- 28 Apr 2009 - Tonight's class for AMS-511-01: Foundations of Quantitative Finance has been cancelled due to a family emergency. The notes for Classs 13-A have been posted on the course page.
- 22 Apr 2009 - The homework assignment for Class 12-A for AMS-511-01: Foundations of Quantitative Finance has been changed on the course page.
- 21 Apr 2009 - Class tonight for AMS-511-01: Foundations of Quantitative Finance has been cancelled. Please download the lectures through to Class 12-A. Homework solutions through Class 11-A have also been posted for your review. Class will be held on Thu 23 Apr 2009 where the assignment for the Final Workshop will be discussed.
- 24 Mar 2009 - Additional guidance for Workshop 1 for AMS-511-01: Foundations of Quantitative Finance has posted on the course page under the document named Data Handling.
- 23 Mar 2009 - The due date for Workshop 1 for AMS-511-01: Foundations of Quantitative Finance has been moved to Thu 02 Apr 2009 in order to give you more time with Mathematica programming.
- 12 Mar 2009 - The course page for AMS-511-01: Foundations of Quantitative Finance has been updated to refect Xiaochu's recitation period and is current with respect to solutions for homework assignments. If you need help with class material or guidance with Mathematica programming, please consider attending the Monday evening rectitation. You should also feel free to call or email me.
- 03 Mar 2009 - IMPORTANT CLASS CANCELED DUE TO WEATHER - The Tue 03 Mar 2009 class for AMS-511-01: Foundations of Quantitative Finance will not meet tonight.
- 19 Feb 2009 - IMPORTANT OPPORTUNITY, TIME IS OF THE ESSENCE - ITG, an agency brokerage firm with offices in Boston and New York, has both full-time and summer internship positions available in its Financial Engineering Department. A flyer describing the opportunities can be found here. Don't delay if you are interested!
- 19 Feb 2009 - Some changes and corrections of the homework solutions for class 02A for AMS-511-01: Foundations of Quantitative Finance have been made.
- 12 Feb 2009 - At the suggestion of Bryan Clark some changes and corrections of the homework solutions for class 01B for AMS-511-01: Foundations of Quantitative Finance have been made.
- 29 Jan 2009 - A critique of the Omega Ratio, a risk-adjusted performance measure that has seen increasing use among alternative investment analysts, has just been released on my Research page.
- 29 Jan 2009 - Effective immediately the room assignment for AMS-511-01: Foundations of Quantitative Finance is Physics P-128.
- 28 Jan 2009 - There was a problem with the room assignment for AMS-511-01: Foundations of Quantitative Finance. The class is no longer in ESS 177 and we have received a temporary room assignment to Humanities 3013, which unfortunately is a bit short on seats. Once we get a suitable, permanent room assignment, then it will be posted here and on the course page.
- 27 Jan 2009 - First day of class for AMS-511-01: Foundations of Quantitative Finance.
- 11 Jun 2008 - eFinancialCareers has job pages dedicated to Quatitative Analytics; a new link has been created in External Resources.
- 09 Jun 2008 - The International Association of Financial Engineers (IAFE) has recently published a listing of academic programs in financial engineering and allied disciplines. A link to the page has just been added in External Resources.
- 07 Oct 2007 - The Career Guide has been updated with a list of texts that you might find useful in pursuing a career in quantitative finance. These include biographies of well known quants, advice on how to begin a career in quantitative finance, and sample interview questions.
- 06 Oct 2007 - The tutorial on using Mathematica V6 to download XML data from the U.S. Treasury website has been updated and improved.
- 24 Sep 2007 - A tutorial on using Mathematica V6 to download XML data from the U.S. Treasury website has been added.
- 20 Sep 2007 - The tutorial on using Mathematica V6 to download CSV data from Yahoo!Finance has been updated. The Java interface is no longer needed because Import[] can now directly import data from a URL.
- 04 Sep 2007 - IMPORTANT ANNOUNCEMENT: On Wed 26 Sep 2007 the Engineering & IT Job Fair will take place in the Sports Complex Arena.
- 06 Mar 2007 - On Friday 09 March 2007 a faculty candidate for computational finance in the Computer Science Department will be giving a talk at 2:15 PM in Room CS 2311. The topic is "Market-Making: From Algorithms for Price Setting to Emergent Market Properties". Read more about it here.
- 29 Jan 2007 - A link to Google Finance has been added to External Resources.
- 03 Dec 2006 - CNBC, the financial news cable channel, has just introduced its new website. The link has been added to External Resources.
- 07 Sep 2006 - A new tutorial illustrating how to download history and current quote data from Yahoo!Finance into Mathematica has been posted on the Toutorials and Workshops page.
