Computational financev2
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This document discusses using databases in financial engineering. It provides an overview of shifting from spreadsheets to relational databases, highlighting advantages like improved data management efficiency and the ability to capture bulk data. The document also discusses database concepts like the relational database model, entity relationship diagrams, and joins. Additionally, it covers topics in financial engineering like mortgage backed securities, asset backed securities, and valuation of these products. Quizzes are provided on database and C programming concepts as well as exam preparation.
Computational financev2
- 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
Editor's Notes
- #4: 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
- #5: https://www.db.com/medien/en/content/press_releases_2006_2906.htm
- #6: 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