CFA FRM BAT Modeling Free Online Classes Course

CFA FRM BAT Modeling Free Online Classes Course

Online Classes for CFA FRM BAT MATLAB

Free Online Course on CFA FRM BAT MATLAB by Shivgan Joshi

Financila Journals reserach

BLOGCFAPosted by shivgan Fri, September 07, 2012 08:45:02
Research in Quant Finance as seen in recent papers published in various journals:
1. Copula still remains hot and needs to be implemented in matlab r
2. Implied volatility from bs is another fav area
3. Taking into account impact of various events and using the right mathematical models
4. Monte carlo modeling is most hot area
5. Tiem series and regression remains as most hot area
6. Applying theories developed in real life
7. Is correlation fraud
8. Stochastic volatility

Fixed income research
1. Cds, merton, kmv, factor model, pre payment modeling (ofcourse abs)
2. Ucf fin
3. 2 pp in 1 year on fin risk
4. Maximum likelihood error
5. Coxx ross interest rate model
6. Exotic calls pricing, example double barrier
7. Diffusion term meaning
Tools know how for r and matlab

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