Category: Finance
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A new challenge has entered the ring!
My first social life in the first 6 months of year 2012 has been compromised by a new challenge I decided to take on this year, the Chartered Financial Analyst (CFA) curriculum. The CFA program is divided in 3 exams denoted Level I, II and III. The candidate gets the CFA designation upon completing the…
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Functional approach to portfolio modeling
Good evening everybody, I’ve been paying attention to portfolio modelling for the past few months. When you tackle such problem, you first try to think about how you could represent a portfolio as an object so that you can dive into your C#/C++/Java code so that you can start making money ASAP. However, you’ll soon…
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Resources for Financial Engineers
Hi everyone, I’ve been busy recently cooking up a new article which I hope I’ll be posting soon called “Bread and Butter of Risk-Neutral pricing”, that’s why I’ve been quite silent the past few weeks. Anyway, I wanted to share with you my latest “findings” about literature and resources I recently bought or discovered on…
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Quantitative Finance and Computer Science: quick comparison between R and MATLAB
Hi everybody, It’s a few weeks without a post and I apologize for that; I am at the moment looking for a job in Geneva, and it’s a bit time consuming as you would imagine. Anyway, I kept working a bit on different projects and I had the idea to create this post. What encouraged…