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Table of content Starting at Baruch MFE The Birth of an App Idea App-lying Myself Time to Submit the App Marketing the App Free-style Conclusions Part 1 - Starting at Baruch MFE One day in July 2005 I called Dan Stefanica, director of the financial engineering program at Baruch College. I had...

Dear Students, Alumni and Faculty, The Quant Network at Baruch's Financial Engineering MS Program is proud to present a talk from Ms. Karen Johnson, former Director of the Division of International Finance at the Board of Governors of the Federal Reserve System. Location: TBD When...

I love how people like to say this poor financial and economic period is somehow a surprise. I will be following this guy Peter Schiff's words pretty closely after seeing this YouTube video. YouTube - Peter Schiff Was Right 2006 - 2007 (2nd Edition)

People often ask me why oil prices have come down so much in the past few months. My usual response is 1) prices went too far up too fast, 2) demand weakening due to global economic woes, 3) tight supplies means more volatility as the market reacts to every little bit of news, 4) other stuff...

I'm wondering how people are calculating the risk free rate now.

So, who is interested in hiking? I'm not talking anything terribly demanding... more like walking in the woods. I'm thinking of having a QuantNet Hiking Club. Maybe once a month we can go on a hike. The first hike will be this Saturday. It's an easy five-mile trail in the Palisades. The...

Here is a decent presentation and discussion on what peak oil means. The Oil Drum | Peak Oil Overview - June 2008 (Pdf and Powerpoint available) Worth the read for those interested in energy. The rest of the site is pretty good too.

John Jiang and Hanjie Chen propose a generic concept of electricity-backed security, which provides an additional funding method to utilities with poorer credit ratings, and a new asset class to investors.

If you live in a state having a primary today (and are registered to vote) remember today is the day to vote. For Democrats, delegates are handed out in proportion to the number of votes the candidate gets (in most states). So your vote actually counts. Republican primaries are mostly...

Here is an old (2002), but informative (106 pages) report on energy derivatives and risk management. http://tonto.eia.doe.gov/FTPROOT/service/smg2002-01.pdf The site is good for those interested in the goings-on in energy. Energy Information Administration - EIA - Official Energy Statistics...

(If anyone has questions about baseball, ask away.) Ok. So the NLCS is set and the ALCS could be set today. I was really pulling for the Cubs but they didn't seem to really have a chance. They finished the season with only 85 wins, 5 less than the wild card winning Rockies. Yesterday's game...

Financial Modeling Using C++ Amazon.com: Financial Modeling Using C++ (Wiley Finance): Books: Chandan Sengupta Does anyone have an opinion on this book or author?

So, if you find yourself at work, on a machine that cannot generate the PDF for the latex you need to change, or if for some reason your normal PDF generator can't find /usr/bin/pdflatex, here is a Web site for you: LaTeX to PDF

Sorry, but I came across this joke (was sent to me via my site) and couldn't stop myself from posting here. Once there were three pregnant Indian women who slept on animal skins. The first slept on a deer skin. The second slept on a bear skin. The third slept on a hippopotamus skin...

Well, this is my 400th post. And when I was approaching 300, Andy wanted me to make it special. But I forgot and it was a really benign post. So, here's to 400!

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EnergyDesk

http://www.ermsymposium.org/handouts.php This page has a bunch of risk management presentations and audio files from an enterprise risk managment symposium. No math, but there's a lot of info there, including job trends and demographics.

I have just signed up at this site: http://prmia.org/ It is free. I have not gone through all that it has, but there seems to be some good stuff there. You can select areas of interest when registering (one of them is financial engineering). And there are job postings, research, events, etc...

What: The Quantnet BBQ Party When: Saturday March 31, noon to sundown Why: Bonding with cohorts, networking Where: Woody's place in Windsor Terrace (Prospect Park Southwest). It is about 45 min from Baruch door-to-door via the F train. Depending on the weather, we will cook inside...

Dr. Dan Stefanica, director of the Master of Science Program in Financial Engineering program at Baruch College (part of the City University of New York or CUNY), is a man with a vision and in a hurry. Stefanica completed a Ph.D. in applied mathematics at the Courant Institute of New York...

Hi, In order to gage interest in a photo gallery feature on Quantnet, or a photo forum, I am starting this random photo thread. Feel free to post any (decent) photo here. It might be the best photo you ever took, a picture from your vacation, a baby photo, or something else. To post an...

Dear Students, Alumni, and Professors: The Quant Network at Baruch's Financial Engineering MS Program would like to invite you to attend a talk given by Mr. Curt Ward who is a senior trader at Bernard L. Madoff Investment Securities. Topic: My life as a Trader About the speaker: Curt...

Some people had expressed interest in Energy Trading and Risk Management (ETRM) systems. This is what my company builds. We've been around for 6 years and I've been with the company for 3. This article is a bit of a PR piece, but may contain interesting info for some. Let me know if you have any...