Month: May 2014

  • CFA Level III: Implementation Shortfall

    Good evening, A quick post tonight to discuss a topic of Trading, Rebalancing and Monitoring part of the Level III curriculum called Implementation Shortfall. The reason why I chose to do this is because it took me some time to overcome the naming conventions of the CFA institute, which are, with all due respect, very…

  • Monte-Carlo Method on Panini stickers distribution

    Good afternoon everyone, Today I want to write a funny post which combines two of the most important topics of June 2014: the CFA Level III curriculum and the FIFA World Cup. I know, that a long shot. I assume that pretty much every reader of this blog had the opportunity to collect Panini stickers…

  • CFA Level III: Interest Rate Parity

    Hello everyone, Today I’m gonna talk about some economic concepts that were mentioned at least since Level II and that are quite useful in the whole curriculum and in finance in general when it comes to dealing with currency management. Covered Interest Rate Parity The idea is quite simple, we will compute the forward exchange…

  • News from the front line

    Hello everyone! I know it’s been a while since I last contributed to the blog and I would like to apologize for that but I’ve been pretty busy over the past 6-8 months. So, to make amends, I updated the blog’s look and feel and I hope you will like this new version, which is…