How long should I plan my material for? 2 hours? Or more?
I disagree on that it will defeat the purpose of learning how to create the tools and hw. I am fairly certain that not every student that enters the program wants to get a job programming these models. I for one rather make business decisions using them. This is how I see the landscape:
1...
If you guys are good for me teaching the course please let me know the following:
1. How many people is going to attend?
2. What is their experience with Excel?
3. Can we have hold it in the Lab?
4. Can we do it before Christmas? I have a trip plan for Hong Kong on the 26th of December...
You can email me at phat.loc@gmail.com
Don't worry so much about how the code looks. I was a student before too. Also I didn't know C++ until I started the program. I probably forgot most of it by now. Ideally I want to make something that people with little programming experience can extend...
Why not just use http://quantlib.org/ instead of re-implementing an open-source library of analytics? Creating a sustainable open source project will be tricky given the time contrainst of doing homework and exams. When you are looking to hand in your homework building a reusable framework is...
That is good. However I would like to see some code from all the homework teams. I basically, want to understand
1. The level programming ability
2. What platform are you programming with. Is it Visual C++ on windows or C++ on linux. When I was in school, I did Java, C++ and VBA.
I have...
Hi All,
It has been a few years since I have completed the MFE at Baruch. Can you post a few of the programs you have wrote for the class you have taken? I want to see a broad spectrum. Don't worry if you code is ugly. I am trying to build a framework that can be used by students at all level...
Hi Pauljack,
I have a BA in Actuarial Science and the MFE degree from Baruch. If you want to work in the Actuarial Field. I recommend you go to the
http://www.soa.org/ (Life and Health)
or
http://casact.org/ (Property and Casualty)
look over the exam syllabus, study and take...
Attached is my capstone project on implied trinomial trees. The paper covers getting an implied volatility surface which may or may not help with Neftci's HW # 2.
You can't change the inputs because I don't do all the checking that might cause infinite loops. I can post up the code if anyone...
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