Ken Abbott

• Zongyuan

• 7/27/16

Hi Prof. Abbott.
I have a question about your MIT VaR class.
As we know, a symmetric matrix (like covaraince matrix) could be decomposed into EAE^-1 (where E contains all eigenvectors, A contains all eigenvalues, E^-1 equals matrix E inverse), but you have used another decomposition EAE' (where E' equals E transpose). I don't know how to prove EAE' decomposition. Could you help me about that?
Best, Zongyuan

• Jorusty

• 10/5/15

Hi, Ken! I am currently working on the way how to value sovereign coupon bonds in Emerging Market of Kazakhstan. SOme of bonds are traded even once a year! I would really appreciate if you could help me with any kind of information of how I can value it. I believe you had some kind of experience with same issues. The problem is linked with the discount rate, i simply cant figure out how to get it....

• Saoud Alanjari

• 9/30/15

Hi, I am currently working as an asst. actuary at a Reins. and was planning on moving to a HF as a quant. Hence, I was wondering which certification would be the useful for someone working at a HF as a quant. I am considering doing either the CFA, FRM, or PRM. Which one would you suggest? Also, do you think it would be a good idea to also work towards a FSA-Quantitative Finance and Investment track?

• 

  chdery

• 4/14/15

Hello Ken,

I'm all ears about the panel data approach you mentioned.

Thanks for the help!

Charles

• 

  Quasar Chunawala

• 2/24/15

Hi Ken,

I would like some advice from you. I am considering pursuing an MSFE program. Should I PM you?

• 

  bassem

• 6/7/14

hello i need an adive,
first what do you think of the CQF? is it good?
my plan is to do the CQF then apply to an MSFE, is this a good plan? i know that they both revolve around the same material, but i think the CQF will help me be from the best of the class in the MSFE.
another question, Baruch or Columbia? which has a better program

• Nate Mac

• 4/19/14

Professor Abbott, is it possible for someone with a data science degree to break into risk management? Thank you very much!

• 

  Andres Salazar

• 1/29/14

Prof. Abbott, If someone with an MSc in Scientific Computing from CIMS sends you a resume, would you rather see that he took a class in Stochastic Calculus or Advanced Risk Management? I will take either one of those classes as an elective. I want this degree to be used in finance, so, as electives, I selected classes from the core courses from the Math for Finance Program. Thank you!

• 

  Ellen Zhang

• 4/22/13

Hello Professor Ken Abbott, I'm currently a finance and mathematics major student in China. I plan to step into the career in Quantitative finance, particularly my interest is about risk management. Would you please share with me what's the typical risk manager's career path and how should I do to become a sucessful risk manager? Thanks a lot!

• Ameya Khaladkar

• 3/31/13

Hi Professor, I am MBA fin. from a tier 1 Bschool in India. Currently working as a business analyst in an IT company. I Did Mechanical Engineering from reputed institute. I was good in Maths from early days. Curriculum of MFE feels truly enriching. But looking the risk return perspective what will be your take in applying for course. Kindly advice.

• 

  Mostafiz

• 3/30/13

Hello professor. I got admitted to MQF at Rutgers and MFE in CGU. I am confused about which course to go for. As an International student good job opportunity is a priority and challenge as always. Please advice. It would be a great help.

• LupDorm

• 3/21/13

Hi Professor. I got admitted to MSOR columbia and Baruch. IF I get CMU, I will pick that, but currently which one of these should I pick ?

• 

  shobhit khandelwal

• 3/17/13

Hi Professor ken, i got an admit from Columbia for msor and from boston for msmf, i am confused about which course to opt for, please advice , it would be of great help.

• AnujMongia

• 2/10/13

Hi Professor Ken, I have got an admit from Claremont Graduate University's Financial Engineering Program for fall 2013, Whats your opinion on the program at CGU. It would be a great help

• 

  Tyler Tuan

• 2/8/13

Hi professor Ken, can you spend some minutes answering this question for me? Thank you very much.
https://www.quantnet.com/threads/question-on-courses-for-risk-portfolio-or-hedging.12477/#post-105534

• 

  Kevin Xu

• 6/26/12

Hi, Ken. This is Kevin. I am heading to New Brunswick for FinMath program at Rutgers at the end of the summer. So did you finally get your parking spot?

• 

  Lana

• 5/19/12

Dear Ken, I am fascinated by the quants/quant world!May I ask you about an advice how to proceed to be a junior quant?I am a physicist with 8 years of significant experience in research and data analysis.I have M.S. in Physics and Engineering, Ph.D. in Physics and Math. from Russian Academy of Sciences. I am good in differentials, math, know Monte-Carlo(scientific applications), a bit of C++/Python/Matlab.I took

• 

  Lana

• 5/18/12

some courses from Stanford/Princeton in Model thinking, statistics, probability, etc. to remind myself about it. But the problem is-nobody wants the worker without an experience in finance environment! That does not matter where to apply the math rules – in basic research or financial industry. Math is Math What do you think about my chances to become a quant? Any advice would be appreciated! Thank you! Lana

• 

  Lana

• 5/18/12

Dear Dominic, I am fascinated by the quants/quant world!May I ask you about an advice how to proceed to be a junior quant?I am a physicist with 8 years of significant experience in research and data analysis.I have M.S. in Physics and Engineering, Ph.D. in Physics and Math. from Russian Academy of Sciences. I am good in differentials, math, know Monte-Carlo(scientific applications), a bit of C++/Python/Matlab.I took

• zyzzhaoyuzhe

• 4/11/12

Sir, I find you both in the faculty page of NYU MathFin and in the QuantNet. It's great to write to you. Could you please give me some suggestions about this https://www.quantnet.com/forum/threads/phd-in-computational-math-large-scale-network-modeling-or-nyu-math-fin.9328/ Thanks a lot.