Categoria: Master Thesis
I am feeling stupid waiting for the class
During the next 45 minutes I must learn everything that I forgot in the past 2 years in order to present a V@R paper. What are the odds?... Read More
We are almost finishing the paper
It is not really a paper but the second test of financial time series. After that I will be able to focus on my thesis. I have to start it sometime!!!... Read More
Fix the settlement rule, moron!
Guess what? Settlement day rule was incorrectly set to 1 day, but Brazilian governments settle in D+0. Once the curve bootstrap is working is time to think about roll over prices and curves.... Read More
Studying with AFC – Colts lead Jets 30-17
Football is a cool game but I really don’t know most of its rules or any of team and player name. I gave AFC finals, NY Jets x Indiana Colts, a try, and the game is really exciting but I had to ... Read More
Bonds database is done
After some Excel VBA coding I just finished my bonds database. It has daily yields, prices and inflation forecast from Anbima and NTN-B indexed notional from Brazilian National Treasury Secretariat. I... Read More- 2 of 3
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