Your SlideShare is downloading. ×
Computational financev2
Upcoming SlideShare
Loading in...5
×

Thanks for flagging this SlideShare!

Oops! An error has occurred.

×
Saving this for later? Get the SlideShare app to save on your phone or tablet. Read anywhere, anytime – even offline.
Text the download link to your phone
Standard text messaging rates apply

Computational financev2

44

Published on

0 Comments
0 Likes
Statistics
Notes
  • Be the first to comment

  • Be the first to like this

No Downloads
Views
Total Views
44
On Slideshare
0
From Embeds
0
Number of Embeds
1
Actions
Shares
0
Downloads
0
Comments
0
Likes
0
Embeds 0
No embeds

Report content
Flagged as inappropriate Flag as inappropriate
Flag as inappropriate

Select your reason for flagging this presentation as inappropriate.

Cancel
No notes for slide
  • http://en.wikipedia.org/wiki/Type_conversion_in_Chttp://www.cplusplus.com/doc/tutorial/typecasting/http://en.wikipedia.org/wiki/C_dynamic_memory_allocation#Differences_between_malloc.28.29_and_calloc.28.29
  • https://www.db.com/medien/en/content/press_releases_2006_2906.htm
  • http://en.wikipedia.org/wiki/Type_conversion_in_Chttp://www.cplusplus.com/doc/tutorial/typecasting/http://en.wikipedia.org/wiki/C_dynamic_memory_allocation#Differences_between_malloc.28.29_and_calloc.28.29
  • Transcript

    • 1. Qcfinance.in 7th March 2014
    • 2. Index Database  C++  MBS / ABS / Valuation 
    • 3. C Concepts in Financial Engineering Why shift from spreadsheet to RDBM Advantages Disadvantages Financial Engineering Roles Technologies Qcfinance.in http://www.seguetech.com/blog/2013/02/19/upgrade-spreadsheets-vs-database http://ccp.arl.arizona.edu/dthompso/sql_workshop/intro/spreadsheetdifferences.html
    • 4. Database Concepts in Financial Engineering Financial Engineering Roles Interview Prep Technologies: MATLAB SQL C++ XML Java Qcfinance.in      Install MySQL database create and update data and its Integration with MATLAB Greeks, Securitization, Indices, etc Improve data management efficiency Capture bulk data Spreadsheets to relational database Quiz:  Relational database  ER Diagram  Joins  3NF Table
    • 5. C Concepts in Financial Engineering Quiz: Bubble sort method  Storage classes in C  Array of pointers  Pass array elements to a function  Financial Engineering Roles Technologies Qcfinance.in
    • 6. Qcfinance.in Database Concepts in Financial Engineering Relational database Joins in SQL Entity Relation Diagram – Data from Finance world ex Securitization Normalization: 3NF Table – Again data from Finance?
    • 7. Mortgage Backed Securities Securitization  Pass through securities  Pre payments  Stripped MBS  Non Agency MBS  Contraction Risk & Extension Risk  Call protection from CMBS  PO and IO  Qcfinance.in   CPR SMM (monthly)) PSA standard – up till 30 post 30 months CFA Level 2 Exam Fixed Income Bonds
    • 8. Asset Backed Securities Securitization  External Credit Enhancements  Pre payments  CDOs  Synthetic CDOs  Arbitrage CDO vs Synthetic CDIs PAC (planned amortization class)   Qcfinance.in CFA Level 2 Exam Fixed Income Bonds
    • 9. Valuation of ABS and MBS    YTM treasury Zero Volatility Option Adjusted Spread Qcfinance.in    Bond Equivalent Yield Nominal Spread Monte Carlo Spread CFA Level 2 Exam Fixed Income Bonds

    ×