- 09 May 2006 - IMPORTANT OPPORTUNITY, TIME IS OF THE ESSENCE - AlphaDyne, a well-known asset management firm, has a Summer 2006 internship opportunity for a graduate student with good mathematical and programming skills and an interest in finance. Details can be found here. The deadline for applications is Mon15 May 2005.
- 05 Apr 2006 - There is an interesting article, "Hiring the Next Generation of Quants", about the need for quantitatively trained professionals in finance in the Wall Street & Technology site here.
- 06 Feb 2006 - There has been a slight change in my office hours. They are now Tuesdays and Thursdays from 2:15 PM to 3:15 PM.
- 01 Feb 2006 - Effective immediately, the room number for AMS-691.02 has been changed to Earth & Space Science, Room 177.
- 25 Jan 2006 - IMPORTANT OPPORTUNITY - Credit Suisse has both full time openings and summer internships available for its Global Modelling and Analytics (GMAG) and Risk and Quantitative Analytics (RQA) groups. More information can be found in the PDF here.
- 17 Dec 2005 - A link to the Concise Finance Encyclopedia, a free community resourch providing brief explanantions of finance and banking terms, has been added to External Resources.
- 07 Dec 2005 - Students have asked me about a good historical overview of capital markets in general and stock markets in specific. A good reference is: B. Mark Smith, A History of the Global Stock Market: From Ancient Rome to Silicon Valley, University of Chicago Press, 2004. Its list price is $15.00, but it is steeply discounted by the online retailers.
- 25 Sep 2005 - A new site, Risk Latte, has been added to External Resources. It contains news and useful links in financial engineering. Thanks to Firas Daabhoul.
- 27 Aug 2005 - In response to questions received from students, several pages in Quantitative Finance have been updated and clarified, although the basic program description has not changed.
- 22 Jun 2005 - The sections describing the academic program: the Graduate Degree and Certificate Requirements page, the Graduate Course Descriptions page and the Sample Programs of Study page have been updated so that they reflect the actual, rather than temporary, course numbers.
- 22 Jun 2005 - QUANTster.com, a job market daily for quantitative finance, has been added to External Resources.
- 09 Jun 2005 - QuantFinanceJobs.com, a job board for job seekers and recruiters in quantitative finance and related fields, has been added to External Resources.
- 09 Jun 2005 - A link to the Boost C++ Libraries has been added to External Resources. Ten Boost libraries will be included in the C++ Standards Committee's upcoming C++ Standard Library Technical Report as a step toward becoming part of a future C++ Standard.
- 26 Apr 2005 - A listing of Recommended Texts in Quantitative Finance has been added under Resources in the main Quantitative Finance page.
- 30 Mar 2005 - MathWorks is offerring a free seminar in NYC, "Using MATLAB to Develop and Deploy Financial Models." You can find out more information and register for this event here.
- 30 Mar 2005 - Prof. Feinberg's OR Seminar for Wednesday March 30th will be conducted by Steven Kou of Columbia University and is titled "Financial Engineering in Wonderland: Flying with Riemann, Lisa and Dickens". It will be held from 1:00 to 2:00 PM in Harriman Hall 104.
- 18 Mar 2005 - The IAFE is inviting students to "How I Became a Quant", a panel discussion being held in NYC on March 31st. You have to pre-register, but the event is free. The email announcing the session is here.
- 02 Feb 2005 - The Tutorials and Workshop link under the main Program in Quantitative Finance page has been activiated. At this time it contains a Mathematica Tutorial in both notebook and PDF formats,
- 28 Dec 2004 - A few new links have been added in External Resources under Professional Societies and under Open Source and Public Domain Software.
- 24 Nov 2004 - A new link has been added in External Resources. It's a web page that implements the Black-Scholes valuation of a European option in more than 30 programming languages.
- 11 Nov 2004 - Quantitative Finance Seminar: Data Mining in Credit Risk Analysis, Dr, Xidi Wang, Director of Credit Risk and Marketing, CreditCard Brazil, Math Tower S-240 Thursday, November 11, 2004, 2:00 PM to 3:00 PM. Refreshments will be served.
- 27 Oct 2004 - St. Paul Travelers will be holding an on-campus recruiting event on Wed 27 Oct 2004 from 5:00 PM tp 7:00 PM in SAC-303. They're interested in talking to AMS students about their Actuarial Leadeship Development Program. Conatct the Career Center for more information.
- 18 Oct 2004 - Another exteranl link has been added to the Quantitative Finance page. Options Central is the Options Industry Council's site to encourage and support options trading.
- 16 Oct 2004 - Tim O'Shea has suggested some additional resources that have been added to the "External Links" section of the Quantitative Finance page.
- 29 Sep 2004 - Thank you for completing the student background survey. The results are here.
|
